FXD vs FMF

Comparison between FIRST TRUST CONSUMER DISCRETIONARY ALPHADEX FUND (FXD, ETF) and FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF).

5-Year PerformanceFMF has outperformed FXD, delivering a return of +4.3% compared to +3.7%

FXD vs FMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXD(ETF)	FMF(ETF)
Net Assets	$262M	$260M
Expense Ratio	0.60%	0.98%
Max Drawdown	65.66%	24.79%
Sharpe Ratio	0.50	1.39
5Y Beta	1.02	0.10
P/E Ratio	16.51	N/A
Forward P/E	14.34	N/A
PEG Ratio	0.13	N/A
5Y Dividends CAGR	20.51%	228.25%
5Y EPS CAGR	11.96%	N/A
Debt to Equity	-19.50%	N/A
P/S Ratio	0.79	N/A
P/B Ratio	2.49	N/A

Net Assets

Winner

FXD

$262M

FMF

$260M

Expense Ratio

Winner

FXD

0.60%

FMF

0.98%

Max Drawdown

FXD

65.66%

Winner

FMF

24.79%

Sharpe Ratio

FXD

0.50

Winner

FMF

1.39

5Y Beta

FXD

1.02

Winner

FMF

0.10

P/E Ratio

FXD

16.51

FMF

N/A

Forward P/E

FXD

14.34

FMF

N/A

PEG Ratio

FXD

0.13

FMF

N/A

5Y Dividends CAGR

FXD

20.51%

Winner

FMF

228.25%

5Y EPS CAGR

FXD

11.96%

FMF

N/A

Debt to Equity

FXD

-19.50%

FMF

N/A

P/S Ratio

FXD

0.79

FMF

N/A

P/B Ratio

FXD

2.49

FMF

N/A

FXD vs FMF - Holdings Comparison

FXD and FMF have 1 common holdings. Overlap is 0.20%

FXD's top 25 holdings weight is 36.90%. FMF's top 25 holdings weight is 15.01%.

Rank	FXD	FMF
#1	PVH CORP (PVH) - 1.87%	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 15.01%
#2	SIRIUS XM HOLDINGS INC (SIRI) - 1.77%	N/A
#3	MACY'S INC (M) - 1.65%	N/A
#4	DELTA AIR LINES INC (DAL) - 1.65%	N/A
#5	LEAR CORP (LEA) - 1.63%	N/A
#6	VERSANT MEDIA GROUP INC CLASS A (VSNT) - 1.59%	N/A
#7	HARLEY-DAVIDSON INC (HOG) - 1.58%	N/A
#8	LITHIA MOTORS INC CLASS A (LAD) - 1.56%	N/A
#9	PENSKE AUTOMOTIVE GROUP INC (PAG) - 1.54%	N/A
#10	GENTEX CORP (GNTX) - 1.51%	N/A
#11	THE WALT DISNEY CO (DIS) - 1.48%	N/A
#12	D.R. HORTON INC (DHI) - 1.46%	N/A
#13	MATTEL INC (MAT) - 1.43%	N/A
#14	LENNAR CORP CLASS A (LEN) - 1.42%	N/A
#15	LYFT INC CLASS A (LYFT) - 1.41%	N/A
#16	TOLL BROTHERS INC (TOL) - 1.39%	N/A
#17	PULTEGROUP INC (PHM) - 1.38%	N/A
#18	BURLINGTON STORES INC (BURL) - 1.38%	N/A
#19	BOYD GAMING CORP (BYD) - 1.35%	N/A
#20	THOR INDUSTRIES INC (THO) - 1.35%	N/A
#21	GAP INC (GAP) - 1.34%	N/A
#22	YETI HOLDINGS INC (YETI) - 1.33%	N/A
#23	LKQ CORP (LKQ) - 1.28%	N/A
#24	BIRKENSTOCK HOLDING PLC (BIRK) - 1.28%	N/A
#25	COLUMBIA SPORTSWEAR CO (COLM) - 1.27%	N/A
Total Holdings	121	1

FXD vs FMF - Historical Returns

Returns include dividend reinvestment.

Period	FXD	FMF
1 month	+8.01%	-1.52%
3 months	+9.45%	+0.35%
6 months	+0.25%	+10.39%
1 year	+12.95%	+18.03%
5 years(CAGR)	+3.72%	+4.29%
10 years(CAGR)	+8.56%	+2.70%
Max(CAGR)	+7.59%	+1.98%

Winner

FXD

+8.01%

FMF

-1.52%

Winner

FXD

+9.45%

FMF

+0.35%

FXD

+0.25%

Winner

FMF

+10.39%

FXD

+12.95%

Winner

FMF

+18.03%

5Y(CAGR)

FXD

+3.72%

Winner

FMF

+4.29%

10Y(CAGR)

Winner

FXD

+8.56%

FMF

+2.70%

Max(CAGR)

Winner

FXD

+7.59%

FMF

+1.98%

FXD vs FMF - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXD	FMF
2026	+1.05%	+8.20%
2025	+7.10%	+4.23%
2024	+11.64%	+7.67%
2023	+23.44%	-0.38%
2022	-21.71%	+4.68%
2021	+24.97%	+3.45%
2020	+12.64%	+5.25%
2019	+23.21%	-5.32%
2018	-12.65%	-2.31%
2017	+19.03%	+2.33%
2016	+6.77%	-4.09%
2015	-3.09%	-0.47%
2014	+12.15%	-1.10%
2013	+40.52%	+3.46%
2012	+15.09%	N/A
2011	-0.13%	N/A
2010	+30.59%	N/A
2009	+51.69%	N/A
2008	-41.59%	N/A
2007	-15.15%	N/A

FXD vs FMF Drawdown Comparison

The maximum drawdown for FXD was -65.27%, occurring on Mar 9, 2009. Recovery took 903 trading sessions.

The maximum drawdown for FMF was -22.22%, occurring on Mar 24, 2020. Recovery took 2001 trading sessions.

The current FXD drawdown is -3.44%. The current FMF drawdown is -1.75%.

Rank	FXD	FMF
#1	-65.27% Jul 9, 2007 - Feb 4, 2011	-22.22% Apr 2, 2014 - Mar 14, 2022
#2	-49.54% Feb 19, 2020 - Nov 13, 2020	-14.98% Jun 14, 2022 - Oct 6, 2025
#3	-33.74% Nov 16, 2021 - Mar 27, 2024	-7.98% Mar 14, 2022 - Jun 9, 2022
#4	-26.02% Dec 4, 2024 - Aug 22, 2025	-3.58% Dec 30, 2013 - Mar 27, 2014
#5	-24.03% Jul 7, 2011 - Mar 13, 2012	-3.42% Mar 12, 2026 - Apr 2, 2026
#6	-22.16% Jan 24, 2018 - Nov 18, 2019	-3.12% Oct 15, 2025 - Jan 9, 2026
#7	-20.18% Mar 20, 2015 - Dec 7, 2016	-2.51% May 18, 2026 - Jun 10, 2026
#8	-14.19% Mar 26, 2012 - Jan 2, 2013	-2.31% Feb 11, 2026 - Feb 19, 2026
#9	-13.94% Jan 13, 2026 - Mar 30, 2026	-2.22% Aug 2, 2013 - Oct 10, 2013
#10	-12.24% Mar 28, 2024 - Oct 18, 2024	-1.69% Feb 4, 2026 - Feb 6, 2026
#11	-11.01% Sep 8, 2025 - Jan 6, 2026	-1.56% Jan 15, 2026 - Feb 3, 2026
#12	-10.15% Sep 5, 2014 - Nov 12, 2014	-1.47% Oct 22, 2013 - Nov 14, 2013
#13	-8.68% Dec 31, 2013 - Feb 25, 2014	-1.28% Apr 29, 2026 - May 12, 2026
#14	-8.66% May 12, 2011 - Jul 1, 2011	-1.27% Mar 2, 2026 - Mar 4, 2026
#15	-7.79% Mar 7, 2014 - Jun 27, 2014	-1.18% Oct 8, 2025 - Oct 13, 2025

Correlation

Correlation between FXD and FMF is 0.68 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.68

-101

Dividend Comparison (2007 - 2026)

FXD vs FMF dividend yield comparison.

Year	FXD	FMF
2026	0.16%	0.37%
2025	0.80%	5.60%
2024	0.89%	4.85%
2023	0.70%	3.09%
2022	1.00%	0.41%
2021	0.62%	3.29%
2020	0.42%	0.02%
2019	0.92%	1.05%
2018	1.08%	1.56%
2017	0.93%	0.82%
2016	1.05%	0.00%
2015	0.90%	0.00%
2014	0.52%	0.00%
2013	0.35%	2.38%
2012	1.44%	0.00%
2011	0.63%	0.00%
2010	0.44%	0.00%
2009	0.46%	0.00%
2008	0.89%	0.00%
2007	0.32%	0.00%