FXO vs BBAG

Comparison between FIRST TRUST FINANCIALS ALPHADEX FUND (FXO, ETF) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG, ETF).

5-Year PerformanceFXO has outperformed BBAG, delivering a return of +8.0% compared to +0.1%

FXO vs BBAG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXO(ETF)	BBAG(ETF)
Net Assets	$1B	$1.10B
Expense Ratio	0.60%	0.03%
Max Drawdown	72.24%	23.99%
Sharpe Ratio	0.80	0.36
5Y Beta	0.93	0.04
P/E Ratio	10.58	N/A
Forward P/E	9.72	N/A
PEG Ratio	0.06	N/A
5Y Dividends CAGR	7.96%	13.34%
5Y EPS CAGR	15.87%	N/A
Debt to Equity	54.77%	N/A
P/S Ratio	1.70	N/A
P/B Ratio	1.36	N/A

Net Assets

FXO

$1B

Winner

BBAG

$1.10B

Expense Ratio

FXO

0.60%

Winner

BBAG

0.03%

Max Drawdown

FXO

72.24%

Winner

BBAG

23.99%

Sharpe Ratio

Winner

FXO

0.80

BBAG

0.36

5Y Beta

FXO

0.93

Winner

BBAG

0.04

P/E Ratio

FXO

10.58

BBAG

N/A

Forward P/E

FXO

9.72

BBAG

N/A

PEG Ratio

FXO

0.06

BBAG

N/A

5Y Dividends CAGR

FXO

7.96%

Winner

BBAG

13.34%

5Y EPS CAGR

FXO

15.87%

BBAG

N/A

Debt to Equity

FXO

54.77%

BBAG

N/A

P/S Ratio

FXO

1.70

BBAG

N/A

P/B Ratio

FXO

1.36

BBAG

N/A

FXO vs BBAG - Historical Returns

Returns include dividend reinvestment.

Period	FXO	BBAG
1 month	+1.63%	+0.02%
3 months	-3.19%	+0.06%
6 months	+3.57%	+0.89%
1 year	+14.57%	+5.56%
5 years(CAGR)	+7.95%	+0.09%
10 years(CAGR)	+12.45%	N/A
Max(CAGR)	+8.02%	+1.92%

Winner

FXO

+1.63%

BBAG

+0.02%

FXO

-3.19%

Winner

BBAG

+0.06%

Winner

FXO

+3.57%

BBAG

+0.89%

Winner

FXO

+14.57%

BBAG

+5.56%

5Y(CAGR)

Winner

FXO

+7.95%

BBAG

+0.09%

10Y(CAGR)

FXO

+12.45%

BBAG

N/A

Max(CAGR)

Winner

FXO

+8.02%

BBAG

+1.92%

FXO vs BBAG - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXO	BBAG
2026	-1.51%	+0.60%
2025	+13.88%	+7.20%
2024	+27.24%	+1.62%
2023	+9.08%	+4.81%
2022	-9.62%	-12.62%
2021	+39.47%	-1.75%
2020	+5.64%	+6.90%
2019	+26.07%	+8.08%
2018	-11.40%	+1.00%
2017	+17.18%	N/A
2016	+20.31%	N/A
2015	+1.29%	N/A
2014	+9.86%	N/A
2013	+36.94%	N/A
2012	+19.02%	N/A
2011	-8.70%	N/A
2010	+18.07%	N/A
2009	+30.70%	N/A
2008	-37.89%	N/A
2007	-20.20%	N/A

FXO vs BBAG Drawdown Comparison

The maximum drawdown for FXO was -71.30%, occurring on Mar 6, 2009. Recovery took 1480 trading sessions.

The maximum drawdown for BBAG was -18.74%, occurring on Oct 21, 2022. This drawdown has not yet recovered.

The current FXO drawdown is -3.90%. The current BBAG drawdown is -2.52%.

Rank	FXO	BBAG
#1	-71.30% May 24, 2007 - Apr 11, 2013	-18.74% Aug 6, 2020 - Oct 21, 2022
#2	-48.55% Feb 20, 2020 - Dec 4, 2020	-9.69% Mar 9, 2020 - Jun 10, 2020
#3	-28.81% Jan 11, 2022 - Mar 20, 2024	-2.18% Sep 4, 2019 - Jan 22, 2020
#4	-21.48% Sep 20, 2018 - Jul 12, 2019	-0.90% Jan 3, 2019 - Jan 31, 2019
#5	-21.35% Nov 25, 2024 - Aug 13, 2025	-0.88% Jul 3, 2019 - Aug 1, 2019
#6	-19.26% Aug 10, 2015 - Aug 5, 2016	-0.78% Mar 27, 2019 - May 13, 2019
#7	-11.72% Feb 6, 2026 - Mar 27, 2026	-0.74% Jan 31, 2020 - Feb 20, 2020
#8	-9.66% Jan 26, 2018 - Aug 20, 2018	-0.63% Aug 15, 2019 - Aug 27, 2019
#9	-9.32% Jun 1, 2021 - Aug 25, 2021	-0.60% Feb 26, 2019 - Mar 7, 2019
#10	-9.12% Nov 3, 2021 - Jan 11, 2022	-0.43% Jan 31, 2019 - Feb 7, 2019
#11	-8.14% Jul 31, 2024 - Aug 23, 2024	-0.43% Dec 19, 2018 - Dec 28, 2018
#12	-8.13% Jul 24, 2019 - Nov 4, 2019	-0.39% Feb 8, 2019 - Feb 19, 2019
#13	-7.51% Mar 28, 2024 - May 15, 2024	-0.31% May 15, 2019 - May 23, 2019
#14	-7.20% Sep 2, 2014 - Oct 31, 2014	-0.29% Jun 11, 2020 - Jun 19, 2020
#15	-7.14% Sep 19, 2025 - Dec 10, 2025	-0.27% Jun 3, 2019 - Jun 13, 2019

Correlation

Correlation between FXO and BBAG is 0.10 which considered as a very weak or no correlation - the stocks move independently of each other.

0.10

-101

Dividend Comparison (2007 - 2026)

FXO vs BBAG dividend yield comparison.

Year	FXO	BBAG
2026	0.79%	1.41%
2025	1.78%	4.29%
2024	1.97%	4.25%
2023	2.98%	3.60%
2022	2.49%	2.23%
2021	1.91%	1.44%
2020	2.60%	2.26%
2019	1.72%	2.92%
2018	2.60%	0.16%
2017	1.62%	0.00%
2016	1.35%	0.00%
2015	1.51%	0.00%
2014	1.54%	0.00%
2013	1.21%	0.00%
2012	1.88%	0.00%
2011	2.49%	0.00%
2010	1.27%	0.00%
2009	1.06%	0.00%
2008	2.35%	0.00%
2007	1.32%	0.00%