FXR vs BHK

Comparison between FIRST TRUST INDUSTRIALS/PRODUCER DURABLES ALPHADEX FUND (FXR, ETF) and BlackRock Core Bond Trust (BHK, ETF).

5-Year PerformanceFXR has outperformed BHK, delivering a return of +8.3% compared to -3.3%

FXR vs BHK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXR(ETF)	BHK(ETF)
Net Assets	$698M	$698M
Expense Ratio	0.60%	N/A
Max Drawdown	64.05%	48.25%
Sharpe Ratio	0.85	-0.43
5Y Beta	1.05	0.24
P/E Ratio	23.31	N/A
Forward P/E	16.37	N/A
5Y Dividends CAGR	1.93%	3.01%
5Y EPS CAGR	9.93%	N/A
Debt to Equity	71.25%	N/A
P/S Ratio	1.42	N/A
P/B Ratio	2.96	N/A

Net Assets

Winner

FXR

$698M

BHK

$698M

Expense Ratio

FXR

0.60%

BHK

N/A

Max Drawdown

FXR

64.05%

Winner

BHK

48.25%

Sharpe Ratio

Winner

FXR

0.85

BHK

-0.43

5Y Beta

FXR

1.05

Winner

BHK

0.24

P/E Ratio

FXR

23.31

BHK

N/A

Forward P/E

FXR

16.37

BHK

N/A

5Y Dividends CAGR

FXR

1.93%

Winner

BHK

3.01%

5Y EPS CAGR

FXR

9.93%

BHK

N/A

Debt to Equity

FXR

71.25%

BHK

N/A

P/S Ratio

FXR

1.42

BHK

N/A

P/B Ratio

FXR

2.96

BHK

N/A

FXR vs BHK - Historical Returns

Returns include dividend reinvestment.

Period	FXR	BHK
1 month	-0.22%	-1.48%
3 months	-1.19%	-4.08%
6 months	+8.73%	-2.13%
1 year	+19.81%	+0.68%
5 years(CAGR)	+8.25%	-3.25%
10 years(CAGR)	+12.48%	+2.88%
Max(CAGR)	+8.82%	+5.40%

Winner

FXR

-0.22%

BHK

-1.48%

Winner

FXR

-1.19%

BHK

-4.08%

Winner

FXR

+8.73%

BHK

-2.13%

Winner

FXR

+19.81%

BHK

+0.68%

5Y(CAGR)

Winner

FXR

+8.25%

BHK

-3.25%

10Y(CAGR)

Winner

FXR

+12.48%

BHK

+2.88%

Max(CAGR)

Winner

FXR

+8.82%

BHK

+5.40%

FXR vs BHK - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

Year	FXR	BHK
2026	+5.69%	-3.20%
2025	+7.97%	+2.66%
2024	+17.27%	+4.91%
2023	+26.61%	+11.99%
2022	-16.07%	-31.47%
2021	+27.61%	+7.18%
2020	+11.46%	+17.82%
2019	+32.99%	+25.33%
2018	-15.72%	-7.99%
2017	+23.08%	+14.21%
2016	+28.23%	+9.41%
2015	-13.33%	+2.05%
2014	+9.56%	+10.11%
2013	+42.38%	-9.96%
2012	+13.95%	+16.46%
2011	-7.17%	+14.68%
2010	+23.53%	+13.74%
2009	+39.21%	+14.45%
2008	-45.68%	-1.78%
2007	-2.22%	-1.82%
2006	N/A	+2.94%
2005	N/A	+5.03%
2004	N/A	+8.21%
2003	N/A	+8.94%
2002	N/A	-0.03%
2001	N/A	+0.00%

FXR vs BHK Drawdown Comparison

The maximum drawdown for FXR was -63.81%, occurring on Mar 9, 2009. Recovery took 1408 trading sessions.

The maximum drawdown for BHK was -39.55%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current FXR drawdown is -5.99%. The current BHK drawdown is -21.69%.

Rank	FXR	BHK
#1	-63.81% May 31, 2007 - Jan 2, 2013	-39.55% Sep 15, 2021 - Oct 20, 2022
#2	-44.71% Jan 16, 2020 - Nov 10, 2020	-30.64% May 27, 2008 - Jul 24, 2009
#3	-27.24% Feb 24, 2015 - Nov 11, 2016	-23.66% Feb 24, 2020 - Jun 10, 2020
#4	-26.85% Jan 4, 2022 - Dec 13, 2023	-19.40% Nov 12, 2012 - Jan 22, 2015
#5	-26.65% Nov 25, 2024 - Jan 5, 2026	-12.43% Jun 13, 2003 - Sep 20, 2004
#6	-25.38% Sep 18, 2018 - Jul 16, 2019	-12.08% Sep 28, 2010 - Sep 12, 2011
#7	-13.77% Jun 9, 2014 - Nov 24, 2014	-11.88% Dec 27, 2001 - Sep 18, 2002
#8	-13.66% Feb 20, 2026 - Mar 30, 2026	-10.94% Sep 12, 2005 - Oct 5, 2006
#9	-10.64% Jan 26, 2018 - Aug 21, 2018	-10.16% Aug 31, 2016 - May 18, 2017
#10	-9.34% Jul 24, 2019 - Oct 29, 2019	-9.78% Jan 2, 2018 - Mar 8, 2019
#11	-8.15% Mar 28, 2024 - Jul 16, 2024	-9.51% May 7, 2007 - Jan 24, 2008
#12	-7.90% Jan 22, 2014 - Feb 27, 2014	-9.08% Apr 24, 2015 - Mar 9, 2016
#13	-7.64% Jul 31, 2024 - Aug 23, 2024	-8.52% Jan 25, 2021 - Jun 15, 2021
#14	-7.34% Nov 25, 2014 - Feb 13, 2015	-8.50% Jan 24, 2008 - Apr 23, 2008
#15	-7.14% Nov 16, 2021 - Jan 4, 2022	-7.45% Oct 3, 2002 - Jan 17, 2003

Correlation

Correlation between FXR and BHK is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2002 - 2026)

FXR vs BHK dividend yield comparison.

Year	FXR	BHK
2026	0.10%	4.20%
2025	0.71%	9.25%
2024	0.72%	8.56%
2023	0.77%	8.21%
2022	0.92%	7.91%
2021	0.52%	6.36%
2020	1.06%	5.06%
2019	0.74%	5.32%
2018	1.18%	6.39%
2017	0.55%	5.56%
2016	0.52%	6.23%
2015	0.62%	7.03%
2014	1.10%	8.15%
2013	0.41%	6.94%
2012	2.08%	6.11%
2011	0.58%	5.95%
2010	0.55%	6.98%
2009	0.75%	8.16%
2008	0.64%	7.00%
2007	0.11%	6.75%
2006	0.00%	6.66%
2005	0.00%	11.28%
2004	0.00%	9.37%
2003	0.00%	9.51%
2002	0.00%	8.72%