FXZ vs ASG

Comparison between FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF) and Liberty All-Star Growth Fund Inc (ASG, ETF).

5-Year PerformanceFXZ has outperformed ASG, delivering a return of +8.5% compared to -0.6%

FXZ vs ASG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXZ(ETF)	ASG(ETF)
Net Assets	$393M	$392M
Expense Ratio	0.64%	N/A
Max Drawdown	65.99%	84.48%
Sharpe Ratio	1.14	0.27
5Y Beta	1.00	1.09
P/E Ratio	28.58	N/A
Forward P/E	14.09	N/A
PEG Ratio	0.09	N/A
5Y Dividends CAGR	9.01%	-3.90%
5Y EPS CAGR	14.79%	N/A
Debt to Equity	33.35%	N/A
P/S Ratio	1.68	N/A
P/B Ratio	2.46	N/A

Net Assets

Winner

FXZ

$393M

ASG

$392M

Expense Ratio

FXZ

0.64%

ASG

N/A

Max Drawdown

Winner

FXZ

65.99%

ASG

84.48%

Sharpe Ratio

Winner

FXZ

1.14

ASG

0.27

5Y Beta

Winner

FXZ

1.00

ASG

1.09

P/E Ratio

FXZ

28.58

ASG

N/A

Forward P/E

FXZ

14.09

ASG

N/A

PEG Ratio

FXZ

0.09

ASG

N/A

5Y Dividends CAGR

Winner

FXZ

9.01%

ASG

-3.90%

5Y EPS CAGR

FXZ

14.79%

ASG

N/A

Debt to Equity

FXZ

33.35%

ASG

N/A

P/S Ratio

FXZ

1.68

ASG

N/A

P/B Ratio

FXZ

2.46

ASG

N/A

FXZ vs ASG - Historical Returns

Returns include dividend reinvestment.

Period	FXZ	ASG
1 month	-6.12%	-1.10%
3 months	-2.83%	+3.30%
6 months	+5.26%	+2.17%
1 year	+30.54%	+5.87%
5 years(CAGR)	+8.51%	-0.61%
10 years(CAGR)	+10.20%	+11.51%
Max(CAGR)	+8.91%	+6.57%

FXZ

-6.12%

Winner

ASG

-1.10%

FXZ

-2.83%

Winner

ASG

+3.30%

Winner

FXZ

+5.26%

ASG

+2.17%

Winner

FXZ

+30.54%

ASG

+5.87%

5Y(CAGR)

Winner

FXZ

+8.51%

ASG

-0.61%

10Y(CAGR)

FXZ

+10.20%

Winner

ASG

+11.51%

Max(CAGR)

Winner

FXZ

+8.91%

ASG

+6.57%

FXZ vs ASG - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FXZ	ASG
2026	+16.92%	+5.46%
2025	+17.64%	+2.85%
2024	-16.23%	+18.41%
2023	+16.19%	+15.87%
2022	-0.61%	-40.29%
2021	+32.14%	+24.85%
2020	+23.28%	+39.32%
2019	+21.08%	+57.70%
2018	-24.45%	-14.19%
2017	+22.38%	+43.89%
2016	+30.33%	+3.13%
2015	-9.94%	+4.26%
2014	-0.28%	+0.17%
2013	+23.25%	+44.76%
2012	+22.00%	+11.88%
2011	-11.56%	-4.53%
2010	+24.41%	+33.10%
2009	+53.09%	+29.43%
2008	-43.60%	-50.81%
2007	+10.42%	+23.66%
2006	N/A	+9.69%
2005	N/A	-8.80%
2004	N/A	+9.47%
2003	N/A	+44.89%
2002	N/A	-33.18%
2001	N/A	-1.79%
2000	N/A	-5.79%
1999	N/A	+4.85%

FXZ vs ASG Drawdown Comparison

The maximum drawdown for FXZ was -65.46%, occurring on Mar 6, 2009. Recovery took 648 trading sessions.

The maximum drawdown for ASG was -63.66%, occurring on Nov 20, 2008. Recovery took 820 trading sessions.

The current FXZ drawdown is -8.80%. The current ASG drawdown is -18.09%.

Rank	FXZ	ASG
#1	-65.46% May 16, 2008 - Dec 10, 2010	-63.66% Dec 26, 2007 - Mar 29, 2011
#2	-49.41% Jan 26, 2018 - Nov 16, 2020	-55.24% Sep 1, 2000 - Dec 26, 2007
#3	-33.99% Apr 9, 2024 - Jan 9, 2026	-45.88% Nov 12, 2021 - Oct 14, 2022
#4	-32.59% May 10, 2011 - Dec 18, 2012	-45.72% Sep 13, 2018 - Jan 17, 2020
#5	-31.20% Apr 20, 2022 - Apr 3, 2024	-42.54% Feb 5, 2020 - Jul 15, 2020
#6	-26.86% Jul 3, 2014 - Jul 11, 2016	-26.14% Jul 21, 2011 - Jan 17, 2013
#7	-18.78% Jul 19, 2007 - Oct 5, 2007	-25.27% Jul 20, 2015 - Jan 13, 2017
#8	-18.28% Oct 29, 2007 - Apr 17, 2008	-15.14% Dec 27, 2013 - Apr 24, 2015
#9	-14.68% Jun 1, 2021 - Nov 11, 2021	-11.70% Oct 28, 2013 - Dec 23, 2013
#10	-12.75% Feb 11, 2026 - Apr 8, 2026	-11.58% Mar 23, 2000 - Jun 16, 2000
#11	-11.29% Jun 15, 2026 - Jul 20, 2026	-10.03% Apr 30, 2021 - May 20, 2021
#12	-10.88% Nov 12, 2021 - Jan 12, 2022	-9.67% Aug 31, 2020 - Oct 12, 2020
#13	-10.29% Jan 14, 2022 - Feb 16, 2022	-9.37% Jan 20, 2021 - Feb 5, 2021
#14	-10.17% Jan 12, 2021 - Feb 24, 2021	-9.27% Feb 10, 2021 - Apr 30, 2021
#15	-9.01% Feb 17, 2011 - May 10, 2011	-9.16% May 20, 2021 - Oct 19, 2021

Correlation

Correlation between FXZ and ASG is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2000 - 2026)

FXZ vs ASG dividend yield comparison.

Year	FXZ	ASG
2026	0.53%	6.72%
2025	1.74%	8.68%
2024	1.81%	8.32%
2023	1.97%	8.14%
2022	1.56%	10.14%
2021	1.11%	11.33%
2020	1.51%	7.68%
2019	1.58%	7.08%
2018	1.38%	10.48%
2017	1.01%	7.58%
2016	1.19%	8.61%
2015	1.26%	16.81%
2014	1.73%	6.40%
2013	0.90%	5.52%
2012	2.81%	6.65%
2011	0.36%	7.09%
2010	1.61%	5.88%
2009	1.32%	7.14%
2008	1.88%	18.08%
2007	0.34%	10.23%
2006	0.00%	10.99%
2005	0.00%	10.66%
2004	0.00%	9.53%
2003	0.00%	8.49%
2002	0.00%	13.27%
2001	0.00%	11.04%
2000	0.00%	7.31%