FXZ vs CDX

Comparison between FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF) and SIMPLIFY HIGH YIELD ETF (CDX, ETF).

FXZ vs CDX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXZ(ETF)	CDX(ETF)
Net Assets	$393M	$394M
Expense Ratio	0.64%	0.25%
Max Drawdown	65.99%	17.70%
Sharpe Ratio	1.14	-0.88
5Y Beta	1.00	0.42
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%	N/A
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

FXZ

$393M

Winner

CDX

$394M

Expense Ratio

FXZ

0.64%

Winner

CDX

0.25%

Max Drawdown

FXZ

65.99%

Winner

CDX

17.70%

Sharpe Ratio

Winner

FXZ

1.14

CDX

-0.88

5Y Beta

FXZ

1.00

Winner

CDX

0.42

P/E Ratio

FXZ

28.58

CDX

N/A

Forward P/E

FXZ

14.09

CDX

N/A

PEG Ratio

FXZ

0.09

CDX

N/A

5Y Dividends CAGR

FXZ

9.01%

CDX

N/A

5Y EPS CAGR

FXZ

14.79%

CDX

N/A

Debt to Equity

FXZ

33.35%

CDX

N/A

P/S Ratio

FXZ

1.68

CDX

N/A

P/B Ratio

FXZ

2.46

CDX

N/A

FXZ vs CDX - Historical Returns

Returns include dividend reinvestment.

Period	FXZ	CDX
1 month	-6.12%	-1.14%
3 months	-2.83%	-1.18%
6 months	+5.26%	-2.79%
1 year	+30.54%	-1.73%
5 years(CAGR)	+8.51%	+4.02%
10 years(CAGR)	+10.20%	N/A
Max(CAGR)	+8.91%	+4.02%

FXZ

-6.12%

Winner

CDX

-1.14%

FXZ

-2.83%

Winner

CDX

-1.18%

Winner

FXZ

+5.26%

CDX

-2.79%

Winner

FXZ

+30.54%

CDX

-1.73%

5Y(CAGR)

Winner

FXZ

+8.51%

CDX

+4.02%

10Y(CAGR)

FXZ

+10.20%

CDX

N/A

Max(CAGR)

Winner

FXZ

+8.91%

CDX

+4.02%

FXZ vs CDX - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXZ	CDX
2026	+16.92%	-2.31%
2025	+17.64%	+8.81%
2024	-16.23%	+7.75%
2023	+16.19%	+12.25%
2022	-0.61%	-8.08%
2021	+32.14%	N/A
2020	+23.28%	N/A
2019	+21.08%	N/A
2018	-24.45%	N/A
2017	+22.38%	N/A
2016	+30.33%	N/A
2015	-9.94%	N/A
2014	-0.28%	N/A
2013	+23.25%	N/A
2012	+22.00%	N/A
2011	-11.56%	N/A
2010	+24.41%	N/A
2009	+53.09%	N/A
2008	-43.60%	N/A
2007	+10.42%	N/A

FXZ vs CDX Drawdown Comparison

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

The maximum drawdown for CDX was -13.23%, occurring on Oct 20, 2022. Recovery took 429 trading sessions.

The current FXZ drawdown is -8.80%. The current CDX drawdown is -7.58%.

Rank	FXZ	CDX
#1	-65.46% May 16, 2008 - Dec 10, 2010	-13.23% Mar 2, 2022 - Nov 14, 2023
#2	-49.41% Jan 26, 2018 - Nov 16, 2020	-8.88% Apr 9, 2025 - Apr 11, 2025
#3	-33.99% Apr 9, 2024 - Jan 9, 2026	-6.73% Apr 2, 2025 - Apr 9, 2025
#4	-32.59% May 10, 2011 - Dec 18, 2012	-3.14% Oct 3, 2024 - Jan 21, 2025
#5	-31.20% Apr 20, 2022 - Apr 3, 2024	-2.41% Mar 19, 2024 - May 15, 2024
#6	-26.86% Jul 3, 2014 - Jul 11, 2016	-1.65% May 15, 2024 - Jun 12, 2024
#7	-18.78% Jul 19, 2007 - Oct 5, 2007	-1.64% Mar 3, 2025 - Mar 20, 2025
#8	-18.28% Oct 29, 2007 - Apr 17, 2008	-1.47% Mar 20, 2025 - Apr 2, 2025
#9	-14.68% Jun 1, 2021 - Nov 11, 2021	-1.28% Dec 27, 2023 - Jan 10, 2024
#10	-12.75% Feb 11, 2026 - Apr 8, 2026	-1.13% Jun 18, 2024 - Jul 8, 2024
#11	-11.29% Jun 15, 2026 - Jul 20, 2026	-1.05% Aug 5, 2024 - Aug 13, 2024
#12	-10.88% Nov 12, 2021 - Jan 12, 2022	-1.05% Nov 14, 2023 - Nov 27, 2023
#13	-10.29% Jan 14, 2022 - Feb 16, 2022	-0.96% Feb 1, 2024 - Feb 22, 2024
#14	-10.17% Jan 12, 2021 - Feb 24, 2021	-0.85% Jan 21, 2025 - Feb 3, 2025
#15	-9.01% Feb 17, 2011 - May 10, 2011	-0.80% Jan 12, 2024 - Feb 1, 2024

Correlation

Correlation between FXZ and CDX is 0.33 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.33

-101

Dividend Comparison (2007 - 2026)

FXZ vs CDX dividend yield comparison.

Year	FXZ	CDX
2026	0.53%	4.03%
2025	1.74%	7.18%
2024	1.81%	12.60%
2023	1.97%	5.26%
2022	1.56%	7.51%
2021	1.11%	0.00%
2020	1.51%	0.00%
2019	1.58%	0.00%
2018	1.38%	0.00%
2017	1.01%	0.00%
2016	1.19%	0.00%
2015	1.26%	0.00%
2014	1.73%	0.00%
2013	0.90%	0.00%
2012	2.81%	0.00%
2011	0.36%	0.00%
2010	1.61%	0.00%
2009	1.32%	0.00%
2008	1.88%	0.00%
2007	0.34%	0.00%