FXZ vs DNOV

Comparison between FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF) and FT VEST U.S. EQUITY DEEP BUFFER ETF - NOVEMBER (DNOV, ETF).

5-Year PerformanceFXZ has outperformed DNOV, delivering a return of +8.5% compared to +8.3%

FXZ vs DNOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXZ(ETF)	DNOV(ETF)
Net Assets	$393M	$393M
Expense Ratio	0.64%	0.85%
Max Drawdown	65.99%	15.03%
Sharpe Ratio	1.14	1.75
5Y Beta	1.00	0.43
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

Winner

FXZ

$393M

DNOV

$393M

Expense Ratio

Winner

FXZ

0.64%

DNOV

0.85%

Max Drawdown

FXZ

65.99%

Winner

DNOV

15.03%

Sharpe Ratio

FXZ

1.14

Winner

DNOV

1.75

5Y Beta

FXZ

1.00

Winner

DNOV

0.43

P/E Ratio

FXZ

28.58

DNOV

N/A

Forward P/E

FXZ

14.09

DNOV

N/A

PEG Ratio

FXZ

0.09

DNOV

N/A

5Y Dividends CAGR

FXZ

9.01%

DNOV

N/A

5Y EPS CAGR

FXZ

14.79%

DNOV

N/A

Debt to Equity

FXZ

33.35%

DNOV

N/A

P/S Ratio

FXZ

1.68

DNOV

N/A

P/B Ratio

FXZ

2.46

DNOV

N/A

FXZ vs DNOV - Historical Returns

Returns include dividend reinvestment.

Period	FXZ	DNOV
1 month	-6.12%	+0.80%
3 months	-2.83%	+3.50%
6 months	+5.26%	+5.31%
1 year	+30.54%	+14.28%
5 years(CAGR)	+8.51%	+8.27%
10 years(CAGR)	+10.20%	N/A
Max(CAGR)	+8.91%	+8.17%

FXZ

-6.12%

Winner

DNOV

+0.80%

FXZ

-2.83%

Winner

DNOV

+3.50%

FXZ

+5.26%

Winner

DNOV

+5.31%

Winner

FXZ

+30.54%

DNOV

+14.28%

5Y(CAGR)

Winner

FXZ

+8.51%

DNOV

+8.27%

10Y(CAGR)

FXZ

+10.20%

DNOV

N/A

Max(CAGR)

Winner

FXZ

+8.91%

DNOV

+8.17%

FXZ vs DNOV - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXZ	DNOV
2026	+16.92%	+5.61%
2025	+17.64%	+14.13%
2024	-16.23%	+11.17%
2023	+16.19%	+18.48%
2022	-0.61%	-7.53%
2021	+32.14%	+6.13%
2020	+23.28%	+7.05%
2019	+21.08%	+1.47%
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 DNOV Drawdown Comparison

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

The maximum drawdown for DNOV was -15.03%, occurring on Mar 18, 2020. Recovery took 118 trading sessions.

The current FXZ drawdown is -8.80%. The current DNOV drawdown is -0.16%.

Rank	FXZ	DNOV
#1	-65.46% May 16, 2008 - Dec 10, 2010	-15.03% Feb 19, 2020 - Aug 6, 2020
#2	-49.41% Jan 26, 2018 - Nov 16, 2020	-9.98% Feb 19, 2025 - Jun 24, 2025
#3	-33.99% Apr 9, 2024 - Jan 9, 2026	-9.57% Jan 4, 2022 - Jun 9, 2023
#4	-32.59% May 10, 2011 - Dec 18, 2012	-7.88% Jul 28, 2023 - Nov 14, 2023
#5	-31.20% Apr 20, 2022 - Apr 3, 2024	-4.18% Feb 25, 2026 - Apr 13, 2026
#6	-26.86% Jul 3, 2014 - Jul 11, 2016	-2.88% Sep 2, 2020 - Oct 12, 2020
#7	-18.78% Jul 19, 2007 - Oct 5, 2007	-2.80% Oct 12, 2020 - Nov 5, 2020
#8	-18.28% Oct 29, 2007 - Apr 17, 2008	-2.77% Jul 16, 2024 - Aug 15, 2024
#9	-14.68% Jun 1, 2021 - Nov 11, 2021	-1.98% Mar 28, 2024 - May 6, 2024
#10	-12.75% Feb 11, 2026 - Apr 8, 2026	-1.98% Dec 6, 2024 - Jan 22, 2025
#11	-11.29% Jun 15, 2026 - Jul 20, 2026	-1.84% Nov 15, 2021 - Dec 8, 2021
#12	-10.88% Nov 12, 2021 - Jan 12, 2022	-1.51% Dec 15, 2021 - Dec 23, 2021
#13	-10.29% Jan 14, 2022 - Feb 16, 2022	-1.49% Jan 25, 2021 - Feb 8, 2021
#14	-10.17% Jan 12, 2021 - Feb 24, 2021	-1.30% Jul 28, 2025 - Aug 8, 2025
#15	-9.01% Feb 17, 2011 - May 10, 2011	-1.27% Jun 2, 2026 - Jun 15, 2026