FXZ vs JPIN

Comparison between FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF) and JPMORGAN DIVERSIFIED RETURN INTERNATIONAL EQUITY ETF (JPIN, ETF).

5-Year PerformanceFXZ has outperformed JPIN, delivering a return of +11.0% compared to +9.5%

FXZ vs JPIN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXZ(ETF)	JPIN(ETF)
Net Assets	$368M	$368M
Expense Ratio	0.64%	0.37%
Max Drawdown	65.99%	40.31%
Sharpe Ratio	1.71	1.18
5Y Beta	1.01	0.58
P/E Ratio	33.02	N/A
Forward P/E	16.64	N/A
PEG Ratio	-0.06	N/A
5Y Dividends CAGR	9.01%	13.94%
5Y EPS CAGR	14.29%	N/A
Debt to Equity	30.82%	N/A
P/S Ratio	1.81	N/A
P/B Ratio	2.74	N/A

Net Assets

Winner

FXZ

$368M

JPIN

$368M

Expense Ratio

FXZ

0.64%

Winner

JPIN

0.37%

Max Drawdown

FXZ

65.99%

Winner

JPIN

40.31%

Sharpe Ratio

Winner

FXZ

1.71

JPIN

1.18

5Y Beta

FXZ

1.01

Winner

JPIN

0.58

P/E Ratio

FXZ

33.02

JPIN

N/A

Forward P/E

FXZ

16.64

JPIN

N/A

PEG Ratio

FXZ

-0.06

JPIN

N/A

5Y Dividends CAGR

FXZ

9.01%

Winner

JPIN

13.94%

5Y EPS CAGR

FXZ

14.29%

JPIN

N/A

Debt to Equity

FXZ

30.82%

JPIN

N/A

P/S Ratio

FXZ

1.81

JPIN

N/A

P/B Ratio

FXZ

2.74

JPIN

N/A

FXZ vs JPIN - Holdings Comparison

FXZ and JPIN have 1 common holdings. Overlap is -0.01%

FXZ's top 25 holdings weight is 84.67%. JPIN's top 25 holdings weight is 10.55%.

Rank	FXZ	JPIN
#1	NEWMONT CORP (NEM) - 5.57%	OVERSEA-CHINESE BANKING CORP LTD (n/a) - 0.51%
#2	ANGLOGOLD ASHANTI PLC (AU) - 5.35%	ROLLS-ROYCE HOLDINGS PLC (n/a) - 0.49%
#3	STEEL DYNAMICS INC (STLD) - 5.10%	HSBC HOLDINGS PLC (n/a) - 0.46%
#4	COEUR MINING INC (CDE) - 5.06%	BARCLAYS PLC (n/a) - 0.45%
#5	CF INDUSTRIES HOLDINGS INC (CF) - 4.83%	MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 0.45%
#6	ALCOA CORP (AA) - 4.61%	OTSUKA HOLDINGS CO LTD (n/a) - 0.45%
#7	NUCOR CORP (NUE) - 3.80%	STANDARD CHARTERED PLC (n/a) - 0.45%
#8	ALMONTY INDUSTRIES INC (ALM) - 3.57%	NATWEST GROUP PLC (n/a) - 0.44%
#9	EASTMAN CHEMICAL CO (EMN) - 3.47%	ABN AMRO BANK NV (n/a) - 0.44%
#10	MUELLER INDUSTRIES INC (MLI) - 3.46%	UNICREDIT SPA (n/a) - 0.44%
#11	THE MOSAIC CO (MOS) - 3.39%	JAPAN TOBACCO INC (n/a) - 0.44%
#12	INTERNATIONAL FLAVORS & FRAGRANCES INC (IFF) - 3.34%	HANA FINANCIAL GROUP INC (n/a) - 0.43%
#13	HEXCEL CORP (HXL) - 3.12%	ENDESA SA (n/a) - 0.43%
#14	AURA MINERALS INC (AUGO) - 2.82%	SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 0.43%
#15	ROYAL GOLD INC (RGLD) - 2.73%	VODAFONE GROUP PLC (n/a) - 0.42%
#16	CARPENTER TECHNOLOGY CORP (CRS) - 2.71%	UNITED UTILITIES GROUP PLC CLASS A (n/a) - 0.42%
#17	NEWMARKET CORP (NEU) - 2.70%	ORLEN SA (n/a) - 0.41%
#18	HECLA MINING CO (HL) - 2.68%	BHP GROUP LTD (n/a) - 0.41%
#19	RBC BEARINGS INC (RBC) - 2.67%	ANGLO AMERICAN PLC (n/a) - 0.41%
#20	RELIANCE INC (RS) - 2.64%	ENDEAVOUR MINING PLC (n/a) - 0.41%
#21	SOUTHERN COPPER CORP (SCCO) - 2.63%	ORANGE SA (n/a) - 0.36%
#22	AVERY DENNISON CORP (AVY) - 2.58%	SK HYNIX INC (n/a) - 0.35%
#23	OLIN CORP (OLN) - 2.25%	SSE PLC (n/a) - 0.35%
#24	LYONDELLBASELL INDUSTRIES NV CLASS A (LYB) - 1.89%	PEARSON PLC (n/a) - 0.35%
#25	FREEPORT-MCMORAN INC (FCX) - 1.70%	GSK PLC (n/a) - 0.35%
Total Holdings	42	435

FXZ vs JPIN - Historical Returns

Returns include dividend reinvestment.

Period	FXZ	JPIN
1 month	+13.08%	+4.48%
3 months	+10.67%	+5.01%
6 months	+12.95%	+2.87%
1 year	+49.74%	+22.26%
5 years(CAGR)	+11.05%	+9.49%
10 years(CAGR)	+11.40%	+7.97%
Max(CAGR)	+9.57%	+7.26%

Winner

FXZ

+13.08%

JPIN

+4.48%

Winner

FXZ

+10.67%

JPIN

+5.01%

Winner

FXZ

+12.95%

JPIN

+2.87%

Winner

FXZ

+49.74%

JPIN

+22.26%

5Y(CAGR)

Winner

FXZ

+11.05%

JPIN

+9.49%

10Y(CAGR)

Winner

FXZ

+11.40%

JPIN

+7.97%

Max(CAGR)

Winner

FXZ

+9.57%

JPIN

+7.26%

FXZ vs JPIN - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXZ	JPIN
2026	+32.21%	+14.06%
2025	+17.64%	+33.51%
2024	-16.23%	+3.91%
2023	+16.19%	+17.01%
2022	-0.61%	-14.47%
2021	+32.14%	+6.25%
2020	+23.28%	+4.17%
2019	+21.08%	+16.58%
2018	-24.45%	-13.76%
2017	+22.38%	+24.91%
2016	+30.33%	+2.11%
2015	-9.94%	+2.59%
2014	-0.28%	-1.55%
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 JPIN Drawdown Comparison

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

The maximum drawdown for JPIN was -36.68%, occurring on Mar 23, 2020. Recovery took 736 trading sessions.

Rank	FXZ	JPIN
#1	-65.46% May 16, 2008 - Dec 10, 2010	-36.68% Jan 26, 2018 - Dec 29, 2020
#2	-49.41% Jan 26, 2018 - Nov 16, 2020	-29.63% Sep 3, 2021 - Mar 20, 2024
#3	-33.99% Apr 9, 2024 - Jan 9, 2026	-16.95% May 21, 2015 - Mar 27, 2017
#4	-32.59% May 10, 2011 - Dec 18, 2012	-12.33% Sep 26, 2024 - Apr 28, 2025
#5	-31.20% Apr 20, 2022 - Apr 3, 2024	-10.41% Feb 25, 2026 - Jul 30, 2026
#6	-26.86% Jul 3, 2014 - Jul 11, 2016	-6.14% Jul 31, 2024 - Aug 19, 2024
#7	-18.78% Jul 19, 2007 - Oct 5, 2007	-5.49% Nov 18, 2014 - Feb 3, 2015
#8	-18.28% Oct 29, 2007 - Apr 17, 2008	-4.50% Mar 27, 2024 - May 6, 2024
#9	-14.68% Jun 1, 2021 - Nov 11, 2021	-4.38% Jun 14, 2021 - Sep 3, 2021
#10	-12.75% Feb 11, 2026 - Apr 8, 2026	-4.27% Feb 25, 2015 - Apr 8, 2015
#11	-11.29% Jun 15, 2026 - Aug 17, 2026	-4.19% Nov 12, 2025 - Dec 10, 2025
#12	-10.88% Nov 12, 2021 - Jan 12, 2022	-3.99% Jan 8, 2021 - Feb 12, 2021
#13	-10.29% Jan 14, 2022 - Feb 16, 2022	-3.80% Sep 16, 2025 - Oct 27, 2025
#14	-10.17% Jan 12, 2021 - Feb 24, 2021	-3.68% Jul 23, 2025 - Aug 12, 2025
#15	-9.01% Feb 17, 2011 - May 10, 2011	-3.63% Feb 16, 2021 - Mar 16, 2021

Correlation

Correlation between FXZ and JPIN is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2007 - 2026)

FXZ vs JPIN dividend yield comparison.

Year	FXZ	JPIN
2026	0.47%	1.42%
2025	1.74%	4.50%
2024	1.81%	4.20%
2023	1.97%	6.22%
2022	1.56%	3.06%
2021	1.11%	5.03%
2020	1.51%	2.45%
2019	1.58%	3.30%
2018	1.38%	2.72%
2017	1.01%	2.12%
2016	1.19%	1.67%
2015	1.26%	2.18%
2014	1.73%	0.30%
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%