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FXZ vs NCV

Comparison between FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF) and Virtus Convertible & Income Fund (NCV, ETF).

5-Year PerformanceFXZ has outperformed NCV, delivering a return of +9.6% compared to +5.1%

FXZ vs NCV - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
FXZ
$443M
NCV
$439M
Expense Ratio
FXZ
0.64%
NCV
N/A
Max Drawdown
Winner
FXZ
65.99%
NCV
84.83%
Sharpe Ratio
FXZ
1.72
Winner
NCV
2.07
5Y Beta
FXZ
0.99
Winner
NCV
0.74
P/E Ratio
FXZ
48.53
NCV
N/A
Forward P/E
FXZ
18.01
NCV
N/A
PEG Ratio
FXZ
0.73
NCV
N/A
5Y Dividends CAGR
Winner
FXZ
9.90%
NCV
-4.36%
5Y EPS CAGR
FXZ
12.18%
NCV
N/A
Debt to Equity
FXZ
32.42%
NCV
N/A
P/S Ratio
FXZ
1.58
NCV
N/A
P/B Ratio
FXZ
2.58
NCV
N/A

FXZ vs NCV - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FXZ
+6.46%
NCV
+2.88%
3M
FXZ
+11.61%
Winner
NCV
+14.60%
6M
Winner
FXZ
+30.16%
NCV
+22.61%
1Y
Winner
FXZ
+50.22%
NCV
+40.72%
5Y(CAGR)
Winner
FXZ
+9.62%
NCV
+5.10%
10Y(CAGR)
Winner
FXZ
+11.71%
NCV
+8.59%
Max(CAGR)
Winner
FXZ
+9.38%
NCV
+6.62%

FXZ vs NCV - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

YearFXZNCV
2026+25.81%+18.44%
2025+17.64%+22.91%
2024-16.23%+16.54%
2023+16.19%+13.01%
2022-0.61%-33.85%
2021+32.14%+11.44%
2020+23.28%+12.09%
2019+21.08%+20.19%
2018-24.45%-16.72%
2017+22.38%+23.13%
2016+30.33%+28.60%
2015-9.94%-32.82%
2014-0.28%+8.50%
2013+23.25%+21.81%
2012+22.00%+9.97%
2011-11.56%-7.46%
2010+24.41%+25.26%
2009+53.09%+112.18%
2008-43.60%-58.08%
2007+10.42%-16.53%
2006N/A+21.89%
2005N/A+0.06%
2004N/A+14.67%
2003N/A+18.55%

FXZ vs NCV Drawdown Comparison

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

The maximum drawdown for NCV was -78.88%, occurring on Nov 21, 2008. Recovery took 917 trading sessions.

The current FXZ drawdown is -1.86%. The current NCV drawdown is -1.05%.

RankFXZNCV
#1-65.46%
May 16, 2008 - Dec 10, 2010
-78.88%
Jun 5, 2007 - Jan 24, 2011
#2-49.41%
Jan 26, 2018 - Nov 16, 2020
-56.13%
Feb 13, 2020 - Dec 7, 2020
#3-33.99%
Apr 9, 2024 - Jan 9, 2026
-47.95%
Jul 3, 2014 - Oct 6, 2017
#4-32.59%
May 10, 2011 - Dec 18, 2012
-44.60%
Nov 5, 2021 - Nov 10, 2025
#5-31.20%
Apr 20, 2022 - Apr 3, 2024
-30.39%
Sep 14, 2018 - Feb 10, 2020
#6-26.86%
Jul 3, 2014 - Jul 11, 2016
-27.22%
Apr 4, 2011 - Sep 12, 2012
#7-18.78%
Jul 19, 2007 - Oct 5, 2007
-15.11%
Feb 10, 2004 - Sep 7, 2004
#8-18.28%
Oct 29, 2007 - Apr 17, 2008
-12.69%
Dec 30, 2004 - Jul 28, 2005
#9-14.68%
Jun 1, 2021 - Nov 11, 2021
-11.98%
Oct 8, 2012 - Jan 23, 2013
#10-12.75%
Feb 11, 2026 - Apr 8, 2026
-11.39%
Feb 11, 2026 - Apr 9, 2026
#11-10.88%
Nov 12, 2021 - Jan 12, 2022
-11.17%
May 21, 2013 - Oct 17, 2013
#12-10.29%
Jan 14, 2022 - Feb 16, 2022
-8.21%
Feb 10, 2021 - Jun 1, 2021
#13-10.17%
Jan 12, 2021 - Feb 24, 2021
-8.02%
Jul 11, 2003 - Oct 3, 2003
#14-9.01%
Feb 17, 2011 - May 10, 2011
-7.53%
Jul 7, 2021 - Aug 31, 2021
#15-8.32%
Mar 14, 2013 - May 8, 2013
-7.40%
Sep 8, 2005 - Jan 6, 2006

Correlation

Correlation between FXZ and NCV is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82
-101

Dividend Comparison (2003 - 2026)

FXZ vs NCV dividend yield comparison.

YearFXZNCV
20260.29%4.74%
20251.74%10.77%
20241.81%11.76%
20231.97%12.86%
20221.56%15.00%
20211.11%8.75%
20201.51%9.41%
20191.58%11.61%
20181.38%15.03%
20171.01%11.10%
20161.19%12.23%
20151.26%17.69%
20141.73%11.46%
20130.90%11.12%
20122.81%12.43%
20110.36%13.34%
20101.61%12.23%
20091.32%10.68%
20081.88%26.94%
20070.34%12.30%
20060.00%10.49%
20050.00%14.76%
20040.00%13.92%
20030.00%6.70%

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