FYX vs GLOV

Comparison between FIRST TRUST SMALL CAP CORE ALPHADEX FUND (FYX, ETF) and GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF).

FYX vs GLOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FYX(ETF)	GLOV(ETF)
Net Assets	$1.40B	$1.50B
Expense Ratio	0.58%	0.15%
Max Drawdown	62.06%	18.80%
Sharpe Ratio	1.85	1.11
5Y Beta	1.01	0.58
P/E Ratio	27.63	24.28
Forward P/E	13.52	19.09
PEG Ratio	N/A	0.19
5Y Dividends CAGR	11.99%	N/A
5Y EPS CAGR	5.60%	19.30%
Debt to Equity	99.12%	327.53%
P/S Ratio	1.14	1.85
P/B Ratio	1.62	4.40

Net Assets

FYX

$1.40B

Winner

GLOV

$1.50B

Expense Ratio

FYX

0.58%

Winner

GLOV

0.15%

Max Drawdown

FYX

62.06%

Winner

GLOV

18.80%

Sharpe Ratio

Winner

FYX

1.85

GLOV

1.11

5Y Beta

FYX

1.01

Winner

GLOV

0.58

P/E Ratio

FYX

27.63

Winner

GLOV

24.28

Forward P/E

Winner

FYX

13.52

GLOV

19.09

PEG Ratio

FYX

N/A

GLOV

0.19

5Y Dividends CAGR

FYX

11.99%

GLOV

N/A

5Y EPS CAGR

FYX

5.60%

Winner

GLOV

19.30%

Debt to Equity

Winner

FYX

99.12%

GLOV

327.53%

P/S Ratio

Winner

FYX

1.14

GLOV

1.85

P/B Ratio

Winner

FYX

1.62

GLOV

4.40

FYX vs GLOV - Holdings Comparison

FYX and GLOV have 1 common holdings. Overlap is 0.00%

FYX's top 25 holdings weight is 9.22%. GLOV's top 25 holdings weight is 29.02%.

Rank	FYX	GLOV
#1	n/a (SEI) - 0.48%	APPLE INC (AAPL) - 3.49%
#2	PBF ENERGY INC CLASS A (PBF) - 0.45%	NVIDIA CORP (NVDA) - 2.90%
#3	PAR PACIFIC HOLDINGS INC (PARR) - 0.44%	MICROSOFT CORP (MSFT) - 2.65%
#4	CBIZ INC (CBZ) - 0.42%	WALMART INC (WMT) - 1.68%
#5	CONMED CORP (CNMD) - 0.42%	AMAZON.COM INC (AMZN) - 1.50%
#6	DORIAN LPG LTD (LPG) - 0.40%	ALPHABET INC CLASS A (GOOGL) - 1.30%
#7	DAVE INC ORDINARY SHARES CLASS A (DAVE) - 0.38%	ALPHABET INC CLASS C (GOOG) - 1.16%
#8	INTERNATIONAL SEAWAYS INC (INSW) - 0.37%	O'REILLY AUTOMOTIVE INC (ORLY) - 1.08%
#9	F&G ANNUITIES & LIFE INC (FG) - 0.37%	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08%
#10	KORN FERRY (KFY) - 0.37%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02%
#11	ACADIAN ASSET MANAGEMENT INC (AAMI) - 0.37%	META PLATFORMS INC CLASS A (META) - 0.91%
#12	TIDEWATER INC (TDW) - 0.36%	TJX COMPANIES INC (TJX) - 0.86%
#13	VIRTUS INVESTMENT PARTNERS INC (VRTS) - 0.36%	KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84%
#14	HARLEY-DAVIDSON INC (HOG) - 0.36%	AUTOZONE INC (AZO) - 0.81%
#15	CAL-MAINE FOODS INC (CALM) - 0.35%	JPMORGAN CHASE & CO (JPM) - 0.80%
#16	DELUXE CORP (DLX) - 0.35%	AMPHENOL CORP CLASS A (APH) - 0.75%
#17	ATAIBECKLEY INC (ATAI) - 0.35%	MASTERCARD INC CLASS A (MA) - 0.73%
#18	ARDENT HEALTH INC (ARDT) - 0.34%	JOHNSON & JOHNSON (JNJ) - 0.72%
#19	n/a (DXC) - 0.34%	VISA INC CLASS A (V) - 0.71%
#20	G-III APPAREL GROUP LTD (GIII) - 0.34%	LOWE'S COMPANIES INC (LOW) - 0.70%
#21	BRISTOW GROUP INC ORDINARY SHARES (VTOL) - 0.34%	CISCO SYSTEMS INC (CSCO) - 0.70%
#22	KOHL'S CORP (KSS) - 0.32%	CARDINAL HEALTH INC (CAH) - 0.67%
#23	NCR VOYIX CORP (VYX) - 0.32%	W.W. GRAINGER INC (GWW) - 0.66%
#24	WINNEBAGO INDUSTRIES INC (WGO) - 0.31%	GILEAD SCIENCES INC (GILD) - 0.65%
#25	FIVE9 INC (FIVN) - 0.31%	GENERALI (n/a) - 0.65%
Total Holdings	486	446

FYX vs GLOV - Historical Returns

Returns include dividend reinvestment.

Period	FYX	GLOV
1 month	-0.59%	+2.42%
3 months	+7.91%	+5.81%
6 months	+18.24%	+8.62%
1 year	+42.24%	+17.40%
5 years(CAGR)	+10.92%	N/A
10 years(CAGR)	+12.42%	N/A
Max(CAGR)	+9.36%	+11.69%

FYX

-0.59%

Winner

GLOV

+2.42%

Winner

FYX

+7.91%

GLOV

+5.81%

Winner

FYX

+18.24%

GLOV

+8.62%

Winner

FYX

+42.24%

GLOV

+17.40%

5Y(CAGR)

FYX

+10.92%

GLOV

N/A

10Y(CAGR)

FYX

+12.42%

GLOV

N/A

Max(CAGR)

FYX

+9.36%

Winner

GLOV

+11.69%

FYX vs GLOV - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FYX	GLOV
2026	+25.14%	+2.79%
2025	+12.89%	+18.96%
2024	+12.88%	+15.96%
2023	+18.62%	+16.40%
2022	-19.12%	-6.17%
2021	+28.79%	N/A
2020	+19.53%	N/A
2019	+20.24%	N/A
2018	-11.31%	N/A
2017	+13.62%	N/A
2016	+26.06%	N/A
2015	-8.43%	N/A
2014	+2.64%	N/A
2013	+39.11%	N/A
2012	+14.16%	N/A
2011	-2.46%	N/A
2010	+24.45%	N/A
2009	+34.42%	N/A
2008	-33.33%	N/A
2007	-10.31%	N/A

FYX vs GLOV Drawdown Comparison

The maximum drawdown for FYX was -61.80%, occurring on Mar 9, 2009. Recovery took 874 trading sessions.

The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current FYX drawdown is -1.52%.

Rank	FYX	GLOV
#1	-61.80% Jul 17, 2007 - Jan 3, 2011	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-48.82% Aug 31, 2018 - Nov 16, 2020	-9.97% Feb 13, 2025 - May 2, 2025
#3	-27.91% Nov 25, 2024 - Sep 18, 2025	-7.71% Jul 25, 2023 - Nov 22, 2023
#4	-27.25% Nov 8, 2021 - Jul 16, 2024	-5.68% Dec 5, 2024 - Feb 11, 2025
#5	-26.98% Jul 7, 2011 - Feb 2, 2012	-4.68% Jul 17, 2024 - Aug 15, 2024
#6	-25.45% Jun 23, 2015 - Nov 14, 2016	-4.67% Mar 28, 2024 - Jun 12, 2024
#7	-14.30% Jul 3, 2014 - Feb 13, 2015	-3.36% Oct 18, 2024 - Nov 7, 2024
#8	-13.82% Mar 26, 2012 - Sep 13, 2012	-2.77% Nov 12, 2025 - Nov 26, 2025
#9	-11.05% Sep 14, 2012 - Jan 2, 2013	-2.75% Nov 7, 2024 - Nov 29, 2024
#10	-10.21% Jun 8, 2021 - Oct 25, 2021	-2.26% Jul 23, 2025 - Aug 12, 2025
#11	-9.39% Apr 29, 2011 - Jul 7, 2011	-2.04% Aug 30, 2024 - Sep 13, 2024
#12	-9.32% Jan 23, 2018 - May 16, 2018	-1.92% Oct 6, 2025 - Oct 27, 2025
#13	-9.27% Jul 26, 2024 - Sep 19, 2024	-1.80% Jan 12, 2026 - Jan 26, 2026
#14	-8.84% Mar 15, 2021 - Jun 8, 2021	-1.72% Jul 3, 2025 - Jul 23, 2025
#15	-8.23% Dec 26, 2013 - Mar 4, 2014	-1.71% Oct 27, 2025 - Nov 11, 2025

Correlation

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

0.92

-101

Dividend Comparison (2007 - 2026)

FYX vs GLOV dividend yield comparison.

Year	FYX	GLOV
2026	0.45%	0.00%
2025	0.64%	1.74%
2024	1.62%	1.75%
2023	1.22%	2.06%
2022	0.95%	1.73%
2021	0.99%	0.00%
2020	0.65%	0.00%
2019	1.12%	0.00%
2018	1.08%	0.00%
2017	0.60%	0.00%
2016	0.94%	0.00%
2015	0.88%	0.00%
2014	0.58%	0.00%
2013	0.35%	0.00%
2012	1.92%	0.00%
2011	0.20%	0.00%
2010	0.39%	0.00%
2009	0.28%	0.00%
2008	0.56%	0.00%
2007	0.15%	0.00%