GLOV vs FEX
Comparison between GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF) and First Trust Large Cap Core AlphaDEX Fund (FEX, ETF).
GLOV vs FEX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
GLOV
$1.50B
FEX
$1.50B
Expense Ratio
Winner
GLOV
0.15%
FEX
0.57%
Max Drawdown
Winner
GLOV
18.80%
FEX
59.67%
Sharpe Ratio
GLOV
1.11
Winner
FEX
1.69
5Y Beta
Winner
GLOV
0.58
FEX
0.86
P/E Ratio
GLOV
24.28
Winner
FEX
20.73
Forward P/E
GLOV
19.09
Winner
FEX
16.62
PEG Ratio
GLOV
0.19
Winner
FEX
0.17
5Y Dividends CAGR
GLOV
N/A
FEX
10.45%
5Y EPS CAGR
Winner
GLOV
19.30%
FEX
15.16%
Debt to Equity
GLOV
327.53%
Winner
FEX
57.37%
P/S Ratio
Winner
GLOV
1.85
FEX
1.92
P/B Ratio
GLOV
4.40
Winner
FEX
2.92
GLOV vs FEX - Holdings Comparison
GLOV and FEX have 152 common holdings. Overlap is 23.92%
GLOV's top 25 holdings weight is 29.02%. FEX's top 25 holdings weight is 16.27%.
| Rank | GLOV | FEX |
|---|---|---|
| #1 | APPLE INC (AAPL) - 3.49% | MICRON TECHNOLOGY INC (MU) - 1.06% |
| #2 | NVIDIA CORP (NVDA) - 2.90% | SANDISK CORP ORDINARY SHARES (SNDK) - 1.00% |
| #3 | MICROSOFT CORP (MSFT) - 2.65% | BLOOM ENERGY CORP CLASS A (BE) - 0.89% |
| #4 | WALMART INC (WMT) - 1.68% | SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 0.86% |
| #5 | AMAZON.COM INC (AMZN) - 1.50% | ADVANCED MICRO DEVICES INC (AMD) - 0.79% |
| #6 | ALPHABET INC CLASS A (GOOGL) - 1.30% | WESTERN DIGITAL CORP (WDC) - 0.77% |
| #7 | ALPHABET INC CLASS C (GOOG) - 1.16% | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC (MTSI) - 0.74% |
| #8 | O'REILLY AUTOMOTIVE INC (ORLY) - 1.08% | n/a (DELL) - 0.74% |
| #9 | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08% | MARVELL TECHNOLOGY INC (MRVL) - 0.67% |
| #10 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02% | SUPER MICRO COMPUTER INC (SMCI) - 0.65% |
| #11 | META PLATFORMS INC CLASS A (META) - 0.91% | CIENA CORP (CIEN) - 0.62% |
| #12 | TJX COMPANIES INC (TJX) - 0.86% | MKS INC (MKSI) - 0.58% |
| #13 | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84% | n/a (ASTS) - 0.58% |
| #14 | AUTOZONE INC (AZO) - 0.81% | CORNING INC (GLW) - 0.57% |
| #15 | JPMORGAN CHASE & CO (JPM) - 0.80% | HUMANA INC (HUM) - 0.55% |
| #16 | AMPHENOL CORP CLASS A (APH) - 0.75% | QUANTA SERVICES INC (PWR) - 0.54% |
| #17 | MASTERCARD INC CLASS A (MA) - 0.73% | COMFORT SYSTEMS USA INC (FIX) - 0.54% |
| #18 | JOHNSON & JOHNSON (JNJ) - 0.72% | ROCKET LAB CORP (RKLB) - 0.53% |
| #19 | VISA INC CLASS A (V) - 0.71% | ELEVANCE HEALTH INC (ELV) - 0.53% |
| #20 | LOWE'S COMPANIES INC (LOW) - 0.70% | LUMENTUM HOLDINGS INC (LITE) - 0.52% |
| #21 | CISCO SYSTEMS INC (CSCO) - 0.70% | TERADYNE INC (TER) - 0.52% |
| #22 | CARDINAL HEALTH INC (CAH) - 0.67% | VERTIV HOLDINGS CO CLASS A (VRT) - 0.52% |
| #23 | W.W. GRAINGER INC (GWW) - 0.66% | COHERENT CORP (COHR) - 0.51% |
| #24 | GILEAD SCIENCES INC (GILD) - 0.65% | KEYSIGHT TECHNOLOGIES INC (KEYS) - 0.50% |
| #25 | GENERALI (n/a) - 0.65% | GE VERNOVA INC (GEV) - 0.49% |
| Total Holdings | 446 | 377 |
GLOV vs FEX - Historical Returns
Returns include dividend reinvestment.
1M
GLOV
+2.42%
Winner
FEX
+2.46%
3M
GLOV
+5.81%
Winner
FEX
+7.42%
6M
GLOV
+8.62%
Winner
FEX
+13.27%
1Y
GLOV
+17.40%
Winner
FEX
+27.61%
5Y(CAGR)
GLOV
N/A
FEX
+10.71%
10Y(CAGR)
GLOV
N/A
FEX
+12.87%
Max(CAGR)
Winner
GLOV
+11.69%
FEX
+9.56%
GLOV vs FEX - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | GLOV | FEX |
|---|---|---|
| 2026 | +2.79% | +11.85% |
| 2025 | +18.96% | +14.88% |
| 2024 | +15.96% | +17.28% |
| 2023 | +16.40% | +14.99% |
| 2022 | -6.17% | -11.35% |
| 2021 | N/A | +28.75% |
| 2020 | N/A | +13.71% |
| 2019 | N/A | +26.87% |
| 2018 | N/A | -10.52% |
| 2017 | N/A | +20.59% |
| 2016 | N/A | +15.75% |
| 2015 | N/A | -3.92% |
| 2014 | N/A | +13.46% |
| 2013 | N/A | +32.85% |
| 2012 | N/A | +13.91% |
| 2011 | N/A | -1.50% |
| 2010 | N/A | +18.94% |
| 2009 | N/A | +32.21% |
| 2008 | N/A | -37.71% |
| 2007 | N/A | -5.39% |
GLOV vs FEX Drawdown Comparison
The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
The maximum drawdown for FEX was -58.81%, occurring on Mar 6, 2009. Recovery took 908 trading sessions.
The current FEX drawdown is -2.24%.
| Rank | GLOV | FEX |
|---|---|---|
| #1 | -17.78% Mar 29, 2022 - Jul 13, 2023 | -58.81% Jul 13, 2007 - Feb 17, 2011 |
| #2 | -9.97% Feb 13, 2025 - May 2, 2025 | -39.51% Feb 19, 2020 - Oct 12, 2020 |
| #3 | -7.71% Jul 25, 2023 - Nov 22, 2023 | -21.98% Sep 20, 2018 - Jul 12, 2019 |
| #4 | -5.68% Dec 5, 2024 - Feb 11, 2025 | -21.97% Apr 29, 2011 - Mar 13, 2012 |
| #5 | -4.68% Jul 17, 2024 - Aug 15, 2024 | -21.27% Nov 16, 2021 - Dec 14, 2023 |
| #6 | -4.67% Mar 28, 2024 - Jun 12, 2024 | -19.58% Nov 29, 2024 - Jul 22, 2025 |
| #7 | -3.36% Oct 18, 2024 - Nov 7, 2024 | -18.22% May 21, 2015 - Jul 22, 2016 |
| #8 | -2.77% Nov 12, 2025 - Nov 26, 2025 | -12.31% Mar 26, 2012 - Sep 13, 2012 |
| #9 | -2.75% Nov 7, 2024 - Nov 29, 2024 | -9.96% Jan 26, 2018 - Aug 27, 2018 |
| #10 | -2.26% Jul 23, 2025 - Aug 12, 2025 | -9.11% Sep 5, 2014 - Nov 11, 2014 |
| #11 | -2.04% Aug 30, 2024 - Sep 13, 2024 | -7.50% Jul 24, 2019 - Nov 7, 2019 |
| #12 | -1.92% Oct 6, 2025 - Oct 27, 2025 | -6.89% Sep 14, 2012 - Dec 18, 2012 |
| #13 | -1.80% Jan 12, 2026 - Jan 26, 2026 | -6.59% Jul 16, 2024 - Aug 23, 2024 |
| #14 | -1.72% Jul 3, 2025 - Jul 23, 2025 | -6.23% Feb 20, 2026 - Apr 13, 2026 |
| #15 | -1.71% Oct 27, 2025 - Nov 11, 2025 | -6.19% Dec 31, 2013 - Feb 20, 2014 |
Correlation
Correlation between GLOV and FEX is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2007 - 2026)
GLOV vs FEX dividend yield comparison.
| Year | GLOV | FEX |
|---|---|---|
| 2026 | 0.00% | 0.22% |
| 2025 | 1.74% | 1.10% |
| 2024 | 1.75% | 1.18% |
| 2023 | 2.06% | 1.38% |
| 2022 | 1.73% | 1.61% |
| 2021 | 0.00% | 0.80% |
| 2020 | 0.00% | 1.21% |
| 2019 | 0.00% | 1.32% |
| 2018 | 0.00% | 1.34% |
| 2017 | 0.00% | 1.07% |
| 2016 | 0.00% | 1.29% |
| 2015 | 0.00% | 1.33% |
| 2014 | 0.00% | 1.30% |
| 2013 | 0.00% | 1.02% |
| 2012 | 0.00% | 2.36% |
| 2011 | 0.00% | 1.09% |
| 2010 | 0.00% | 0.89% |
| 2009 | 0.00% | 0.89% |
| 2008 | 0.00% | 1.70% |
| 2007 | 0.00% | 0.58% |
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