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MXE vs DVOL

Comparison between Mexico Equity And Income Fund Inc (MXE, ETF) and FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF).

5-Year PerformanceDVOL has outperformed MXE, delivering a return of +7.2% compared to +3.1%

MXE vs DVOL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
MXE
$71M
DVOL
$71M
Expense Ratio
MXE
N/A
DVOL
0.60%
Max Drawdown
MXE
93.12%
Winner
DVOL
38.26%
Sharpe Ratio
Winner
MXE
1.01
DVOL
0.55
5Y Beta
Winner
MXE
0.52
DVOL
0.58
P/E Ratio
MXE
N/A
DVOL
23.42
Forward P/E
MXE
N/A
DVOL
20.05
PEG Ratio
MXE
N/A
DVOL
0.50
5Y Dividends CAGR
Winner
MXE
34.66%
DVOL
19.35%
5Y EPS CAGR
MXE
N/A
DVOL
12.99%
Debt to Equity
MXE
N/A
DVOL
46.12%
P/S Ratio
MXE
N/A
DVOL
2.41
P/B Ratio
MXE
N/A
DVOL
3.51

MXE vs DVOL - Historical Returns

Returns include dividend reinvestment.

1M
MXE
-4.04%
Winner
DVOL
+3.28%
3M
MXE
-5.05%
Winner
DVOL
+3.20%
6M
MXE
-1.89%
Winner
DVOL
+4.79%
1Y
Winner
MXE
+25.45%
DVOL
+10.11%
5Y(CAGR)
MXE
+3.12%
Winner
DVOL
+7.23%
10Y(CAGR)
MXE
+2.70%
DVOL
N/A
Max(CAGR)
MXE
+8.76%
Winner
DVOL
+9.42%

MXE vs DVOL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearMXEDVOL
2026+4.00%+6.69%
2025+54.22%+4.42%
2024-26.01%+25.34%
2023+30.53%+5.82%
2022-1.90%-14.19%
2021-9.07%+31.72%
2020-18.08%+12.13%
2019+13.88%+27.22%
2018-2.88%-9.89%
2017+12.33%N/A
2016-12.33%N/A
2015-8.41%N/A
2014-2.60%N/A
2013+14.89%N/A
2012+42.27%N/A
2011-13.48%N/A
2010+45.00%N/A
2009+15.91%N/A
2008-46.64%N/A
2007+19.96%N/A
2006+58.18%N/A
2005-2.40%N/A
2004+64.98%N/A
2003+35.38%N/A
2002-18.94%N/A
2001+19.72%N/A
2000-5.78%N/A
1999+34.27%N/A

MXE vs DVOL Drawdown Comparison

The maximum drawdown for MXE was -81.73%, occurring on Mar 9, 2009. Recovery took 1741 trading sessions.

The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

The current MXE drawdown is -8.52%. The current DVOL drawdown is -0.54%.

RankMXEDVOL
#1-81.73%
Jul 24, 2007 - Jun 23, 2014
-38.26%
Feb 18, 2020 - Dec 16, 2020
#2-59.01%
Sep 5, 2014 - Jan 26, 2026
-24.65%
Dec 31, 2021 - Jul 12, 2024
#3-41.00%
Mar 9, 2000 - Jan 21, 2004
-13.88%
Sep 14, 2018 - Mar 5, 2019
#4-25.98%
Dec 15, 2005 - Sep 15, 2006
-11.65%
Nov 29, 2024 - Jan 15, 2026
#5-25.07%
Mar 8, 2005 - Sep 6, 2005
-9.82%
Feb 9, 2026 - Jul 7, 2026
#6-23.19%
Apr 13, 2004 - Nov 4, 2004
-8.06%
Sep 3, 2021 - Oct 29, 2021
#7-18.50%
Feb 26, 2007 - Mar 26, 2007
-7.86%
Jan 8, 2021 - Apr 5, 2021
#8-14.14%
Feb 20, 2026 - Mar 20, 2026
-5.41%
Sep 26, 2019 - Jan 16, 2020
#9-13.07%
May 1, 2007 - Jun 20, 2007
-4.44%
Jul 31, 2024 - Aug 15, 2024
#10-10.54%
Jan 3, 2005 - Feb 4, 2005
-4.34%
May 7, 2021 - Jun 29, 2021
#11-10.48%
Dec 27, 2006 - Feb 5, 2007
-3.89%
May 20, 2019 - Jun 6, 2019
#12-8.59%
Oct 3, 2005 - Nov 14, 2005
-3.56%
Nov 16, 2021 - Dec 7, 2021
#13-7.79%
Apr 10, 2007 - Apr 25, 2007
-3.32%
Sep 4, 2019 - Sep 26, 2019
#14-6.54%
Oct 26, 2006 - Nov 20, 2006
-3.14%
Aug 30, 2024 - Sep 16, 2024
#15-6.40%
Dec 1, 2004 - Dec 23, 2004
-2.58%
Jul 10, 2019 - Aug 8, 2019

Correlation

Correlation between MXE and DVOL is 0.46 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.46
-101

Dividend Comparison (1999 - 2026)

MXE vs DVOL dividend yield comparison.

YearMXEDVOL
20260.00%0.34%
20251.89%0.86%
20243.71%0.67%
20232.69%1.28%
20220.00%1.37%
20210.00%0.47%
20200.00%0.60%
20191.04%1.79%
20180.01%0.39%
20170.47%0.00%
20155.20%0.00%
201412.83%0.00%
201314.29%0.00%
20121.33%0.00%
20100.20%0.00%
2008108.23%0.00%
200730.17%0.00%
200611.91%0.00%
20050.94%0.00%
20030.19%0.00%
20007.87%0.00%
19991.34%0.00%

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