THYF vs FXU

Comparison between T. ROWE PRICE U.S. HIGH YIELD ETF (THYF, ETF) and FIRST TRUST UTILITIES ALPHADEX FUND (FXU, ETF).

THYF vs FXU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	THYF(ETF)	FXU(ETF)
Net Assets	$816M	$821M
Expense Ratio	0.50%	0.61%
Max Drawdown	9.22%	51.52%
Sharpe Ratio	0.89	1.03
5Y Beta	0.20	0.33
P/E Ratio	N/A	16.51
Forward P/E	N/A	15.55
PEG Ratio	N/A	0.15
5Y Dividends CAGR	N/A	1.07%
5Y EPS CAGR	N/A	15.89%
Debt to Equity	N/A	119.14%
P/S Ratio	N/A	2.17
P/B Ratio	N/A	1.99

Net Assets

THYF

$816M

Winner

FXU

$821M

Expense Ratio

Winner

THYF

0.50%

FXU

0.61%

Max Drawdown

Winner

THYF

9.22%

FXU

51.52%

Sharpe Ratio

THYF

0.89

Winner

FXU

1.03

5Y Beta

Winner

THYF

0.20

FXU

0.33

P/E Ratio

THYF

N/A

FXU

16.51

Forward P/E

THYF

N/A

FXU

15.55

PEG Ratio

THYF

N/A

FXU

0.15

5Y Dividends CAGR

THYF

N/A

FXU

1.07%

5Y EPS CAGR

THYF

N/A

FXU

15.89%

Debt to Equity

THYF

N/A

FXU

119.14%

P/S Ratio

THYF

N/A

FXU

2.17

P/B Ratio

THYF

N/A

FXU

1.99

THYF vs FXU - Historical Returns

Returns include dividend reinvestment.

Period	THYF	FXU
1 month	+0.75%	+0.50%
3 months	+2.78%	-2.57%
6 months	+2.33%	+8.80%
1 year	+6.99%	+16.56%
5 years(CAGR)	N/A	+11.70%
10 years(CAGR)	N/A	+9.41%
Max(CAGR)	+8.56%	+7.78%

Winner

THYF

+0.75%

FXU

+0.50%

Winner

THYF

+2.78%

FXU

-2.57%

THYF

+2.33%

Winner

FXU

+8.80%

THYF

+6.99%

Winner

FXU

+16.56%

5Y(CAGR)

THYF

N/A

FXU

+11.70%

10Y(CAGR)

THYF

N/A

FXU

+9.41%

Max(CAGR)

Winner

THYF

+8.56%

FXU

+7.78%

THYF vs FXU - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	THYF	FXU
2026	+1.90%	+7.00%
2025	+7.53%	+20.86%
2024	+9.22%	+20.85%
2023	+11.09%	-1.69%
2022	+1.52%	+4.44%
2021	N/A	+20.51%
2020	N/A	+2.38%
2019	N/A	+12.50%
2018	N/A	+5.68%
2017	N/A	+0.04%
2016	N/A	+23.04%
2015	N/A	-6.87%
2014	N/A	+27.25%
2013	N/A	+15.85%
2012	N/A	+3.99%
2011	N/A	+9.23%
2010	N/A	+9.33%
2009	N/A	+19.04%
2008	N/A	-27.90%
2007	N/A	-3.71%

THYF vs FXU Drawdown Comparison

The maximum drawdown for THYF was -5.24%, occurring on Mar 20, 2023. Recovery took 110 trading sessions.

The maximum drawdown for FXU was -49.02%, occurring on Mar 9, 2009. Recovery took 1000 trading sessions.

The current FXU drawdown is -5.57%.

Rank	THYF	FXU
#1	-5.24% Feb 2, 2023 - Jul 13, 2023	-49.02% May 22, 2007 - May 10, 2011
#2	-5.07% Feb 28, 2025 - May 30, 2025	-34.81% Feb 18, 2020 - Apr 14, 2021
#3	-4.20% Sep 1, 2023 - Nov 22, 2023	-21.88% Sep 12, 2022 - May 9, 2024
#4	-3.58% Dec 13, 2022 - Jan 6, 2023	-17.01% Jul 7, 2011 - Jul 18, 2012
#5	-2.80% Feb 19, 2026 - Apr 14, 2026	-14.69% Jun 16, 2017 - Aug 9, 2018
#6	-2.58% Oct 28, 2022 - Nov 11, 2022	-14.65% Dec 29, 2014 - Mar 7, 2016
#7	-1.47% Mar 27, 2024 - May 3, 2024	-14.50% Apr 20, 2022 - Aug 12, 2022
#8	-1.40% Jul 31, 2023 - Aug 31, 2023	-10.22% Oct 18, 2012 - Mar 15, 2013
#9	-1.38% Sep 22, 2025 - Oct 27, 2025	-9.25% Dec 3, 2018 - Mar 13, 2019
#10	-1.32% Dec 27, 2023 - Jan 25, 2024	-9.03% Nov 26, 2024 - Mar 17, 2025
#11	-1.25% Nov 23, 2022 - Nov 30, 2022	-9.00% Jul 25, 2016 - Feb 17, 2017
#12	-1.23% Jan 13, 2023 - Feb 1, 2023	-8.63% Apr 9, 2026 - Jun 1, 2026
#13	-1.06% Jan 7, 2025 - Jan 21, 2025	-8.57% Apr 2, 2025 - May 2, 2025
#14	-1.01% Dec 2, 2022 - Dec 13, 2022	-7.91% Sep 2, 2021 - Dec 15, 2021
#15	-1.01% Oct 27, 2025 - Nov 28, 2025	-7.88% Jun 30, 2014 - Oct 28, 2014

Correlation

Correlation between THYF and FXU is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2007 - 2026)

THYF vs FXU dividend yield comparison.

Year	THYF	FXU
2026	2.78%	0.47%
2025	7.17%	2.29%
2024	7.30%	2.41%
2023	8.02%	2.52%
2022	1.50%	2.03%
2021	0.00%	2.00%
2020	0.00%	3.97%
2019	0.00%	2.34%
2018	0.00%	2.40%
2017	0.00%	3.81%
2016	0.00%	2.62%
2015	0.00%	3.90%
2014	0.00%	2.14%
2013	0.00%	4.14%
2012	0.00%	3.09%
2011	0.00%	1.83%
2010	0.00%	2.68%
2009	0.00%	2.84%
2008	0.00%	0.99%
2007	0.00%	4.36%