TOTR vs FAD

Comparison between T. ROWE PRICE TOTAL RETURN ETF (TOTR, ETF) and FIRST TRUST MULTI CAP GROWTH ALPHADEX FUND (FAD, ETF).

5-Year PerformanceFAD has outperformed TOTR, delivering a return of +10.0% compared to -0.3%

TOTR vs FAD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TOTR(ETF)	FAD(ETF)
Net Assets	$579M	$580M
Expense Ratio	0.31%	0.63%
Max Drawdown	24.59%	54.47%
Sharpe Ratio	0.01	1.04
5Y Beta	0.04	1.12
P/E Ratio	N/A	45.09
Forward P/E	N/A	20.54
5Y Dividends CAGR	N/A	4.94%
5Y EPS CAGR	N/A	16.10%
Debt to Equity	N/A	160.54%
P/S Ratio	N/A	3.11
P/B Ratio	N/A	4.76

Net Assets

TOTR

$579M

Winner

FAD

$580M

Expense Ratio

Winner

TOTR

0.31%

FAD

0.63%

Max Drawdown

Winner

TOTR

24.59%

FAD

54.47%

Sharpe Ratio

TOTR

0.01

Winner

FAD

1.04

5Y Beta

Winner

TOTR

0.04

FAD

1.12

P/E Ratio

TOTR

N/A

FAD

45.09

Forward P/E

TOTR

N/A

FAD

20.54

5Y Dividends CAGR

TOTR

N/A

FAD

4.94%

5Y EPS CAGR

TOTR

N/A

FAD

16.10%

Debt to Equity

TOTR

N/A

FAD

160.54%

P/S Ratio

TOTR

N/A

FAD

3.11

P/B Ratio

TOTR

N/A

FAD

4.76

TOTR vs FAD - Holdings Comparison

TOTR and FAD have 1 common holdings. Overlap is -4.30%

TOTR's top 25 holdings weight is 37.02%. FAD's top 25 holdings weight is 10.86%.

Rank	TOTR	FAD
#1	n/a (n/a) - 4.44%	INTERACTIVE BROKERS GROUP INC CLASS A (IBKR) - 0.53%
#2	n/a (n/a) - 4.27%	MORGAN STANLEY (MS) - 0.51%
#3	UNITED STATES TREASURY BONDS 4.625% (n/a) - 2.55%	FORTINET INC (FTNT) - 0.50%
#4	UNITED STATES TREASURY NOTES 4.125% (n/a) - 2.43%	TALEN ENERGY CORP ORDINARY SHARES NEW (TLN) - 0.49%
#5	UNITED STATES TREASURY BONDS 4.125% (n/a) - 2.27%	EBAY INC (EBAY) - 0.48%
#6	UNITED STATES TREASURY BONDS 4.25% (n/a) - 1.93%	INCYTE CORP (INCY) - 0.48%
#7	n/a (n/a) - 1.85%	DATADOG INC CLASS A (DDOG) - 0.48%
#8	FEDERAL NATIONAL MORTGAGE ASSOCIATION 2% (n/a) - 1.68%	ANALOG DEVICES INC (ADI) - 0.46%
#9	n/a (n/a) - 1.66%	n/a (DELL) - 0.45%
#10	UNITED STATES TREASURY BONDS 4.75% (n/a) - 1.56%	CUMMINS INC (CMI) - 0.44%
#11	n/a (n/a) - 1.41%	CARPENTER TECHNOLOGY CORP (CRS) - 0.44%
#12	UNITED STATES TREASURY NOTES 4.375% (n/a) - 1.40%	UNITED RENTALS INC (URI) - 0.44%
#13	T ROWE PRICE RESV INVT FDS (n/a) - 1.39%	CINCINNATI FINANCIAL CORP (CINF) - 0.44%
#14	UNITED STATES TREASURY NOTES 3.75% (n/a) - 1.18%	EMCOR GROUP INC (EME) - 0.44%
#15	UNITED STATES TREASURY NOTES 4.5% (n/a) - 0.96%	WOODWARD INC (WWD) - 0.44%
#16	FEDERAL HOME LOAN MORTGAGE CORP. 5% (n/a) - 0.88%	KEYSIGHT TECHNOLOGIES INC (KEYS) - 0.43%
#17	FEDERAL HOME LOAN MORTGAGE CORP. 2.5% (n/a) - 0.84%	THE GOLDMAN SACHS GROUP INC (GS) - 0.43%
#18	FEDERAL HOME LOAN MORTGAGE CORP. 6% (n/a) - 0.79%	ADVANCED MICRO DEVICES INC (AMD) - 0.43%
#19	n/a (n/a) - 0.60%	VERTIV HOLDINGS CO CLASS A (VRT) - 0.43%
#20	UNITED STATES TREASURY NOTES 4.25% (n/a) - 0.59%	QUANTA SERVICES INC (PWR) - 0.42%
#21	FEDERAL HOME LOAN MORTGAGE CORP. 5.5% (n/a) - 0.56%	RBC BEARINGS INC (RBC) - 0.35%
#22	FEDERAL NATIONAL MORTGAGE ASSOCIATION 4% (n/a) - 0.48%	ASTERA LABS INC (ALAB) - 0.34%
#23	UNITED STATES TREASURY NOTES 4.875% (n/a) - 0.44%	GE VERNOVA INC (GEV) - 0.34%
#24	FEDERAL HOME LOAN MORTGAGE CORP. 2% (n/a) - 0.44%	EVERPURE INC CLASS A (P) - 0.34%
#25	n/a (n/a) - 0.42%	SANDISK CORP ORDINARY SHARES (SNDK) - 0.33%
Total Holdings	797	638

TOTR vs FAD - Historical Returns

Returns include dividend reinvestment.

Period	TOTR	FAD
1 month	-0.46%	-5.14%
3 months	-0.63%	+6.54%
6 months	-0.19%	+10.02%
1 year	+3.53%	+26.13%
5 years(CAGR)	-0.32%	+10.04%
10 years(CAGR)	N/A	+13.97%
Max(CAGR)	-0.32%	+10.48%

Winner

TOTR

-0.46%

FAD

-5.14%

TOTR

-0.63%

Winner

FAD

+6.54%

TOTR

-0.19%

Winner

FAD

+10.02%

TOTR

+3.53%

Winner

FAD

+26.13%

5Y(CAGR)

TOTR

-0.32%

Winner

FAD

+10.04%

10Y(CAGR)

TOTR

N/A

FAD

+13.97%

Max(CAGR)

TOTR

-0.32%

Winner

FAD

+10.48%

TOTR vs FAD - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	TOTR	FAD
2026	+0.02%	+14.22%
2025	+7.38%	+16.74%
2024	+2.87%	+25.55%
2023	+5.73%	+20.72%
2022	-15.34%	-23.32%
2021	+0.14%	+22.92%
2020	N/A	+34.73%
2019	N/A	+27.81%
2018	N/A	-6.71%
2017	N/A	+24.65%
2016	N/A	+8.80%
2015	N/A	+2.91%
2014	N/A	+9.46%
2013	N/A	+35.86%
2012	N/A	+9.99%
2011	N/A	-1.93%
2010	N/A	+24.37%
2009	N/A	+30.88%
2008	N/A	-38.05%
2007	N/A	+1.78%

TOTR vs FAD Drawdown Comparison

The maximum drawdown for TOTR was -19.62%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The maximum drawdown for FAD was -54.33%, occurring on Mar 6, 2009. Recovery took 841 trading sessions.

The current TOTR drawdown is -2.26%. The current FAD drawdown is -6.35%.

Rank	TOTR	FAD
#1	-19.62% Nov 9, 2021 - Oct 24, 2022	-54.33% Oct 10, 2007 - Feb 10, 2011
#2	-0.88% Oct 1, 2021 - Nov 5, 2021	-37.25% Feb 19, 2020 - Jul 30, 2020
#3	-0.22% Nov 5, 2021 - Nov 9, 2021	-31.99% Nov 16, 2021 - Jul 16, 2024
#4	N/A	-27.00% Sep 14, 2018 - Dec 20, 2019
#5	N/A	-24.87% Jul 7, 2011 - Jan 4, 2013
#6	N/A	-23.55% Dec 4, 2024 - Jul 23, 2025
#7	N/A	-16.92% Jul 16, 2015 - Jul 11, 2016
#8	N/A	-12.36% Feb 12, 2021 - Jun 24, 2021
#9	N/A	-11.08% Jul 3, 2014 - Nov 11, 2014
#10	N/A	-10.95% Jul 19, 2007 - Oct 10, 2007
#11	N/A	-10.66% Jan 22, 2026 - Apr 14, 2026
#12	N/A	-9.36% Oct 27, 2025 - Dec 11, 2025
#13	N/A	-9.33% Jan 26, 2018 - Mar 9, 2018
#14	N/A	-9.04% Apr 29, 2011 - Jul 7, 2011
#15	N/A	-9.01% Jul 16, 2024 - Aug 30, 2024

Correlation

Correlation between TOTR and FAD is 0.76 which considered as a strong positive correlation - the stocks tend to move together.

0.76

-101

Dividend Comparison (2007 - 2026)

TOTR vs FAD dividend yield comparison.

Year	TOTR	FAD
2026	2.60%	0.05%
2025	5.14%	0.09%
2024	5.32%	0.59%
2023	4.71%	0.51%
2022	3.45%	0.60%
2021	0.56%	0.09%
2020	0.00%	0.32%
2019	0.00%	0.48%
2018	0.00%	0.20%
2017	0.00%	0.22%
2016	0.00%	0.64%
2015	0.00%	0.41%
2014	0.00%	0.44%
2013	0.00%	0.31%
2012	0.00%	1.40%
2011	0.00%	0.31%
2010	0.00%	0.29%
2009	0.00%	0.15%
2008	0.00%	0.23%
2007	0.00%	0.11%