Find A Portfolio/Ticker
Comparison Box
FXZ: First Trust Materials AlphaDEX® Fund (ETF)
Basic Info 67.66 0.38(0.56%) April 26
Asset Class: | Natural Resources |
MyPlanIQ Rating: | (89%) |
Start Date: | 05/10/2007 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 2.02% |
Expenses | 0.62% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 05/10/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | -1.6 | 12.9 | 7.1 | 13.8 | 9.2 | 13.5 | 9.1 | 16.3 | -0.9 | 30.8 | 22.5 | 21.5 | -22.6 | 23.7 | 29.1 | -9.9 | -1.0 | 26.9 | 25.2 | -10.4 | 28.2 | 59.5 | -44.4 | 10.4 |
Sharpe Ratio | NA | -0.49 | 0.48 | 0.2 | 0.42 | 0.34 | NA | 0.3 | 0.57 | -0.07 | 1.33 | 0.49 | 1.06 | -1.2 | 1.98 | 1.62 | -0.53 | -0.07 | 1.76 | 1.28 | -0.31 | 1.13 | 1.41 | -0.91 | 0.52 |
Draw Down(%) | NA | 7.8 | 13.3 | 31.2 | 43.3 | 49.4 | NA | 65.5 | 19.6 | 31.2 | 14.7 | 43.0 | 14.1 | 31.3 | 4.4 | 12.3 | 20.8 | 15.6 | 8.3 | 15.4 | 32.6 | 20.5 | 35.3 | 63.9 | 18.8 |
Standard Deviation(%) | NA | 17.7 | 18.9 | 24.7 | 29.3 | 24.0 | NA | 27.6 | 21.2 | 30.8 | 23.1 | 44.9 | 19.0 | 19.9 | 11.7 | 17.8 | 18.5 | 14.9 | 15.3 | 19.8 | 33.1 | 25.0 | 42.1 | 49.8 | 26.8 |
Treynor Ratio | NA | -0.09 | 0.1 | 0.06 | 0.14 | 0.11 | NA | 0.11 | 0.14 | -0.03 | 0.34 | 0.24 | 0.19 | -0.3 | 0.52 | 0.58 | -0.18 | -0.02 | 0.34 | 0.34 | -0.11 | 0.29 | 0.63 | -0.85 | 0.34 |
Alpha | NA | -0.07 | 0.03 | 0.01 | 0.03 | 0.03 | NA | 0.03 | 0.07 | -0.02 | 0.01 | 0.08 | 0.02 | -0.04 | 0.07 | 0.05 | 0.02 | 0.03 | 0.05 | 0.08 | -0.01 | 0.03 | 0.04 | -0.09 | 0.01 |
Beta | NA | 0.91 | 0.88 | 0.84 | 0.88 | 0.76 | NA | 0.72 | 0.88 | 0.8 | 0.89 | 0.92 | 1.06 | 0.81 | 0.44 | 0.5 | 0.56 | 0.57 | 0.78 | 0.75 | 0.91 | 0.98 | 0.94 | 0.53 | 0.41 |
RSquared | NA | 0.53 | 0.6 | 0.65 | 0.61 | 0.57 | NA | 0.58 | 0.62 | 0.64 | 0.74 | 0.57 | 0.62 | 0.61 | 0.33 | 0.54 | 0.61 | 0.58 | 0.68 | 0.68 | 0.86 | 0.85 | 0.75 | 0.48 | 0.15 |
Yield(%) | N/A | 0.3 | 2.1 | 1.8 | 2.3 | 2.1 | 4.5 | N/A | 2.2 | 1.5 | 1.4 | 1.8 | 1.9 | 1.0 | 1.2 | 1.5 | 1.1 | 1.7 | 1.1 | 3.3 | 0.3 | 2.0 | 2.0 | 1.0 | 0.4 |
Dividend Growth(%) | N/A | -86.0 | 17.1 | 61.1 | 100.9 | N/A | N/A | N/A | 43.2 | 37.7 | -4.2 | 14.3 | 40.0 | 0.0 | 7.1 | 20.0 | -36.4 | 89.7 | -59.7 | 800.0 | -78.9 | 52.0 | 13.6 | 214.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/10/2007
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Natural Resources Asset Class Trend Rankings |
Top Rated Funds in Natural Resources
Best Mutual Funds
- FSCHX (CHEMICALS PORTFOLIO CHEMICALS PORTFOLIO) 0.55% (75%)
- FSDPX (MATERIALS PORTFOLIO MATERIALS PORTFOLIO) 1.07% (75%)
- FMFAX (MATERIALS PORTFOLIO FIDELITY ADVISOR MATERIALS FUND: CLASS A) 1.08% (68%)
- PNRZX (PGIM Jennison Natural Resources Fund - Class Z) 1.13% (65%)
- RYBIX (BASIC MATERIALS FUND INVESTOR CLASS) 0.87% (64%)
- DLDRX (DREYFUS NATURAL RESOURCES FUND DREYFUS NATURAL RESOURCES FUND - CLASS I) 0.77% (64%)
- FNRAX (FRANKLIN NATURAL RESOURCES FUND ADVISOR CLASS) 0.18% (63%)
- PRNEX (T. ROWE PRICE NEW ERA FUND INC. T. ROWE PRICE NEW ERA FUND INC.) 0.07% (63%)
- SEPIX (ENERGY & BASIC MATERIALS PORTFOLIO ENERGY & BASIC MATERIALS CLASS I) 0.20% (60%)
- VMIAX (VANGUARD MATERIALS INDEX FUND ADMIRAL SHARES) 0.68% (60%)
Best ETFs
- XLB (Materials Select Sector SPDR® Fund) 0.62% (95%)
- MOO (VanEck Agribusiness ETF) 0.25% (95%)
- CUT (Invesco MSCI Global Timber ETF) 0.37% (91%)
- FXZ (First Trust Materials AlphaDEX® Fund) 0.56% (89%)
- HAP (VanEck Natural Resources ETF) 0.19% (89%)
- IGE (iShares North American Natural Resources ETF) 0.20% (88%)
- IYM (iShares U.S. Basic Materials ETF) 0.48% (86%)
- MXI (iShares Global Materials ETF) 0.77% (85%)
- PYZ (Invesco DWA Basic Materials Momentum ETF) 0.90% (82%)
- RTM (Invesco S&P 500® Equal Weight Materials ETF) 0.90% (81%)
Best Closed End Funds
- GGN (GAMCO Global) 0.0% (99%)
- TTO (TTO) (27%)
- BCX (BlackRock Resources & Commodities Strategy Trust) 1.20% (25%)
- BCF (BlackRock Real Asset Trust) (14%)