Find A Portfolio/Ticker
Comparison Box
FYX: First Trust Small Cap Core AlphaDEX® Fund (ETF)
Basic Info 89.4 0.59(0.66%) April 26
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | (97%) |
Start Date: | 05/10/2007 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.23% |
Expenses | 0.60% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 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(%) | 2.2 | -2.2 | 18.1 | -0.2 | 8.4 | 7.4 | 12.3 | 7.5 | 18.3 | -18.4 | 27.4 | 19.5 | 21.3 | -10.6 | 14.0 | 23.1 | -9.1 | 1.3 | 43.2 | 15.4 | -0.4 | 27.3 | 36.8 | -34.6 | -10.3 |
Sharpe Ratio | NA | -0.87 | 0.32 | -0.12 | 0.22 | 0.26 | NA | 0.25 | 0.68 | -0.75 | 1.27 | 0.4 | 1.17 | -0.65 | 1.05 | 1.21 | -0.55 | 0.08 | 2.83 | 0.89 | -0.01 | 1.14 | 1.05 | -0.83 | -0.9 |
Draw Down(%) | NA | 7.4 | 15.4 | 27.2 | 46.2 | 48.8 | NA | 61.8 | 16.5 | 25.9 | 10.2 | 46.2 | 11.5 | 27.1 | 6.6 | 13.2 | 16.4 | 14.3 | 6.4 | 13.8 | 27.0 | 19.9 | 34.6 | 49.5 | 17.5 |
Standard Deviation(%) | NA | 19.8 | 20.1 | 22.5 | 29.1 | 23.7 | NA | 25.7 | 20.9 | 26.4 | 21.6 | 47.9 | 17.1 | 18.3 | 12.7 | 18.9 | 16.6 | 16.2 | 15.2 | 17.5 | 32.7 | 23.9 | 35.1 | 42.8 | 20.3 |
Treynor Ratio | NA | -0.15 | 0.06 | -0.03 | 0.06 | 0.06 | NA | 0.07 | 0.13 | -0.21 | 0.25 | 0.17 | 0.18 | -0.11 | 0.11 | 0.21 | -0.09 | 0.01 | 0.4 | 0.15 | 0.0 | 0.28 | 0.47 | -0.5 | -0.27 |
Alpha | NA | -0.04 | -0.01 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | -0.01 | 0.03 | 0.0 | -0.03 | 0.0 | -0.02 | 0.01 | -0.02 | -0.02 | 0.01 | -0.01 | 0.01 | 0.0 | 0.03 | -0.03 | -0.04 |
Beta | NA | 1.17 | 1.12 | 1.02 | 1.09 | 1.09 | NA | 0.95 | 1.09 | 0.95 | 1.11 | 1.15 | 1.12 | 1.06 | 1.2 | 1.09 | 1.03 | 1.08 | 1.07 | 1.06 | 1.03 | 0.98 | 0.78 | 0.71 | 0.68 |
RSquared | NA | 0.91 | 0.93 | 0.94 | 0.94 | 0.93 | NA | 0.81 | 0.93 | 0.96 | 0.92 | 0.95 | 0.92 | 0.96 | 0.92 | 0.94 | 0.91 | 0.91 | 0.91 | 0.96 | 0.97 | 0.94 | 0.62 | 0.54 | 0.48 |
Yield(%) | N/A | 0.1 | 1.3 | 1.0 | 1.3 | 1.3 | 2.7 | N/A | 1.4 | 0.8 | 1.2 | 0.8 | 1.3 | 1.0 | 0.3 | 1.2 | 0.8 | 0.6 | 0.5 | 1.2 | 0.2 | 0.5 | 0.3 | 0.4 | 0.1 |
Dividend Growth(%) | N/A | -89.3 | 18.6 | 55.2 | 110.8 | N/A | N/A | N/A | 49.3 | -21.1 | 90.0 | -31.5 | 23.7 | 227.8 | -64.0 | 28.2 | 34.5 | 70.6 | -55.3 | 533.3 | -50.0 | 100.0 | -40.0 | 150.0 | 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 SMALL BLEND Asset Class Trend Rankings |
Top Rated Funds in SMALL BLEND
Best Mutual Funds
- NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) (99%)
- DFSCX (U.S. MICRO CAP PORTFOLIO U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS) (99%)
- IASCX (VOYA SMALL COMPANY PORTFOLIO CLASS ADV) (98%)
- RDVIX (ROYCE DIVIDEND VALUE FUND INVESTMENT CLASS) (96%)
- RMCFX (ROYCE MICRO-CAP FUND SERVICE CLASS) (96%)
- RSEFX (ROYCE SPECIAL EQUITY FUND SERVICE CLASS) (95%)
- RSEIX (ROYCE SPECIAL EQUITY FUND INSTITUTIONAL CLASS) (95%)
- RSQCX (ROYCE SPECIAL EQUITY FUND CONSULTANT CLASS) (95%)
- RTRIX (ROYCE TOTAL RETURN FUND INSTITUTIONAL CLASS) (94%)
- RYDVX (ROYCE DIVIDEND VALUE FUND SERVICE CLASS) (94%)
Best ETFs
- IWM (iShares Russell 2000 ETF) (99%)
- JKJ (iShares Morningstar Small-Cap ETF) (99%)
- IWC (iShares Micro-Cap ETF) (98%)
- EES (WisdomTree U.S. SmallCap Earnings Fund) (98%)
- FDM (First Trust Dow Jones Select MicroCap Index Fund) (98%)
- FYX (First Trust Small Cap Core AlphaDEX® Fund) (97%)
- IJR (iShares Core S&P Small-Cap ETF) (97%)
- PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF) (97%)
- RWJ (Invesco S&P SmallCap 600 Revenue ETF) (96%)
- VB (Vanguard Small-Cap Index Fund ETF Shares) (96%)