Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FAB (First Trust Multi Cap Value AlphaDEX Fund) | 11.87% | 27.97% | 15.96% | 8.09% | 10.33% | 10.13% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FAB (First Trust Multi Cap Value AlphaDEX Fund) | 05/11/2007 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.58 | 27.97 | 15.96 | 8.09 | 10.33 | 10.13 | NA | … | … | 11.87 | 9.86 | 7.82 | 15.82 | -6.79 | 30.81 | 2.38 | 23.72 | -14.61 | 13.97 | 25.46 | -12.48 | 7.76 | 37.30 | 16.79 | 0.41 | 22.37 | 48.36 | -36.09 | -12.85 |
| Sharpe Ratio | NA | 1.77 | 0.76 | 0.30 | 0.40 | NA | NA | … | … | 2.10 | 0.35 | 0.28 | 0.66 | -0.35 | 1.83 | 0.04 | 1.37 | -1.01 | 1.43 | 1.41 | -0.74 | 0.65 | 3.06 | 1.02 | 0.01 | 1.20 | 1.33 | -0.81 | -1.15 |
| Standard Deviation(%) | NA | 13.80 | 16.96 | 18.69 | 22.12 | NA | NA | … | … | 12.60 | 20.18 | 14.98 | 18.57 | 23.75 | 16.79 | 47.53 | 16.25 | 15.84 | 9.37 | 17.85 | 16.97 | 11.95 | 12.17 | 16.49 | 28.26 | 18.53 | 36.43 | 45.57 | 19.32 |
| Draw Down(%) | NA | 6.65 | 22.91 | 22.91 | 47.08 | NA | NA | … | … | 6.65 | 19.73 | 9.53 | 16.47 | 20.63 | 7.77 | 47.08 | 12.99 | 21.27 | 4.74 | 12.13 | 18.72 | 10.93 | 5.33 | 14.43 | 24.24 | 16.32 | 36.54 | 51.47 | 18.70 |
| Yield(%) | 0.00 | 1.98 | 2.30 | 1.91 | 2.52 | 3.08 | 2.49 | … | … | 0.40 | 1.70 | 2.10 | 2.20 | 1.64 | 1.73 | 1.60 | 2.10 | 1.64 | 0.96 | 1.47 | 1.41 | 1.49 | 1.40 | 1.57 | 1.14 | 1.42 | 2.01 | 1.63 | 0.47 |
Data as of 06/04/2026, Common starting date is 05/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAB (First Trust Multi Cap Value AlphaDEX Fund) |
-10.39%
Mar 2017 – Mar 2020 |
-4.20%
Mar 2015 – Mar 2020 |
4.80%
Mar 2010 – Mar 2020 |
6.89%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FAB (First Trust Multi Cap Value AlphaDEX Fund) |
37.88%
Feb 2009 – Feb 2012 |
30.64%
Feb 2009 – Feb 2014 |
17.41%
Feb 2009 – Feb 2019 |
14.66%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart