Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/19/2025.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| FBZ (First Trust Brazil AlphaDEX Fund) | -1.01% | 25.33% | -0.68% | 5.03% | 12.58% | 4.83% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FBZ (First Trust Brazil AlphaDEX Fund) | 04/19/2011 | 05/19/2025 |
The return data shown below all have the same latest date: 05/19/2025.
AR inception is since 04/19/2011.
AR inception is since 04/19/2011.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.75 | -0.68 | 5.03 | 12.58 | 4.83 | NA | NA | -1.01 | 25.33 | -23.04 | 29.75 | -0.09 | -8.56 | -19.68 | 43.28 | -2.24 | 28.65 | 57.31 | -41.87 | -16.76 | -15.73 | 7.39 | -23.90 |
| Sharpe Ratio | NA | -0.29 | 0.04 | 0.37 | 0.08 | NA | NA | -0.07 | 2.72 | -1.27 | 1.01 | -0.04 | -0.27 | -0.30 | 1.60 | -0.12 | 0.91 | 1.52 | -1.30 | -0.57 | -0.66 | 0.34 | -0.84 |
| Standard Deviation(%) | NA | 25.99 | 28.06 | 30.35 | 35.74 | NA | NA | 33.77 | 28.35 | 23.24 | 25.55 | 34.40 | 32.26 | 66.29 | 26.10 | 30.62 | 30.87 | 37.49 | 32.26 | 29.19 | 23.71 | 21.44 | 38.52 |
| Draw Down(%) | NA | 23.48 | 26.03 | 31.80 | 60.36 | NA | NA | 72.38 | 11.53 | 23.69 | 16.24 | 31.80 | 27.15 | 60.36 | 17.53 | 33.29 | 21.24 | 18.12 | 43.64 | 34.40 | 26.74 | 25.32 | 33.46 |
| Yield(%) | 0.00 | 3.12 | 6.35 | 8.06 | 6.37 | 2.58 | 1.94 | 2.77 | 0.00 | 3.58 | 10.62 | 9.30 | 5.96 | 1.95 | 11.22 | 10.81 | 13.86 | 2.75 | 2.31 | 3.88 | 2.21 | 3.83 | 0.93 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBZ (First Trust Brazil AlphaDEX Fund) |
-29.66%
Jan 2013 - Jan 2016 |
-17.07%
May 2011 - May 2016 |
-2.25%
Oct 2011 - Oct 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FBZ (First Trust Brazil AlphaDEX Fund) |
39.32%
Jan 2016 - Jan 2019 |
18.63%
Jan 2016 - Jan 2021 |
5.05%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart