Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) | 8.04% | 26.90% | 24.24% | 8.88% | 9.99% | 7.25% | NA | … | … |
Data as of 06/05/2026, Common starting date is 04/26/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) | 04/26/2011 | 06/05/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.46 | 26.90 | 24.24 | 8.88 | 9.99 | 7.25 | NA | … | … | 8.04 | 55.73 | 3.37 | 16.85 | -22.97 | 17.03 | 4.09 | 24.84 | -18.99 | 35.72 | 0.75 | 2.85 | -10.23 | 30.04 | 23.48 | -29.10 |
| Sharpe Ratio | NA | 1.75 | 1.28 | 0.38 | 0.42 | NA | NA | … | … | 1.20 | 2.84 | -0.02 | 0.80 | -0.88 | 1.10 | 0.10 | 1.68 | -1.20 | 3.42 | 0.02 | 0.16 | -0.65 | 1.97 | 0.95 | -1.08 |
| Standard Deviation(%) | NA | 16.79 | 17.31 | 19.69 | 20.93 | NA | NA | … | … | 21.53 | 18.70 | 14.81 | 16.73 | 27.78 | 15.41 | 37.21 | 13.92 | 17.00 | 10.30 | 22.38 | 17.56 | 15.81 | 15.24 | 24.94 | 36.53 |
| Draw Down(%) | NA | 12.14 | 15.84 | 38.99 | 46.03 | NA | NA | … | … | 12.14 | 15.84 | 9.36 | 14.15 | 38.16 | 7.78 | 42.74 | 10.11 | 27.64 | 3.25 | 15.69 | 15.15 | 22.26 | 8.26 | 19.13 | 34.02 |
| Yield(%) | 0.00 | 3.71 | 4.69 | 3.15 | 3.67 | 3.09 | 2.24 | … | … | 0.14 | 5.02 | 4.92 | 3.64 | 2.21 | 3.86 | 2.32 | 3.20 | 2.05 | 1.66 | 2.14 | 2.23 | 2.20 | 1.97 | 2.59 | 1.56 |
Data as of 06/05/2026, Common starting date is 04/26/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) |
-5.40%
Sep 2019 – Sep 2022 |
-4.23%
Sep 2017 – Sep 2022 |
2.31%
Oct 2013 – Oct 2023 |
7.65%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEP (First Trust Europe AlphaDEX Fund) |
29.32%
Sep 2022 – Sep 2025 |
14.27%
Oct 2020 – Oct 2025 |
11.39%
Feb 2016 – Feb 2026 |
7.65%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart