Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEX (First Trust Large Cap Core AlphaDEX Fund) | 15.75% | 30.41% | 21.18% | 11.22% | 13.12% | 12.43% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEX (First Trust Large Cap Core AlphaDEX Fund) | 05/10/2007 | 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 (%) | 1.61 | 30.41 | 21.18 | 11.22 | 13.12 | 12.43 | NA | … | … | 15.75 | 15.05 | 17.08 | 14.31 | -11.86 | 26.82 | 14.25 | 26.92 | -9.88 | 21.41 | 14.27 | -3.96 | 12.25 | 35.97 | 14.49 | -0.43 | 20.64 | 36.86 | -38.70 | -5.39 |
| Sharpe Ratio | NA | 2.19 | 1.22 | 0.52 | 0.61 | NA | NA | … | … | 2.63 | 0.68 | 1.09 | 0.73 | -0.60 | 1.92 | 0.37 | 1.93 | -0.68 | 2.74 | 0.98 | -0.26 | 1.01 | 2.87 | 1.01 | -0.02 | 1.07 | 1.18 | -1.10 | -0.65 |
| Standard Deviation(%) | NA | 12.47 | 14.71 | 16.46 | 18.67 | NA | NA | … | … | 13.54 | 18.00 | 12.33 | 14.63 | 22.36 | 13.95 | 37.75 | 13.20 | 16.60 | 7.62 | 14.31 | 15.51 | 12.10 | 12.50 | 14.47 | 25.29 | 19.22 | 31.07 | 36.04 | 17.19 |
| Draw Down(%) | NA | 6.23 | 19.58 | 21.27 | 39.51 | NA | NA | … | … | 6.23 | 17.71 | 7.95 | 11.85 | 20.97 | 6.07 | 39.51 | 7.64 | 21.97 | 3.29 | 11.03 | 13.30 | 9.11 | 6.07 | 12.31 | 21.97 | 14.65 | 30.53 | 49.59 | 12.23 |
| Yield(%) | 0.00 | 1.22 | 1.58 | 1.40 | 2.13 | 2.82 | 2.17 | … | … | 0.24 | 1.25 | 1.37 | 1.56 | 1.40 | 1.03 | 1.35 | 1.66 | 1.19 | 1.27 | 1.48 | 1.26 | 1.46 | 1.34 | 1.59 | 1.07 | 1.05 | 1.16 | 1.05 | 0.54 |
Data as of 06/04/2026, Common starting date is 05/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEX (First Trust Large Cap Core AlphaDEX Fund) |
-8.30%
Jun 2007 – Jun 2010 |
0.19%
Jun 2007 – Jun 2012 |
7.25%
Jun 2007 – Jun 2017 |
7.51%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEX (First Trust Large Cap Core AlphaDEX Fund) |
29.75%
Feb 2009 – Feb 2012 |
25.85%
Feb 2009 – Feb 2014 |
16.85%
Feb 2009 – Feb 2019 |
15.04%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart