Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNK (First Trust Mid Cap Value AlphaDEX Fund) | 7.63% | 21.35% | 13.70% | 7.11% | 9.19% | 9.18% | NA | … | … |
Data as of 06/05/2026, Common starting date is 04/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNK (First Trust Mid Cap Value AlphaDEX Fund) | 04/20/2011 | 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 (%) | 0.45 | 21.35 | 13.70 | 7.11 | 9.19 | 9.18 | NA | … | … | 7.63 | 5.65 | 6.65 | 21.02 | -7.24 | 33.57 | 1.22 | 20.56 | -14.72 | 11.81 | 25.99 | -13.48 | 5.66 | 38.55 | 16.58 | -7.38 |
| Sharpe Ratio | NA | 1.13 | 0.55 | 0.22 | 0.32 | NA | NA | … | … | 1.11 | 0.12 | 0.17 | 0.82 | -0.33 | 1.81 | 0.02 | 1.05 | -1.02 | 1.05 | 1.37 | -0.77 | 0.44 | 2.89 | 0.93 | -0.30 |
| Standard Deviation(%) | NA | 15.37 | 19.46 | 21.02 | 23.91 | NA | NA | … | … | 14.26 | 22.23 | 17.64 | 21.32 | 26.28 | 18.52 | 49.93 | 18.14 | 15.77 | 10.62 | 18.87 | 17.51 | 12.89 | 13.34 | 17.94 | 34.40 |
| Draw Down(%) | NA | 9.12 | 25.16 | 25.16 | 50.70 | NA | NA | … | … | 9.12 | 22.33 | 9.64 | 17.79 | 20.40 | 8.68 | 49.89 | 14.96 | 22.22 | 6.20 | 11.95 | 19.25 | 13.02 | 6.42 | 14.06 | 26.24 |
| Yield(%) | 0.00 | 1.86 | 2.12 | 1.80 | 2.34 | 2.72 | 2.00 | … | … | 0.45 | 1.59 | 1.71 | 2.09 | 1.51 | 1.70 | 1.61 | 2.14 | 1.47 | 1.53 | 1.43 | 1.24 | 1.14 | 1.03 | 1.17 | 0.55 |
Data as of 06/05/2026, Common starting date is 04/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNK (First Trust Mid Cap Value AlphaDEX Fund) |
-12.79%
Mar 2017 – Mar 2020 |
-6.08%
Mar 2015 – Mar 2020 |
5.75%
Oct 2013 – Oct 2023 |
8.88%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNK (First Trust Mid Cap Value AlphaDEX Fund) |
29.66%
Mar 2020 – Mar 2023 |
21.12%
Mar 2020 – Mar 2025 |
12.09%
Sep 2011 – Sep 2021 |
8.88%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart