Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNX (First Trust Mid Cap Core AlphaDEX Fund) | 12.62% | 27.83% | 17.56% | 8.47% | 11.88% | 11.05% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNX (First Trust Mid 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 (%) | -0.05 | 27.83 | 17.56 | 8.47 | 11.88 | 11.05 | NA | … | … | 12.62 | 9.88 | 12.21 | 20.39 | -13.57 | 25.05 | 16.03 | 26.97 | -11.23 | 17.66 | 18.68 | -8.11 | 5.51 | 37.89 | 14.06 | 0.84 | 26.63 | 46.81 | -36.46 | -5.40 |
| Sharpe Ratio | NA | 1.54 | 0.77 | 0.29 | 0.47 | NA | NA | … | … | 1.66 | 0.33 | 0.50 | 0.87 | -0.57 | 1.38 | 0.37 | 1.64 | -0.71 | 1.62 | 1.10 | -0.51 | 0.41 | 2.70 | 0.86 | 0.03 | 1.27 | 1.46 | -0.95 | -0.64 |
| Standard Deviation(%) | NA | 16.09 | 18.93 | 20.49 | 22.07 | NA | NA | … | … | 17.02 | 21.42 | 17.24 | 19.33 | 26.39 | 18.15 | 42.47 | 15.53 | 17.85 | 10.55 | 16.82 | 16.04 | 13.47 | 14.01 | 16.39 | 29.73 | 20.97 | 32.05 | 39.30 | 17.50 |
| Draw Down(%) | NA | 9.23 | 24.97 | 24.97 | 43.95 | NA | NA | … | … | 9.23 | 21.97 | 9.61 | 15.33 | 22.37 | 8.97 | 43.95 | 9.30 | 25.51 | 5.05 | 12.17 | 14.95 | 12.70 | 6.50 | 13.12 | 26.45 | 18.34 | 28.21 | 51.59 | 12.94 |
| Yield(%) | 0.00 | 1.04 | 1.39 | 1.21 | 1.84 | 2.20 | 2.00 | … | … | 0.25 | 0.96 | 1.41 | 1.32 | 1.01 | 1.18 | 1.19 | 1.52 | 0.88 | 1.04 | 1.28 | 0.98 | 0.82 | 0.92 | 0.96 | 0.50 | 0.56 | 1.09 | 0.59 | 0.27 |
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 |
|---|---|---|---|---|
| FNX (First Trust Mid Cap Core AlphaDEX Fund) |
-5.22%
Mar 2017 – Mar 2020 |
-1.42%
Mar 2015 – Mar 2020 |
6.36%
Mar 2010 – Mar 2020 |
7.95%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNX (First Trust Mid Cap Core AlphaDEX Fund) |
34.04%
Feb 2009 – Feb 2012 |
28.16%
Feb 2009 – Feb 2014 |
17.07%
Feb 2009 – Feb 2019 |
15.00%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart