Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTA (First Trust Large Cap Value AlphaDEX Fund) | 12.15% | 28.61% | 16.90% | 9.30% | 10.99% | 10.69% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/25/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTA (First Trust Large Cap Value AlphaDEX Fund) | 05/25/2007 | 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 (%) | 1.12 | 28.61 | 16.90 | 9.30 | 10.99 | 10.69 | NA | … | … | 12.15 | 14.94 | 10.13 | 10.07 | -3.73 | 29.32 | -0.42 | 24.72 | -13.61 | 17.88 | 24.03 | -10.35 | 10.73 | 34.17 | 17.10 | 1.41 | 18.65 | 40.49 | -35.84 | -13.05 |
| Sharpe Ratio | NA | 2.21 | 0.97 | 0.42 | 0.47 | NA | NA | … | … | 2.49 | 0.70 | 0.54 | 0.41 | -0.24 | 2.08 | -0.02 | 1.55 | -1.03 | 2.18 | 1.40 | -0.63 | 0.96 | 2.88 | 1.12 | 0.05 | 1.08 | 1.10 | -0.91 | -1.31 |
| Standard Deviation(%) | NA | 11.54 | 14.19 | 16.25 | 20.04 | NA | NA | … | … | 10.80 | 17.42 | 12.12 | 15.67 | 21.79 | 14.10 | 44.29 | 14.96 | 14.65 | 7.95 | 17.00 | 16.46 | 11.14 | 11.85 | 15.31 | 25.65 | 17.13 | 36.56 | 40.30 | 18.11 |
| Draw Down(%) | NA | 5.13 | 18.73 | 19.80 | 44.97 | NA | NA | … | … | 5.13 | 16.03 | 9.40 | 14.66 | 19.80 | 6.42 | 44.97 | 10.82 | 22.28 | 3.83 | 11.52 | 17.78 | 9.09 | 5.73 | 14.16 | 22.05 | 13.21 | 35.96 | 49.92 | 16.12 |
| Yield(%) | 0.00 | 2.09 | 2.46 | 2.15 | 2.89 | 3.61 | 2.71 | … | … | 0.42 | 2.13 | 2.16 | 2.26 | 2.02 | 1.99 | 1.96 | 2.29 | 1.92 | 1.19 | 1.91 | 1.80 | 1.97 | 1.96 | 1.74 | 1.41 | 1.46 | 2.09 | 1.82 | 0.83 |
Data as of 06/04/2026, Common starting date is 05/25/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTA (First Trust Large Cap Value AlphaDEX Fund) |
-8.42%
Jun 2007 – Jun 2010 |
-1.62%
Mar 2015 – Mar 2020 |
6.10%
Mar 2010 – Mar 2020 |
6.76%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTA (First Trust Large Cap Value AlphaDEX Fund) |
35.31%
Feb 2009 – Feb 2012 |
28.52%
Feb 2009 – Feb 2014 |
17.26%
Feb 2009 – Feb 2019 |
14.46%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart