Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXD (First Trust Consumer Discretionary AlphaDEX Fund) | -1.90% | 8.96% | 10.51% | 2.99% | 7.86% | 8.99% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXD (First Trust Consumer Discretionary 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 (%) | -2.15 | 8.96 | 10.51 | 2.99 | 7.86 | 8.99 | NA | … | … | -1.90 | 6.70 | 10.57 | 23.38 | -21.57 | 22.70 | 12.96 | 24.22 | -11.59 | 19.39 | 5.22 | -3.93 | 11.62 | 43.26 | 15.61 | 0.94 | 31.98 | 57.14 | -42.66 | -15.15 |
| Sharpe Ratio | NA | 0.45 | 0.40 | 0.03 | 0.27 | NA | NA | … | … | -0.16 | 0.16 | 0.41 | 1.01 | -0.75 | 1.24 | 0.27 | 1.53 | -0.75 | 1.81 | 0.31 | -0.25 | 0.82 | 3.17 | 0.97 | 0.03 | 1.40 | 1.73 | -1.09 | -1.54 |
| Standard Deviation(%) | NA | 19.20 | 20.68 | 22.68 | 23.78 | NA | NA | … | … | 21.69 | 24.22 | 16.93 | 19.74 | 30.88 | 18.27 | 46.49 | 14.88 | 17.42 | 10.40 | 16.11 | 15.97 | 14.07 | 13.62 | 16.13 | 27.15 | 22.80 | 32.95 | 40.02 | 16.49 |
| Draw Down(%) | NA | 13.94 | 26.02 | 33.74 | 49.54 | NA | NA | … | … | 13.94 | 25.81 | 12.24 | 19.44 | 30.80 | 11.16 | 49.54 | 10.26 | 22.16 | 4.53 | 12.43 | 10.72 | 10.15 | 6.64 | 14.19 | 24.03 | 22.13 | 30.07 | 57.20 | 17.68 |
| Yield(%) | 0.00 | 0.84 | 0.99 | 0.82 | 1.20 | 1.67 | 1.38 | … | … | 0.17 | 0.85 | 0.98 | 0.86 | 0.77 | 0.77 | 0.47 | 1.12 | 0.94 | 0.71 | 1.11 | 0.87 | 0.58 | 0.49 | 1.64 | 0.63 | 0.58 | 0.69 | 0.52 | 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 |
|---|---|---|---|---|
| FXD (First Trust Consumer Discretionary AlphaDEX Fund) |
-9.38%
Jun 2007 – Jun 2010 |
-5.44%
Mar 2015 – Mar 2020 |
5.36%
Oct 2013 – Oct 2023 |
6.27%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXD (First Trust Consumer Discretionary AlphaDEX Fund) |
42.02%
Feb 2009 – Feb 2012 |
33.94%
Feb 2009 – Feb 2014 |
19.10%
Feb 2009 – Feb 2019 |
15.60%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart