Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXG (First Trust Consumer Staples AlphaDEX Fund) | 2.25% | 1.66% | 1.82% | 2.37% | 4.50% | 8.24% | NA | … | … |
Data as of 06/05/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXG (First Trust Consumer Staples AlphaDEX Fund) | 05/10/2007 | 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 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.68 | 1.66 | 1.82 | 2.37 | 4.50 | 8.24 | NA | … | … | 2.25 | -2.66 | 3.21 | 1.97 | 3.27 | 21.74 | 4.82 | 20.64 | -11.49 | 7.87 | 4.67 | 6.18 | 20.98 | 42.25 | 9.14 | 12.92 | 19.72 | 27.50 | -25.22 | -2.32 |
| Sharpe Ratio | NA | -0.37 | -0.14 | -0.02 | 0.18 | NA | NA | … | … | -0.08 | -0.39 | -0.04 | -0.15 | 0.11 | 1.67 | 0.17 | 1.69 | -0.87 | 0.80 | 0.34 | 0.43 | 1.74 | 3.47 | 0.74 | 0.64 | 1.37 | 1.46 | -0.79 | -0.42 |
| Standard Deviation(%) | NA | 12.72 | 12.60 | 13.50 | 14.96 | NA | NA | … | … | 13.66 | 14.39 | 10.88 | 11.54 | 17.05 | 12.99 | 26.83 | 11.35 | 14.86 | 9.09 | 12.93 | 14.45 | 12.05 | 12.15 | 12.33 | 20.02 | 14.33 | 18.79 | 33.12 | 15.50 |
| Draw Down(%) | NA | 12.24 | 12.24 | 15.71 | 27.54 | NA | NA | … | … | 12.24 | 7.31 | 8.63 | 11.35 | 15.71 | 8.93 | 27.44 | 6.98 | 19.27 | 6.57 | 10.95 | 9.84 | 7.06 | 5.64 | 9.87 | 15.26 | 10.92 | 15.84 | 34.32 | 8.82 |
| Yield(%) | 0.00 | 2.80 | 2.04 | 1.92 | 2.06 | 3.37 | 3.28 | … | … | 0.49 | 2.68 | 1.70 | 1.43 | 1.85 | 1.66 | 1.47 | 1.94 | 2.00 | 1.42 | 1.78 | 1.76 | 1.49 | 1.30 | 2.00 | 0.85 | 1.22 | 1.35 | 1.32 | 0.57 |
Data as of 06/05/2026, 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 |
|---|---|---|---|---|
| FXG (First Trust Consumer Staples AlphaDEX Fund) |
-2.98%
Mar 2017 – Mar 2020 |
-0.57%
Mar 2015 – Mar 2020 |
4.45%
May 2016 – May 2026 |
7.76%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXG (First Trust Consumer Staples AlphaDEX Fund) |
26.88%
Jul 2012 – Jul 2015 |
24.76%
Mar 2009 – Mar 2014 |
15.09%
Mar 2009 – Mar 2019 |
13.40%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart