Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXL (First Trust Technology AlphaDEX Fund) | 31.25% | 46.19% | 26.99% | 13.36% | 21.05% | 16.53% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXL (First Trust Technology 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 (%) | 6.91 | 46.19 | 26.99 | 13.36 | 21.05 | 16.53 | NA | … | … | 31.25 | 15.84 | 16.15 | 40.50 | -30.44 | 18.21 | 54.20 | 38.65 | 2.84 | 35.80 | 15.41 | -3.34 | 16.34 | 38.20 | 8.57 | -11.69 | 26.61 | 66.60 | -48.39 | 3.94 |
| Sharpe Ratio | NA | 1.88 | 0.94 | 0.40 | 0.75 | NA | NA | … | … | 2.87 | 0.47 | 0.46 | 1.80 | -0.98 | 0.80 | 1.36 | 1.86 | 0.06 | 2.62 | 0.83 | -0.19 | 1.01 | 2.64 | 0.44 | -0.38 | 1.12 | 2.26 | -1.37 | 0.18 |
| Standard Deviation(%) | NA | 22.07 | 23.63 | 25.02 | 25.30 | NA | NA | … | … | 25.30 | 28.00 | 20.61 | 20.31 | 32.52 | 22.82 | 39.60 | 19.98 | 25.38 | 13.49 | 18.27 | 18.04 | 16.12 | 14.45 | 19.34 | 30.93 | 23.68 | 29.48 | 35.81 | 19.24 |
| Draw Down(%) | NA | 13.56 | 28.27 | 38.49 | 38.49 | NA | NA | … | … | 13.56 | 28.27 | 14.06 | 13.98 | 35.59 | 15.54 | 33.96 | 11.60 | 25.36 | 6.87 | 17.08 | 18.52 | 13.67 | 6.30 | 17.58 | 31.96 | 15.52 | 25.24 | 58.04 | 12.11 |
| Yield(%) | 0.00 | 0.01 | 0.19 | 0.19 | 0.63 | 0.77 | 0.68 | … | … | 0.00 | 0.01 | 0.14 | 0.57 | 0.24 | 0.13 | 0.07 | 0.51 | 0.33 | 0.36 | 1.31 | 0.35 | 0.73 | 0.43 | 0.38 | 0.00 | 0.03 | 0.00 | 0.00 | 0.00 |
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 |
|---|---|---|---|---|
| FXL (First Trust Technology AlphaDEX Fund) |
-6.43%
Jun 2007 – Jun 2010 |
-2.03%
Oct 2007 – Oct 2012 |
8.05%
Jun 2007 – Jun 2017 |
9.93%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXL (First Trust Technology AlphaDEX Fund) |
36.21%
Dec 2018 – Dec 2021 |
31.24%
Feb 2016 – Feb 2021 |
21.52%
Sep 2011 – Sep 2021 |
19.69%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart