Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXO (First Trust Financials AlphaDEX Fund) | -1.28% | 12.48% | 20.08% | 7.88% | 12.01% | 12.13% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXO (First Trust Financials 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 (%) | 0.97 | 12.48 | 20.08 | 7.88 | 12.01 | 12.13 | NA | … | … | -1.28 | 13.59 | 27.72 | 9.28 | -9.24 | 37.75 | 5.86 | 26.30 | -11.71 | 17.88 | 18.33 | 1.11 | 8.75 | 40.62 | 21.10 | -7.58 | 19.21 | 33.61 | -39.14 | -20.20 |
| Sharpe Ratio | NA | 0.53 | 0.90 | 0.24 | 0.42 | NA | NA | … | … | -0.50 | 0.49 | 1.38 | 0.23 | -0.40 | 1.86 | 0.11 | 1.82 | -0.83 | 1.81 | 1.09 | 0.07 | 0.77 | 3.27 | 1.46 | -0.26 | 0.95 | 0.74 | -0.79 | -1.59 |
| Standard Deviation(%) | NA | 15.63 | 19.26 | 21.98 | 24.20 | NA | NA | … | … | 16.07 | 21.77 | 17.46 | 24.81 | 26.55 | 20.28 | 50.83 | 13.67 | 15.78 | 9.54 | 16.61 | 14.86 | 11.36 | 12.42 | 14.59 | 29.44 | 20.19 | 45.23 | 50.34 | 20.43 |
| Draw Down(%) | NA | 11.72 | 21.35 | 28.80 | 48.55 | NA | NA | … | … | 11.72 | 19.44 | 9.57 | 27.36 | 23.04 | 9.33 | 48.55 | 8.13 | 21.48 | 6.32 | 15.31 | 10.74 | 7.20 | 5.53 | 13.70 | 27.44 | 16.63 | 42.08 | 55.95 | 22.63 |
| Yield(%) | 0.00 | 2.41 | 3.34 | 2.47 | 3.68 | 4.76 | 2.79 | … | … | 0.78 | 1.99 | 2.45 | 3.15 | 2.20 | 2.61 | 2.65 | 2.13 | 2.25 | 1.87 | 1.60 | 1.51 | 1.66 | 1.64 | 2.19 | 2.22 | 1.48 | 1.37 | 1.44 | 1.04 |
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 |
|---|---|---|---|---|
| FXO (First Trust Financials AlphaDEX Fund) |
-13.64%
Jun 2007 – Jun 2010 |
-4.17%
Jun 2007 – Jun 2012 |
5.52%
Jun 2007 – Jun 2017 |
6.60%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXO (First Trust Financials AlphaDEX Fund) |
33.50%
Feb 2009 – Feb 2012 |
29.04%
Feb 2009 – Feb 2014 |
18.81%
Feb 2009 – Feb 2019 |
15.99%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart