Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXR (First Trust Industrials/Producer Durables AlphaDEX Fund) | 9.18% | 21.27% | 17.15% | 8.55% | 12.61% | 11.81% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXR (First Trust Industrials/Producer Durables AlphaDEX Fund) | 05/11/2007 | 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 (%) | -0.49 | 21.27 | 17.15 | 8.55 | 12.61 | 11.81 | NA | … | … | 9.18 | 7.56 | 16.19 | 27.00 | -16.69 | 25.06 | 12.77 | 33.41 | -15.12 | 23.99 | 26.71 | -13.42 | 8.02 | 46.78 | 15.60 | -6.57 | 26.05 | 41.99 | -46.01 | -2.19 |
| Sharpe Ratio | NA | 1.03 | 0.74 | 0.30 | 0.51 | NA | NA | … | … | 1.00 | 0.21 | 0.76 | 1.32 | -0.71 | 1.48 | 0.31 | 1.96 | -0.88 | 2.14 | 1.43 | -0.77 | 0.51 | 3.25 | 0.90 | -0.22 | 1.12 | 1.14 | -1.12 | -0.28 |
| Standard Deviation(%) | NA | 18.96 | 19.50 | 20.54 | 21.96 | NA | NA | … | … | 21.86 | 22.84 | 16.48 | 17.90 | 25.66 | 16.93 | 40.79 | 16.29 | 18.81 | 10.98 | 18.56 | 17.57 | 15.58 | 14.40 | 17.51 | 29.95 | 23.18 | 36.76 | 41.90 | 22.55 |
| Draw Down(%) | NA | 13.66 | 26.65 | 26.85 | 44.71 | NA | NA | … | … | 13.66 | 23.64 | 9.96 | 13.92 | 26.85 | 7.14 | 44.71 | 9.34 | 25.38 | 5.90 | 11.95 | 19.93 | 13.77 | 6.40 | 14.13 | 30.16 | 19.31 | 32.52 | 59.44 | 16.40 |
| Yield(%) | 0.00 | 0.75 | 0.96 | 0.81 | 1.41 | 1.86 | 1.38 | … | … | 0.10 | 0.76 | 0.84 | 0.96 | 0.77 | 0.66 | 1.16 | 0.97 | 0.98 | 0.46 | 0.66 | 0.54 | 1.19 | 0.59 | 2.32 | 0.53 | 0.68 | 1.04 | 0.35 | 0.11 |
Data as of 06/04/2026, Common starting date is 05/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXR (First Trust Industrials/Producer Durables AlphaDEX Fund) |
-9.55%
Jun 2007 – Jun 2010 |
-1.40%
Jun 2007 – Jun 2012 |
6.86%
Jun 2007 – Jun 2017 |
7.01%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXR (First Trust Industrials/Producer Durables AlphaDEX Fund) |
32.75%
Feb 2009 – Feb 2012 |
29.38%
Feb 2009 – Feb 2014 |
17.86%
Feb 2009 – Feb 2019 |
16.02%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart