Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FXU (First Trust Utilities AlphaDEX Fund) | 12.00% | 30.30% | 12.06% | 12.75% | 9.26% | 10.27% | NA | 7.38% |
Data as of 07/07/2025, AR inception is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXU (First Trust Utilities AlphaDEX Fund) | 05/10/2007 | 07/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | 30.30 | 12.06 | 12.75 | 9.26 | 10.27 | NA | 7.38 | 12.00 | 22.51 | -2.14 | 3.71 | 17.64 | 1.47 | 11.66 | 5.44 | 1.01 | 22.60 | -6.50 | 25.49 | 17.72 | 3.47 | 10.48 | 10.40 | 22.71 | -27.86 | -3.71 |
| Sharpe Ratio | NA | 1.68 | 0.43 | 0.61 | 0.43 | NA | NA | 0.34 | 1.24 | 1.09 | -0.36 | 0.12 | 1.20 | 0.03 | 0.91 | 0.30 | 0.04 | 1.49 | -0.41 | 2.05 | 1.49 | 0.30 | 0.53 | 0.63 | 0.94 | -0.89 | -0.64 |
| Standard Deviation(%) | NA | 16.33 | 17.69 | 17.22 | 18.63 | NA | NA | 18.79 | 18.44 | 14.66 | 17.74 | 20.16 | 14.67 | 37.02 | 11.24 | 14.01 | 8.92 | 15.01 | 15.97 | 12.40 | 11.84 | 11.55 | 19.86 | 16.45 | 24.11 | 32.32 | 13.31 |
| Draw Down(%) | NA | 9.03 | 21.88 | 21.88 | 34.81 | NA | NA | 48.34 | 8.57 | 9.03 | 18.07 | 17.84 | 7.92 | 34.81 | 5.88 | 9.59 | 6.68 | 9.00 | 14.42 | 7.88 | 7.08 | 10.22 | 17.01 | 9.03 | 26.12 | 38.45 | 11.15 |
| Yield(%) | 0.00 | 1.58 | 2.23 | 2.72 | 3.34 | 4.74 | 3.09 | 3.43 | 0.00 | 2.84 | 2.42 | 2.08 | 2.35 | 3.89 | 2.57 | 2.47 | 3.68 | 3.14 | 3.49 | 2.66 | 4.59 | 3.11 | 1.97 | 2.86 | 3.27 | 1.62 | 4.02 |
Data as of 07/07/2025, AR inception is 05/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXU (First Trust Utilities AlphaDEX Fund) |
-5.45%
Jun 2007 - Jun 2010 |
1.71%
Jun 2007 - Jun 2012 |
6.18%
Oct 2013 - Oct 2023 |
6.38%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXU (First Trust Utilities AlphaDEX Fund) |
19.73%
Feb 2009 - Feb 2012 |
17.53%
Feb 2009 - Feb 2014 |
13.22%
Feb 2009 - Feb 2019 |
10.48%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart