Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXZ (First Trust Materials AlphaDEX Fund) | 29.58% | 52.87% | 13.19% | 7.83% | 11.58% | 10.30% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXZ (First Trust Materials 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 (%) | 0.77 | 52.87 | 13.19 | 7.83 | 11.58 | 10.30 | NA | … | … | 29.58 | 16.25 | -16.31 | 16.27 | -0.91 | 30.83 | 22.48 | 21.51 | -22.62 | 23.72 | 29.12 | -9.85 | -1.01 | 26.91 | 25.22 | -10.37 | 28.24 | 59.49 | -44.43 | 10.42 |
| Sharpe Ratio | NA | 2.39 | 0.47 | 0.22 | 0.40 | NA | NA | … | … | 3.33 | 0.54 | -1.07 | 0.60 | -0.08 | 1.33 | 0.49 | 1.06 | -1.21 | 1.97 | 1.62 | -0.53 | -0.07 | 1.76 | 1.28 | -0.31 | 1.13 | 1.41 | -0.91 | 0.51 |
| Standard Deviation(%) | NA | 21.86 | 21.93 | 24.12 | 24.91 | NA | NA | … | … | 24.34 | 25.07 | 18.56 | 21.16 | 30.80 | 23.15 | 44.89 | 18.97 | 19.89 | 11.74 | 17.85 | 18.52 | 14.93 | 15.31 | 19.79 | 33.09 | 25.00 | 42.11 | 49.77 | 26.81 |
| Draw Down(%) | NA | 12.74 | 33.99 | 33.99 | 49.41 | NA | NA | … | … | 12.74 | 22.59 | 20.99 | 19.55 | 31.19 | 14.68 | 43.04 | 14.11 | 31.32 | 4.44 | 12.31 | 20.75 | 15.60 | 8.32 | 15.36 | 32.59 | 20.47 | 35.27 | 63.94 | 18.78 |
| Yield(%) | 0.00 | 2.08 | 1.92 | 1.68 | 2.44 | 2.77 | 2.76 | … | … | 0.37 | 2.01 | 1.49 | 2.25 | 1.52 | 1.45 | 1.82 | 1.88 | 1.03 | 1.23 | 1.53 | 1.12 | 1.70 | 1.10 | 3.32 | 0.32 | 1.97 | 2.00 | 1.04 | 0.37 |
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 |
|---|---|---|---|---|
| FXZ (First Trust Materials AlphaDEX Fund) |
-9.03%
Mar 2017 – Mar 2020 |
-1.64%
Mar 2015 – Mar 2020 |
4.29%
Mar 2010 – Mar 2020 |
7.57%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXZ (First Trust Materials AlphaDEX Fund) |
41.13%
Feb 2009 – Feb 2012 |
31.47%
Feb 2009 – Feb 2014 |
17.14%
Feb 2009 – Feb 2019 |
15.99%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart