Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FYX (First Trust Small Cap Core AlphaDEX Fund) | 20.20% | 46.97% | 21.34% | 8.61% | 12.31% | 11.46% | NA | … | … |
Data as of 06/04/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FYX (First Trust Small Cap Core 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 (%) | 0.24 | 46.97 | 21.34 | 8.61 | 12.31 | 11.46 | NA | … | … | 20.20 | 12.68 | 12.22 | 18.30 | -18.41 | 27.42 | 19.47 | 21.33 | -10.63 | 14.00 | 23.09 | -9.10 | 1.29 | 43.19 | 15.44 | -0.37 | 27.34 | 36.84 | -34.65 | -10.31 |
| Sharpe Ratio | NA | 2.35 | 0.88 | 0.27 | 0.44 | NA | NA | … | … | 2.83 | 0.43 | 0.42 | 0.71 | -0.76 | 1.27 | 0.40 | 1.16 | -0.66 | 1.05 | 1.21 | -0.55 | 0.08 | 2.83 | 0.89 | -0.01 | 1.14 | 1.05 | -0.83 | -0.91 |
| Standard Deviation(%) | NA | 18.21 | 20.77 | 21.93 | 24.32 | NA | NA | … | … | 17.75 | 22.79 | 20.27 | 20.88 | 26.36 | 21.57 | 47.92 | 17.08 | 18.30 | 12.75 | 18.92 | 16.64 | 16.17 | 15.23 | 17.53 | 32.72 | 23.95 | 35.10 | 42.84 | 20.27 |
| Draw Down(%) | NA | 7.55 | 27.91 | 27.91 | 48.82 | NA | NA | … | … | 7.27 | 24.27 | 9.27 | 16.54 | 25.90 | 10.21 | 46.24 | 11.50 | 27.12 | 6.62 | 13.24 | 16.39 | 14.30 | 6.36 | 13.82 | 26.98 | 19.87 | 34.61 | 49.50 | 17.50 |
| Yield(%) | 0.00 | 0.99 | 1.46 | 1.11 | 1.66 | 2.01 | 1.59 | … | … | 0.18 | 0.72 | 1.80 | 1.43 | 0.76 | 1.26 | 0.76 | 1.33 | 0.95 | 0.34 | 1.17 | 0.80 | 0.59 | 0.48 | 1.28 | 0.20 | 0.48 | 0.37 | 0.37 | 0.13 |
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 |
|---|---|---|---|---|
| FYX (First Trust Small Cap Core AlphaDEX Fund) |
-8.18%
Mar 2017 – Mar 2020 |
-3.26%
Mar 2015 – Mar 2020 |
5.47%
Mar 2010 – Mar 2020 |
7.08%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FYX (First Trust Small Cap Core AlphaDEX Fund) |
35.00%
Feb 2009 – Feb 2012 |
30.03%
Feb 2009 – Feb 2014 |
17.53%
Feb 2009 – Feb 2019 |
14.51%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart