Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXN (First Trust Energy AlphaDEX Fund) | 31.27% | 49.49% | 15.64% | 16.41% | 5.69% | 1.62% | NA | … | … |
Data as of 06/05/2026, Common starting date is 05/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXN (First Trust Energy AlphaDEX Fund) | 05/10/2007 | 06/05/2026 |
| 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 (%) | 0.19 | 49.49 | 15.64 | 16.41 | 5.69 | 1.62 | NA | … | … | 31.27 | 3.40 | 0.27 | 0.99 | 46.92 | 51.83 | -20.00 | -6.75 | -24.78 | -5.03 | 20.57 | -32.57 | -15.94 | 28.41 | 3.96 | -8.37 | 27.61 | 46.55 | -50.23 | 16.78 |
| Sharpe Ratio | NA | 1.97 | 0.48 | 0.48 | 0.13 | NA | NA | … | … | 3.48 | 0.02 | -0.16 | -0.11 | 1.22 | 1.64 | -0.28 | -0.27 | -0.94 | -0.27 | 0.55 | -0.94 | -0.73 | 1.65 | 0.16 | -0.22 | 0.97 | 0.96 | -0.69 | 1.03 |
| Standard Deviation(%) | NA | 23.73 | 25.63 | 29.08 | 35.34 | NA | NA | … | … | 24.75 | 32.27 | 20.36 | 25.17 | 37.36 | 31.62 | 71.15 | 30.65 | 28.01 | 20.81 | 36.75 | 34.76 | 21.85 | 17.20 | 23.98 | 37.52 | 28.24 | 48.46 | 74.53 | 23.58 |
| Draw Down(%) | NA | 11.82 | 31.69 | 31.69 | 80.63 | NA | NA | … | … | 11.82 | 28.26 | 18.80 | 18.24 | 24.57 | 17.87 | 68.09 | 35.12 | 40.77 | 27.34 | 22.30 | 41.91 | 35.14 | 10.43 | 25.72 | 37.49 | 23.31 | 35.93 | 69.53 | 15.90 |
| Yield(%) | 0.00 | 2.67 | 2.65 | 3.38 | 1.88 | 1.22 | 1.13 | … | … | 0.50 | 2.51 | 2.44 | 3.19 | 3.17 | 1.32 | 3.53 | 1.32 | 1.04 | 1.07 | 1.24 | 1.55 | 1.46 | 1.02 | 1.05 | 0.42 | 0.67 | 0.33 | 0.11 | 0.59 |
Data as of 06/05/2026, 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 |
|---|---|---|---|---|
| FXN (First Trust Energy AlphaDEX Fund) |
-34.82%
Mar 2017 – Mar 2020 |
-27.26%
Mar 2015 – Mar 2020 |
-12.61%
Mar 2010 – Mar 2020 |
-2.78%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXN (First Trust Energy AlphaDEX Fund) |
62.99%
Mar 2020 – Mar 2023 |
37.04%
Mar 2020 – Mar 2025 |
7.90%
Feb 2016 – Feb 2026 |
6.34%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart