Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Multi Cap Growth AlphaDEX Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
First Trust Multi Cap Growth AlphaDEX Fund (FAD) has returned -1.80% so far this year and 22.98% over the past 12 months. Over the last decade, FAD has posted an annualized return of 12.73%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
First Trust Multi Cap Growth AlphaDEX Fund
- 1D
- 3.83%
- 1M
- -5.64%
- YTD
- -1.80%
- 6M
- -0.99%
- 1Y
- 22.98%
- 3Y*
- 17.93%
- 5Y*
- 8.03%
- 10Y*
- 12.73%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 11, 2007, FAD's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.2%, while the worst month was Oct 2008 at -23.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FAD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -13.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.67% | 1.36% | -5.64% | -1.80% | |||||||||
| 2025 | 4.99% | -4.48% | -6.67% | -0.01% | 7.80% | 5.34% | 2.33% | 3.24% | 3.56% | 2.25% | -1.09% | -0.32% | 17.23% |
| 2024 | -0.46% | 8.17% | 3.13% | -6.00% | 4.32% | 0.82% | 3.23% | 2.28% | 3.08% | 0.39% | 11.68% | -7.53% | 23.85% |
| 2023 | 6.11% | -1.79% | -0.67% | -0.61% | -0.85% | 9.47% | 3.64% | -3.47% | -5.08% | -5.73% | 10.59% | 7.72% | 19.07% |
| 2022 | -12.36% | -0.95% | 2.97% | -9.50% | -0.14% | -9.64% | 11.03% | -3.03% | -8.97% | 10.16% | 2.98% | -6.45% | -24.06% |
| 2021 | 2.79% | 3.15% | -1.55% | 3.94% | -0.07% | 6.27% | 0.01% | 3.66% | -4.58% | 6.65% | -2.30% | 2.01% | 21.17% |
Benchmark Metrics
First Trust Multi Cap Growth AlphaDEX Fund has an annualized alpha of 3.42%, beta of 0.84, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since May 14, 2007.
- This ETF captured 111.71% of S&P 500 Index gains and 103.98% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 3.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.42%
- Beta
- 0.84
- R²
- 0.62
- Upside Capture
- 111.71%
- Downside Capture
- 103.98%
Expense Ratio
FAD has an expense ratio of 0.63%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FAD ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Multi Cap Growth AlphaDEX Fund (FAD) and compare them to a chosen benchmark (S&P 500 Index).
| FAD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.90 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.39 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.40 | +0.38 |
Martin ratioReturn relative to average drawdown | 7.13 | 6.61 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FAD risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
First Trust Multi Cap Growth AlphaDEX Fund provided a 0.11% dividend yield over the last twelve months, with an annual payout of $0.17 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.17 | $0.15 | $0.81 | $0.58 | $0.57 | $0.11 | $0.33 | $0.37 | $0.13 | $0.15 | $0.33 | $0.20 |
Dividend yield | 0.11% | 0.09% | 0.59% | 0.51% | 0.60% | 0.09% | 0.32% | 0.48% | 0.20% | 0.22% | 0.64% | 0.41% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Multi Cap Growth AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.02 | $0.02 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.01 | $0.15 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.31 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.19 | $0.58 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.28 | $0.57 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Multi Cap Growth AlphaDEX Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Multi Cap Growth AlphaDEX Fund was 54.33%, occurring on Mar 6, 2009. Recovery took 488 trading sessions.
The current First Trust Multi Cap Growth AlphaDEX Fund drawdown is 7.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.33% | Oct 11, 2007 | 353 | Mar 6, 2009 | 488 | Feb 10, 2011 | 841 |
| -37.25% | Feb 20, 2020 | 20 | Mar 18, 2020 | 93 | Jul 30, 2020 | 113 |
| -31.99% | Nov 17, 2021 | 146 | Jun 16, 2022 | 521 | Jul 16, 2024 | 667 |
| -27% | Sep 17, 2018 | 69 | Dec 24, 2018 | 250 | Dec 20, 2019 | 319 |
| -24.87% | Jul 8, 2011 | 61 | Oct 3, 2011 | 315 | Jan 4, 2013 | 376 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...