First Trust Europe AlphaDEX Fund (FEP)
FEP is a passive ETF by First Trust tracking the investment results of the Defined Europe Index. FEP launched on Apr 26, 2011 and has a 0.80% expense ratio.
ETF Info
| ISIN | US33737J1170 |
|---|---|
| CUSIP | 33737J117 |
| Issuer | First Trust |
| Inception Date | Apr 26, 2011 |
| Region | Developed Europe (Broad) |
| Category | Europe Equities |
| Leveraged | 1x |
| Index Tracked | Defined Europe Index |
| Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
FEP features an expense ratio of 0.80%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: FEP vs. DFE, FEP vs. IEUR, FEP vs. HEDJ, FEP vs. QYLD, FEP vs. VGK
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Europe 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.
Returns By Period
First Trust Europe AlphaDEX Fund had a return of 4.34% year-to-date (YTD) and 12.37% in the last 12 months. Over the past 10 years, First Trust Europe AlphaDEX Fund had an annualized return of 4.84%, while the S&P 500 had an annualized return of 11.39%, indicating that First Trust Europe AlphaDEX Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.34% | 25.48% |
| 1 month | -4.79% | 2.14% |
| 6 months | -4.91% | 12.76% |
| 1 year | 12.37% | 33.14% |
| 5 years (annualized) | 3.60% | 13.96% |
| 10 years (annualized) | 4.84% | 11.39% |
Monthly Returns
The table below presents the monthly returns of FEP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.34% | 1.89% | 4.77% | -1.76% | 7.20% | -4.67% | 3.56% | 2.02% | 0.89% | -4.03% | 4.34% | ||
| 2023 | 11.09% | -1.45% | -1.26% | 1.94% | -6.10% | 6.10% | 4.82% | -4.32% | -4.09% | -4.73% | 10.76% | 4.84% | 16.85% |
| 2022 | -4.50% | -6.71% | 0.72% | -7.84% | 3.06% | -12.56% | 3.19% | -6.84% | -11.86% | 9.48% | 12.26% | -0.74% | -22.97% |
| 2021 | 0.16% | 2.07% | 4.62% | 3.98% | 5.25% | -2.66% | 2.23% | 1.90% | -5.25% | 4.06% | -4.36% | 4.57% | 17.03% |
| 2020 | -3.04% | -7.76% | -22.76% | 7.57% | 7.90% | 1.91% | 5.26% | 7.37% | -3.01% | -4.91% | 15.48% | 5.86% | 4.11% |
| 2019 | 9.88% | 1.65% | 0.66% | 3.71% | -7.46% | 7.13% | -2.47% | -2.29% | 2.94% | 3.72% | 1.90% | 4.17% | 24.84% |
| 2018 | 6.55% | -5.19% | 0.62% | 1.46% | -0.97% | -2.36% | 3.36% | -2.42% | -0.79% | -11.46% | -3.34% | -5.16% | -19.00% |
| 2017 | 4.47% | 0.36% | 4.57% | 5.95% | 4.37% | -0.51% | 4.11% | 0.86% | 3.46% | 1.46% | -0.16% | 2.67% | 36.27% |
| 2016 | -7.08% | -1.87% | 7.74% | 1.79% | 0.34% | -6.33% | 5.45% | 1.39% | 1.43% | -3.15% | -1.57% | 3.71% | 0.75% |
| 2015 | 1.40% | 6.58% | -2.37% | 2.94% | 1.63% | -2.86% | 1.52% | -5.50% | -4.61% | 7.22% | -1.19% | -1.08% | 2.84% |
| 2014 | -2.39% | 9.96% | -0.22% | -0.31% | -0.25% | -1.28% | -6.57% | 0.65% | -5.45% | -2.50% | 1.80% | -3.24% | -10.25% |
| 2013 | 3.17% | -1.07% | -0.79% | 5.15% | 0.97% | -3.37% | 9.27% | -2.31% | 7.90% | 4.25% | 1.31% | 2.89% | 30.02% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FEP is 30, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Europe AlphaDEX Fund (FEP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Europe AlphaDEX Fund provided a 4.67% dividend yield over the last twelve months, with an annual payout of $1.70 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.70 | $1.19 | $0.96 | $1.51 | $0.88 | $0.99 | $0.81 | $0.64 | $0.62 | $0.65 | $0.72 | $0.52 |
Dividend yield | 4.67% | 3.27% | 3.00% | 3.49% | 2.32% | 2.63% | 2.62% | 1.65% | 2.14% | 2.20% | 2.47% | 1.55% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Europe 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $1.50 | |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.20 | $1.19 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.96 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.52 | $1.51 |
| 2020 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.48 | $0.88 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.23 | $0.99 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.04 | $0.81 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.64 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.62 |
| 2015 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.65 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.18 | $0.72 |
| 2013 | $0.10 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.52 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Europe 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 Europe AlphaDEX Fund was 46.05%, occurring on Mar 18, 2020. Recovery took 203 trading sessions.
The current First Trust Europe AlphaDEX Fund drawdown is 8.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.05% | Jan 29, 2018 | 538 | Mar 18, 2020 | 203 | Jan 6, 2021 | 741 |
| -38.99% | Sep 3, 2021 | 268 | Sep 27, 2022 | — | — | — |
| -34.68% | May 4, 2011 | 142 | Jun 1, 2012 | 237 | Aug 2, 2013 | 379 |
| -26.32% | Jun 9, 2014 | 424 | Feb 11, 2016 | 307 | May 2, 2017 | 731 |
| -7.78% | Jun 8, 2021 | 29 | Jul 19, 2021 | 19 | Aug 13, 2021 | 48 |
Volatility
Volatility Chart
The current First Trust Europe AlphaDEX Fund volatility is 4.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.