First Trust Germany AlphaDEX Fund (FGM)
FGM is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX Germany Index. FGM launched on Feb 14, 2012 and has a 0.80% expense ratio.
ETF Info
| ISIN | US33737J1907 |
|---|---|
| CUSIP | 33737J190 |
| Issuer | First Trust |
| Inception Date | Feb 14, 2012 |
| Region | North America (U.S.) |
| Category | Europe Equities |
| Index Tracked | NASDAQ AlphaDEX Germany Index |
| Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
FGM has a high expense ratio of 0.80%, indicating higher-than-average management fees.
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: FGM vs. EWG, FGM vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Germany 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 Germany AlphaDEX Fund had a return of 5.23% year-to-date (YTD) and 7.17% in the last 12 months. Over the past 10 years, First Trust Germany AlphaDEX Fund had an annualized return of 2.04%, while the S&P 500 had an annualized return of 10.84%, indicating that First Trust Germany AlphaDEX Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.23% | 10.00% |
| 1 month | 4.40% | 2.41% |
| 6 months | 12.33% | 16.70% |
| 1 year | 7.17% | 26.85% |
| 5 years (annualized) | 1.89% | 12.81% |
| 10 years (annualized) | 2.04% | 10.84% |
Monthly Returns
The table below presents the monthly returns of FGM, 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 | -2.88% | 2.62% | 3.85% | -4.11% | 5.23% | ||||||||
| 2023 | 13.22% | -1.90% | -2.47% | 3.97% | -7.54% | 7.54% | 3.28% | -4.00% | -6.00% | -7.29% | 12.12% | 4.42% | 13.28% |
| 2022 | -4.83% | -8.45% | -5.82% | -6.45% | 1.70% | -16.56% | 2.31% | -5.13% | -12.34% | 10.72% | 11.94% | 1.21% | -30.46% |
| 2021 | -0.24% | -0.21% | 5.43% | 3.76% | 5.32% | -2.11% | 0.21% | 2.51% | -6.19% | 1.39% | -4.96% | 1.77% | 6.10% |
| 2020 | -3.81% | -8.90% | -19.55% | 12.12% | 12.36% | 3.32% | 5.95% | 8.07% | -4.10% | -5.25% | 16.73% | 5.21% | 17.26% |
| 2019 | 9.79% | 0.56% | -0.95% | 4.60% | -5.27% | 4.45% | -2.56% | -4.54% | 3.01% | 3.98% | 3.47% | 3.50% | 20.77% |
| 2018 | 5.61% | -7.29% | -0.29% | 1.58% | -2.25% | -5.85% | 5.75% | -0.34% | -4.33% | -10.75% | -2.39% | -6.62% | -25.14% |
| 2017 | 4.48% | 0.16% | 3.99% | 3.95% | 5.87% | 1.02% | 3.86% | 2.94% | 4.09% | 2.26% | 3.50% | 1.25% | 44.28% |
| 2016 | -7.54% | -0.63% | 10.04% | 1.58% | -1.10% | -4.73% | 6.39% | 1.04% | 0.84% | -2.56% | -5.72% | 5.55% | 1.72% |
| 2015 | 1.31% | 6.05% | -0.74% | 0.63% | 0.34% | -1.27% | -0.18% | -5.90% | -5.39% | 6.96% | 1.08% | -0.41% | 1.72% |
| 2014 | -5.04% | 7.46% | -1.52% | 0.07% | 1.95% | -1.75% | -8.76% | -1.07% | -6.45% | -0.79% | 5.97% | -2.97% | -13.24% |
| 2013 | 4.89% | -1.17% | -4.18% | 2.21% | 3.31% | -4.67% | 6.48% | -2.45% | 8.28% | 6.15% | 3.25% | 4.05% | 28.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FGM is 22, indicating that it is in the bottom 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
FGM (First Trust Germany AlphaDEX Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Germany AlphaDEX Fund (FGM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Germany AlphaDEX Fund granted a 3.06% dividend yield in the last twelve months. The annual payout for that period amounted to $1.25 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.25 | $1.10 | $1.92 | $0.77 | $0.68 | $1.02 | $0.82 | $1.08 | $0.48 | $0.41 | $0.69 | $0.66 |
Dividend yield | 3.06% | 2.82% | 5.44% | 1.43% | 1.33% | 2.30% | 2.18% | 2.11% | 1.33% | 1.13% | 1.92% | 1.56% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Germany 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 | $0.15 | $0.00 | $0.00 | $0.15 | |||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $1.10 |
| 2022 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $1.15 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.20 | $1.92 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.17 | $0.77 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.29 | $0.68 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.06 | $1.02 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.82 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.00 | $1.08 |
| 2016 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.48 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.41 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.69 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Germany 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 Germany AlphaDEX Fund was 51.58%, occurring on Mar 18, 2020. Recovery took 200 trading sessions.
The current First Trust Germany AlphaDEX Fund drawdown is 25.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.58% | Jan 24, 2018 | 541 | Mar 18, 2020 | 200 | Jan 5, 2021 | 741 |
| -51.07% | Jun 8, 2021 | 339 | Oct 11, 2022 | — | — | — |
| -25.84% | Jun 9, 2014 | 421 | Feb 9, 2016 | 310 | May 4, 2017 | 731 |
| -18.47% | Apr 9, 2012 | 12 | Jun 5, 2012 | 45 | Sep 14, 2012 | 57 |
| -11% | Feb 4, 2013 | 52 | Apr 18, 2013 | 76 | Aug 8, 2013 | 128 |
Volatility
Volatility Chart
The current First Trust Germany AlphaDEX Fund volatility is 4.14%, 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.