First Trust Japan AlphaDEX Fund (FJP)
FJP is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX Japan Index. FJP launched on Apr 18, 2011 and has a 0.80% expense ratio.
ETF Info
US33737J1584
33737J158
Apr 18, 2011
Developed Asia Pacific (Japan)
1x
NASDAQ AlphaDEX Japan Index
Large-Cap
Blend
Expense Ratio
FJP has an expense ratio of 0.80%, placing it in 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.
Performance
Performance Chart
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Returns By Period
First Trust Japan AlphaDEX Fund (FJP) returned 12.11% year-to-date (YTD) and 14.51% over the past 12 months. Over the past 10 years, FJP returned 3.23% annually, underperforming the S&P 500 benchmark at 10.84%.
FJP
12.11%
1.97%
14.39%
14.51%
10.51%
7.42%
3.23%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of FJP, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.26% | 2.92% | 1.78% | 1.37% | 4.26% | 12.11% | |||||||
| 2024 | 3.22% | 2.06% | 4.43% | -4.60% | 1.83% | -3.11% | 3.79% | 0.46% | 0.99% | -4.67% | 2.82% | -1.00% | 5.80% |
| 2023 | 5.70% | -2.08% | 3.34% | 0.58% | -1.58% | 8.19% | 5.65% | -1.48% | -0.40% | -3.30% | 4.57% | 2.41% | 23.00% |
| 2022 | -2.11% | 0.09% | 1.18% | -9.59% | 2.66% | -8.25% | 2.57% | -1.35% | -9.62% | -0.09% | 13.76% | -0.66% | -12.83% |
| 2021 | -1.29% | 1.15% | 3.70% | -2.27% | 0.43% | -1.44% | -0.82% | 1.80% | 2.60% | -3.16% | -4.42% | 2.92% | -1.13% |
| 2020 | -3.67% | -9.57% | -8.01% | 5.33% | 7.92% | 0.68% | -1.69% | 6.41% | 1.74% | -4.58% | 8.78% | 2.26% | 3.61% |
| 2019 | 3.91% | -0.60% | 0.19% | 0.51% | -7.04% | 4.53% | -1.69% | -3.03% | 4.61% | 4.20% | 1.07% | 1.47% | 7.72% |
| 2018 | 2.85% | -3.54% | -0.90% | -0.50% | -1.45% | -3.55% | 0.76% | -0.94% | 4.38% | -11.11% | 2.73% | -7.99% | -18.60% |
| 2017 | 3.09% | 2.28% | 1.51% | 0.40% | 1.16% | 1.70% | 2.72% | 0.80% | 2.25% | 3.74% | 3.31% | 1.75% | 27.63% |
| 2016 | -4.37% | -5.59% | 6.58% | -0.86% | 3.76% | -2.33% | 3.42% | -0.32% | 5.37% | 1.32% | -4.61% | 0.89% | 2.39% |
| 2015 | 3.42% | 5.41% | 1.52% | 0.42% | 2.28% | -1.73% | 0.50% | -6.60% | -5.11% | 6.95% | 2.47% | -3.40% | 5.35% |
| 2014 | -5.72% | 2.41% | -2.86% | -1.37% | 5.42% | 5.89% | 0.56% | -0.89% | -2.16% | 0.57% | -2.62% | -0.90% | -2.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FJP is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Japan AlphaDEX Fund (FJP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
First Trust Japan AlphaDEX Fund provided a 2.32% dividend yield over the last twelve months, with an annual payout of $1.35 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.35 | $1.65 | $1.76 | $0.94 | $1.21 | $0.51 | $1.41 | $0.74 | $0.78 | $0.69 | $0.40 | $0.49 |
Dividend yield | 2.32% | 3.18% | 3.48% | 2.21% | 2.43% | 0.99% | 2.81% | 1.54% | 1.29% | 1.46% | 0.85% | 1.08% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Japan 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $1.65 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.12 | $1.76 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.94 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $1.21 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.51 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.81 | $1.41 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.74 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.78 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.69 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.40 |
| 2014 | $0.32 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.49 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Japan 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 Japan AlphaDEX Fund was 41.51%, occurring on Mar 16, 2020. Recovery took 1009 trading sessions.
The current First Trust Japan AlphaDEX Fund drawdown is 1.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.51% | Jan 24, 2018 | 539 | Mar 16, 2020 | 1009 | Mar 20, 2024 | 1548 |
| -25.37% | Aug 3, 2011 | 129 | Jun 4, 2012 | 142 | May 14, 2013 | 271 |
| -22.46% | May 26, 2015 | 182 | Feb 11, 2016 | 272 | Mar 13, 2017 | 454 |
| -17.02% | Mar 26, 2025 | 9 | Apr 7, 2025 | 31 | May 21, 2025 | 40 |
| -16.43% | May 22, 2013 | 11 | Jun 6, 2013 | 156 | Jan 17, 2014 | 167 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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