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First Trust Latin America AlphaDEX Fund (FLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33737J1253

CUSIP

33737J125

Inception Date

Apr 18, 2011

Region

Latin America (Broad)

Leveraged

1x

Index Tracked

NASDAQ AlphaDEX Latin America Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FLN 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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S&P 500

Returns By Period

First Trust Latin America AlphaDEX Fund (FLN) returned 27.55% year-to-date (YTD) and 3.95% over the past 12 months. Over the past 10 years, FLN returned 4.83% annually, underperforming the S&P 500 benchmark at 10.84%.


FLN

YTD

27.55%

1M

3.33%

6M

18.39%

1Y

3.95%

3Y*

3.15%

5Y*

11.23%

10Y*

4.83%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of FLN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.62%0.00%5.60%8.60%2.39%27.55%
2024-4.71%2.62%2.75%-5.92%-0.85%-6.68%1.64%2.45%0.27%-5.82%-4.30%-6.58%-23.10%
202310.32%-7.11%0.92%4.08%-1.00%9.50%5.52%-3.66%-4.43%-5.08%12.77%6.85%29.68%
20223.07%3.24%12.77%-10.92%10.97%-17.73%5.94%-0.29%-7.87%9.51%1.17%-2.36%2.73%
2021-8.70%-0.65%3.17%5.53%2.04%4.36%-4.17%0.68%-6.27%-6.26%-2.83%7.39%-6.97%
2020-1.02%-13.09%-37.53%8.90%7.04%3.87%13.94%-4.95%-4.98%-0.18%18.31%10.94%-12.28%
201918.70%-4.41%-3.81%0.52%-0.17%5.30%2.46%-5.05%2.11%1.22%-1.40%11.27%27.23%
201812.34%-2.96%0.02%-2.38%-13.57%-4.05%12.03%-8.42%3.07%-0.68%-0.70%-0.39%-8.30%
201710.48%3.94%-1.73%-4.59%-1.46%-1.54%8.84%5.61%2.81%-3.19%-4.08%6.03%21.54%
2016-3.18%2.46%18.00%6.39%-11.81%14.47%11.59%0.98%-2.48%10.77%-7.57%0.87%42.69%
2015-3.90%0.10%-5.33%10.48%-5.27%-1.77%-8.61%-11.37%-6.95%5.77%-0.43%-4.76%-29.22%
2014-10.36%0.10%8.59%-0.92%5.07%2.66%3.42%2.05%-12.01%-0.09%-2.30%-11.58%-16.55%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLN is 20, meaning it’s performing worse than 80% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FLN is 2020
Overall Rank
The Sharpe Ratio Rank of FLN is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FLN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FLN is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FLN is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FLN is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Latin America AlphaDEX Fund (FLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust Latin America AlphaDEX Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.18
  • 5-Year: 0.48
  • 10-Year: 0.17
  • All Time: 0.01

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust Latin America AlphaDEX Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

First Trust Latin America AlphaDEX Fund provided a 4.51% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.87$0.95$0.87$0.93$0.81$0.32$0.43$0.56$2.10$0.20$0.31$0.75

Dividend yield

4.51%6.26%4.17%5.57%4.70%1.63%1.91%3.08%10.27%1.06%2.34%3.96%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Latin America AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.11$0.00$0.00$0.11
2024$0.00$0.00$0.19$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.00$0.95
2023$0.00$0.00$0.04$0.00$0.00$0.52$0.00$0.00$0.16$0.00$0.00$0.15$0.87
2022$0.00$0.00$0.02$0.00$0.00$0.51$0.00$0.00$0.23$0.00$0.00$0.18$0.93
2021$0.00$0.00$0.05$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.40$0.81
2020$0.00$0.00$0.09$0.00$0.00$0.16$0.00$0.00$0.07$0.00$0.00$0.00$0.32
2019$0.00$0.00$0.07$0.00$0.00$0.30$0.00$0.00$0.01$0.00$0.00$0.06$0.43
2018$0.00$0.00$0.02$0.00$0.00$0.30$0.00$0.00$0.04$0.00$0.00$0.20$0.56
2017$0.00$0.00$0.11$0.00$0.00$0.33$0.00$0.00$0.34$0.00$0.00$1.32$2.10
2016$0.00$0.00$0.02$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.00$0.20
2015$0.00$0.00$0.06$0.00$0.00$0.16$0.00$0.00$0.10$0.00$0.00$0.00$0.31
2014$0.04$0.00$0.00$0.47$0.00$0.00$0.12$0.00$0.00$0.13$0.75

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 Latin America 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 Latin America AlphaDEX Fund was 57.93%, occurring on Jan 20, 2016. Recovery took 975 trading sessions.

The current First Trust Latin America AlphaDEX Fund drawdown is 3.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.93%Apr 27, 2011900Jan 20, 2016975Jan 13, 20201875
-57.74%Jan 24, 202038Mar 18, 2020923Dec 14, 2023961
-25.23%Apr 10, 2024186Jan 3, 2025
-6.78%Jan 2, 202414Jan 22, 202446Mar 27, 202460
-1.54%Jan 14, 20202Jan 15, 20202Jan 17, 20204
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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