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First Trust International Equity Opportunities ETF...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US33734X8535
CUSIP
33734X853
Inception Date
Nov 5, 2014
Region
Broad Asia (Broad)
Leveraged
1x (No leverage)
Index Tracked
IPOX International Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust International Equity Opportunities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

First Trust International Equity Opportunities ETF (FPXI) has returned 4.50% so far this year and 32.19% over the past 12 months. Over the last ten years, FPXI has returned 10.10% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


First Trust International Equity Opportunities ETF

1D
3.84%
1M
-9.39%
YTD
4.50%
6M
3.24%
1Y
32.19%
3Y*
15.79%
5Y*
-0.79%
10Y*
10.10%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 7, 2014, FPXI's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2023 with a return of +13.0%, while the worst month was Sep 2022 at -12.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FPXI closed higher 51% of trading days. The best single day was May 18, 2020 with a return of +9.9%, while the worst single day was Mar 12, 2020 at -9.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.39%6.40%-9.39%4.50%
20257.83%-2.28%-5.19%5.63%6.11%7.65%-3.15%7.40%2.03%2.36%-2.49%-1.01%26.37%
2024-2.46%11.09%0.87%-3.62%6.87%-0.45%0.36%2.37%0.11%-0.06%3.29%-5.37%12.62%
20236.30%-5.54%4.52%-2.50%-3.77%2.98%9.12%-4.97%-5.44%-4.29%12.95%1.95%9.56%
2022-9.93%-1.70%-4.40%-9.15%2.82%-4.26%-0.05%-5.45%-12.73%-0.95%12.39%-1.93%-31.83%
20211.63%-0.20%-5.49%2.55%-0.64%2.11%-3.10%4.26%-7.12%2.53%-7.00%-5.56%-15.73%

Benchmark Metrics

First Trust International Equity Opportunities ETF has an annualized alpha of -0.01%, beta of 0.79, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since November 10, 2014.

  • This ETF participated in 96.50% of S&P 500 Index downside but only 83.50% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.48 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-0.01%
Beta
0.79
0.48
Upside Capture
83.50%
Downside Capture
96.50%

Expense Ratio

FPXI has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FPXI ranks 74 for risk / return — better than 74% 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.


FPXI Risk / Return Rank: 7474
Overall Rank
FPXI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FPXI Sortino Ratio Rank: 7575
Sortino Ratio Rank
FPXI Omega Ratio Rank: 7070
Omega Ratio Rank
FPXI Calmar Ratio Rank: 7777
Calmar Ratio Rank
FPXI Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust International Equity Opportunities ETF (FPXI) and compare them to a chosen benchmark (S&P 500 Index).


FPXIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.90

+0.51

Sortino ratio

Return per unit of downside risk

1.97

1.39

+0.58

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

2.14

1.40

+0.74

Martin ratio

Return relative to average drawdown

7.54

6.61

+0.93

Explore FPXI 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 International Equity Opportunities ETF provided a 0.76% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.47$0.42$0.44$0.30$0.44$0.41$0.12$0.27$0.53$0.27$0.53$0.36

Dividend yield

0.76%0.70%0.93%0.71%1.13%0.71%0.18%0.67%1.75%0.75%2.09%1.34%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust International Equity Opportunities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.05
2025$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.07$0.42
2024$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.04$0.00$0.00$0.09$0.44
2023$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.07$0.00$0.00$0.09$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.03$0.00$0.00$0.11$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.09$0.00$0.00$0.08$0.41

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 International Equity Opportunities ETF. 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 International Equity Opportunities ETF was 55.78%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current First Trust International Equity Opportunities ETF drawdown is 17.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.78%Feb 17, 2021426Oct 24, 2022
-31.61%May 26, 2015182Feb 11, 2016329Jun 2, 2017511
-26.99%Feb 20, 202022Mar 20, 202035May 11, 202057
-24.24%Jan 29, 2018228Dec 21, 2018247Dec 16, 2019475
-9.53%Dec 1, 201443Feb 2, 201545Apr 8, 201588

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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