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First Trust International Equity Opportunities ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33734X8535

CUSIP

33734X853

Inception Date

Nov 5, 2014

Region

Broad Asia (Broad)

Leveraged

1x

Index Tracked

IPOX International Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FPXI has an expense ratio of 0.70%, 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 International Equity Opportunities ETF (FPXI) returned 11.96% year-to-date (YTD) and 12.11% over the past 12 months. Over the past 10 years, FPXI returned 6.34% annually, underperforming the S&P 500 benchmark at 10.85%.


FPXI

YTD

11.96%

1M

6.11%

6M

5.95%

1Y

12.11%

3Y*

6.00%

5Y*

3.55%

10Y*

6.34%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.83%-2.28%-5.19%5.63%6.11%11.96%
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%1.94%9.56%
2022-9.93%-1.70%-4.41%-9.15%2.82%-4.26%-0.05%-5.45%-12.72%-0.95%12.39%-1.92%-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%
20200.02%-1.59%-7.26%12.00%11.85%10.55%8.52%8.14%-4.50%-1.21%11.79%9.63%71.50%
20199.93%4.07%0.25%1.44%-3.15%6.65%2.81%1.78%-4.05%4.19%2.43%3.84%33.69%
201810.68%-4.83%-0.27%-1.32%-1.31%-3.16%2.29%-1.57%0.83%-11.83%3.45%-5.24%-13.07%
20175.70%1.33%5.03%3.23%5.45%0.88%5.79%2.95%0.78%1.78%-1.24%2.23%39.32%
2016-9.98%-2.54%9.80%0.27%-1.15%-4.34%5.78%2.35%3.65%-1.57%-3.59%-1.28%-3.99%
2015-4.24%6.88%-0.97%7.03%-0.59%-0.78%-4.03%-8.09%-6.74%9.09%-1.64%0.44%-5.13%
20142.48%-5.35%-3.01%
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 FPXI is 44, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FPXI is 4444
Overall Rank
The Sharpe Ratio Rank of FPXI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FPXI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FPXI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FPXI is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FPXI is 5454
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 International Equity Opportunities ETF (FPXI) 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 International Equity Opportunities ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.55
  • 5-Year: 0.16
  • 10-Year: 0.32
  • All Time: 0.33

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 International Equity Opportunities ETF 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 International Equity Opportunities ETF provided a 0.83% dividend yield over the last twelve months, with an annual payout of $0.44 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.44$0.44$0.30$0.44$0.41$0.12$0.27$0.53$0.27$0.46$0.36$0.01

Dividend yield

0.83%0.93%0.71%1.13%0.71%0.18%0.67%1.75%0.75%1.79%1.34%0.04%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.01$0.12
2019$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.02$0.00$0.00$0.07$0.27
2018$0.00$0.00$0.01$0.00$0.00$0.28$0.00$0.00$0.14$0.00$0.00$0.10$0.53
2017$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.13$0.27
2016$0.00$0.00$0.01$0.00$0.00$0.22$0.00$0.00$0.11$0.00$0.00$0.12$0.46
2015$0.00$0.00$0.05$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$0.00$0.36
2014$0.01$0.01

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 30.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.78%Feb 17, 2021426Oct 24, 2022
-31.59%May 26, 2015139Feb 11, 2016304Jun 2, 2017443
-26.99%Feb 20, 202022Mar 20, 202035May 11, 202057
-24.24%Jan 29, 2018223Dec 21, 2018245Dec 16, 2019468
-9.53%Dec 1, 201431Feb 2, 201527Apr 8, 201558
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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