- ISIN
- US33735J1016
- CUSIP
- 33735J101
- Issuer
- First Trust
- Inception Date
- May 8, 2007
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- NASDAQ AlphaDEX Large Cap Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
FTA Performance Chart
First Trust Large Cap Value AlphaDEX Fund (FTA) is up 11.3% since the beginning of the year. FTA is currently trading at $95 per share. Investors who bought $1,000 worth of FTA shares 5 years ago would now be looking at an investment worth $1,619.
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Returns By Period
First Trust Large Cap Value AlphaDEX Fund (FTA) has returned 11.25% so far this year and 25.74% over the past 12 months. Over the last ten years, FTA has returned 11.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
First Trust Large Cap Value AlphaDEX Fund
- 1D
- 0.49%
- 1M
- 0.56%
- YTD
- 11.25%
- 6M
- 10.55%
- 1Y
- 25.74%
- 3Y*
- 16.10%
- 5Y*
- 10.11%
- 10Y*
- 11.55%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FTA Monthly Returns History
Based on dividend-adjusted daily data since May 11, 2007, FTA's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +23.7%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FTA closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.72% | 5.20% | -2.30% | 3.10% | 0.15% | 0.12% | 11.25% | ||||||
| 2025 | 2.82% | -0.20% | -1.72% | -4.17% | 2.71% | 4.54% | 0.44% | 5.38% | 0.61% | -0.74% | 3.90% | 0.85% | 14.94% |
| 2024 | -0.86% | 2.88% | 6.15% | -4.15% | 2.72% | -1.69% | 5.53% | 1.46% | 0.99% | -1.46% | 7.07% | -7.90% | 10.13% |
| 2023 | 8.80% | -3.72% | -3.25% | -0.69% | -5.48% | 7.49% | 5.44% | -4.09% | -3.33% | -3.27% | 7.60% | 5.81% | 10.08% |
| 2022 | -0.41% | -0.54% | 2.27% | -4.08% | 3.68% | -11.04% | 6.39% | -2.72% | -9.76% | 11.81% | 7.55% | -4.35% | -3.73% |
| 2021 | 1.27% | 5.79% | 8.46% | 3.57% | 2.63% | -2.65% | 0.23% | 2.29% | -3.87% | 4.36% | -2.40% | 7.13% | 29.32% |
Benchmark Metrics
First Trust Large Cap Value AlphaDEX Fund has an annualized alpha of 0.74%, beta of 0.92, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since May 11, 2007.
- With beta of 0.92 and R2 of 0.71, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.74%
- Beta
- 0.92
- R²
- 0.71
- Upside Capture
- 102.39%
- Downside Capture
- 104.35%
Expense Ratio
FTA has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FTA ranks 77 for risk / return — better than 77% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Large Cap Value AlphaDEX Fund (FTA) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.03 | 2.78 | +2.25 |
| Martin ratioReturn relative to average drawdown | 15.86 | 12.44 | +3.42 |
Dividends
Dividend History
First Trust Large Cap Value AlphaDEX Fund provided a 1.67% dividend yield over the last twelve months, with an annual payout of $1.60 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.60 | $1.63 | $1.55 | $1.49 | $1.42 | $1.07 | $1.11 | $1.06 | $1.06 | $0.84 | $0.73 | $0.79 |
Dividend yield | 1.67% | 1.89% | 2.02% | 2.10% | 2.15% | 1.54% | 2.03% | 1.88% | 2.28% | 1.53% | 1.56% | 2.05% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Large Cap Value 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.36 | ||||||
| 2025 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.52 | $1.63 |
| 2024 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.45 | $1.55 |
| 2023 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.49 | $1.49 |
| 2022 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.53 | $1.42 |
| 2021 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.28 | $0.05 | $0.00 | $0.35 | $1.07 |
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 Large Cap Value 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 Large Cap Value AlphaDEX Fund was 62.45%, occurring on Mar 6, 2009. Recovery took 525 trading sessions.
The current First Trust Large Cap Value AlphaDEX Fund drawdown is 2.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.45%Mar 2009 | 1y 7mo | 2y 1mo | 3y 8moJul 2007 - Apr 2011 |
COVID crash2020 | -44.97%Mar 2020 | 2mo 2d | 9mo 19d | 11mo 21dJan 2020 - Jan 2021 |
2016 bear market2016 | -23.80%Jan 2016 | 8mo 20d | 9mo 25d | 1y 6moMay 2015 - Nov 2016 |
Rate-hike selloffLate 2018 | -22.29%Dec 2018 | 10mo 29d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
2011 bear market2011 | -22.04%Oct 2011 | 4mo 25d | 4mo 8d | 9mo 3dMay 2011 - Feb 2012 |
Drawdown Indicators
| FTA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.45% | -56.78% | -5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -9.10% | +3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -18.90% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.80% | -25.43% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -44.97% | -33.92% | -11.05% |
Current DrawdownCurrent decline from peak | -2.01% | -1.80% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -10.71% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.03% | -0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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