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ISIN
US33735K1088
CUSIP
33735K108
Inception Date
May 8, 2007
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ AlphaDEX Large Cap Growth Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth
Assets Under Management
$1B

Share Price Chart


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Performance

FTC Performance Chart

First Trust Large Cap Growth AlphaDEX Fund (FTC) is up 21.5% since the beginning of the year. FTC is currently trading at $194 per share. Investors who bought $1,000 worth of FTC shares 5 years ago would now be looking at an investment worth $1,845.


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S&P 500 Index

Returns By Period

First Trust Large Cap Growth AlphaDEX Fund (FTC) has returned 21.48% so far this year and 34.11% over the past 12 months. Looking at the last ten years, FTC has achieved an annualized return of 15.47%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


First Trust Large Cap Growth AlphaDEX Fund

1D
1.00%
1M
8.21%
YTD
21.48%
6M
19.18%
1Y
34.11%
3Y*
26.26%
5Y*
13.03%
10Y*
15.47%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTC Monthly Returns History

Based on dividend-adjusted daily data since May 11, 2007, FTC's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.7%, while the worst month was Oct 2008 at -20.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FTC closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.49%0.82%-5.75%11.21%7.47%5.38%21.48%
20255.45%-3.15%-6.91%1.23%7.71%5.45%3.30%0.48%2.61%1.75%-2.21%0.02%15.89%
20241.89%7.76%2.50%-5.36%3.07%1.94%0.46%3.43%3.32%1.14%11.55%-6.59%26.60%
20234.47%-3.50%1.23%0.42%-1.16%9.83%2.79%-2.05%-5.02%-3.80%11.43%5.83%20.72%
2022-12.22%-1.58%2.80%-9.85%0.30%-8.51%9.98%-3.12%-8.62%9.35%4.50%-6.15%-23.28%
20210.12%2.17%-1.22%5.78%-0.09%6.37%2.71%4.30%-5.54%8.14%-1.19%1.31%24.43%

Benchmark Metrics

First Trust Large Cap Growth AlphaDEX Fund has an annualized alpha of 3.03%, beta of 0.91, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since May 11, 2007.

  • This ETF captured 106.60% of S&P 500 Index gains but only 97.35% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 3.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.91 and R2 of 0.79, 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
3.03%
Beta
0.91
0.79
Upside Capture
106.60%
Downside Capture
97.35%

Expense Ratio

FTC has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FTC ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FTC Risk / Return Rank: 5858
Overall Rank
FTC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FTC Sortino Ratio Rank: 5050
Sortino Ratio Rank
FTC Omega Ratio Rank: 5050
Omega Ratio Rank
FTC Calmar Ratio Rank: 6868
Calmar Ratio Rank
FTC Martin Ratio Rank: 6969
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 Large Cap Growth AlphaDEX Fund (FTC) 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.


FTCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.31

2.78

+0.52

Martin ratioReturn relative to average drawdown

12.43

12.44

0.00

Dividends

Dividend History

First Trust Large Cap Growth AlphaDEX Fund provided a 0.17% dividend yield over the last twelve months, with an annual payout of $0.34 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.34$0.32$0.45$0.71$0.83$0.00$0.39$0.46$0.20$0.25$0.42$0.25

Dividend yield

0.17%0.20%0.32%0.65%0.90%0.00%0.40%0.64%0.35%0.40%0.86%0.52%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.03$0.32
2024$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.28$0.45
2023$0.00$0.00$0.25$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.21$0.71
2022$0.00$0.00$0.09$0.00$0.00$0.13$0.00$0.00$0.28$0.00$0.00$0.33$0.83
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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 Growth 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 Growth AlphaDEX Fund was 54.05%, occurring on Mar 9, 2009. Recovery took 964 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.05%Mar 2009
1y 4mo3y 10mo
5y 2moOct 2007 - Jan 2013
COVID crash2020
-34.66%Mar 2020
1mo 2d3mo 15d
4mo 17dFeb 2020 - Jul 2020
Bear market2022
-31.18%Jun 2022
7mo 2d1y 8mo
2y 3moNov 2021 - Mar 2024
Rate-hike selloffLate 2018
-24.68%Dec 2018
3mo 8d5mo 27d
9mo 5dSep 2018 - Jun 2019
2025 selloff2025
-21.41%Apr 2025
1mo 18d2mo 20d
4mo 8dFeb 2025 - Jun 2025

Drawdown Indicators


FTCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.05%

-56.78%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-9.10%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

-18.90%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

-25.43%

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-33.92%

-0.74%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-9.30%

-10.71%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.03%

+0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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