First Trust Consumer Discretionary AlphaDEX Fund (FXD)
FXD is a passive ETF by First Trust tracking the investment results of the StrataQuant Consumer Discretionary Index. FXD launched on May 8, 2007 and has a 0.63% expense ratio.
ETF Info
US33734X1019
33734X101
May 8, 2007
North America (U.S.)
1x
StrataQuant Consumer Discretionary Index
Multi-Cap
Blend
Expense Ratio
FXD features an expense ratio of 0.63%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Consumer Discretionary AlphaDEX Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust Consumer Discretionary AlphaDEX Fund had a return of 12.13% year-to-date (YTD) and 11.67% in the last 12 months. Over the past 10 years, First Trust Consumer Discretionary AlphaDEX Fund had an annualized return of 7.25%, while the S&P 500 had an annualized return of 11.06%, indicating that First Trust Consumer Discretionary AlphaDEX Fund did not perform as well as the benchmark.
FXD
12.13%
2.01%
9.31%
11.67%
8.43%
7.25%
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of FXD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.41% | 7.16% | 4.79% | -9.37% | 4.09% | -1.44% | 1.30% | 1.57% | 2.98% | -1.56% | 8.51% | 12.13% | |
| 2023 | 14.20% | -3.53% | -1.87% | 0.58% | -5.69% | 12.21% | 3.98% | -5.24% | -6.13% | -6.16% | 11.55% | 10.74% | 23.39% |
| 2022 | -7.38% | -1.95% | -3.17% | -5.16% | -2.54% | -10.90% | 10.78% | -3.29% | -9.98% | 10.74% | 8.54% | -6.57% | -21.56% |
| 2021 | 3.16% | 6.34% | 4.35% | 4.35% | -0.28% | 0.32% | 1.00% | 1.01% | -4.36% | 4.58% | -1.88% | 2.56% | 22.72% |
| 2020 | -4.06% | -9.98% | -31.05% | 22.78% | 8.46% | 4.49% | 6.29% | 9.67% | -2.26% | -0.35% | 13.87% | 5.48% | 12.97% |
| 2019 | 10.66% | 2.76% | 0.56% | 4.68% | -9.17% | 7.16% | 1.45% | -4.83% | 2.17% | 2.47% | 2.88% | 2.54% | 24.22% |
| 2018 | 4.59% | -4.88% | -1.87% | -1.24% | 0.67% | 4.26% | 0.12% | 3.27% | -0.68% | -7.06% | 1.63% | -9.92% | -11.60% |
| 2017 | 1.07% | 1.56% | 1.25% | 0.54% | -1.13% | 1.34% | 1.41% | -1.63% | 4.40% | 0.44% | 7.02% | 2.19% | 19.77% |
| 2016 | -5.40% | 2.48% | 6.68% | -1.53% | -1.70% | -0.69% | 6.88% | -0.78% | -1.17% | -2.78% | 5.31% | -1.37% | 5.22% |
| 2015 | -3.27% | 6.53% | 1.28% | -2.92% | 0.99% | 0.10% | 2.08% | -5.42% | -2.59% | 4.29% | -1.37% | -3.04% | -3.93% |
| 2014 | -5.64% | 7.72% | -2.26% | -2.18% | 2.71% | 3.50% | -3.04% | 4.62% | -3.80% | 2.56% | 6.56% | 1.30% | 11.62% |
| 2013 | 7.43% | 1.36% | 4.44% | 2.49% | 4.18% | -0.97% | 6.30% | -2.60% | 5.63% | 3.78% | 3.18% | 1.72% | 43.26% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FXD is 45, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Consumer Discretionary AlphaDEX Fund provided a 1.12% dividend yield over the last twelve months, with an annual payout of $0.73 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.73 | $0.41 | $0.48 | $0.39 | $0.22 | $0.42 | $0.40 | $0.39 | $0.37 | $0.31 | $0.19 | $0.11 |
Dividend yield | 1.12% | 0.70% | 1.00% | 0.62% | 0.42% | 0.92% | 1.08% | 0.93% | 1.05% | 0.91% | 0.52% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Consumer Discretionary 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.20 | $0.57 |
| 2023 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | $0.41 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.48 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.39 |
| 2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.22 |
| 2019 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.12 | $0.42 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.14 | $0.40 |
| 2017 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.39 |
| 2016 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.37 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.31 |
| 2014 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.19 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.11 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Consumer Discretionary 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 Consumer Discretionary AlphaDEX Fund was 65.27%, occurring on Mar 9, 2009. Recovery took 481 trading sessions.
The current First Trust Consumer Discretionary AlphaDEX Fund drawdown is 4.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.27% | Jul 10, 2007 | 316 | Mar 9, 2009 | 481 | Feb 4, 2011 | 797 |
| -49.54% | Feb 20, 2020 | 20 | Mar 18, 2020 | 168 | Nov 13, 2020 | 188 |
| -33.74% | Nov 17, 2021 | 219 | Sep 30, 2022 | 373 | Mar 27, 2024 | 592 |
| -24.03% | Jul 8, 2011 | 61 | Oct 3, 2011 | 111 | Mar 13, 2012 | 172 |
| -22.16% | Jan 25, 2018 | 231 | Dec 24, 2018 | 227 | Nov 18, 2019 | 458 |
Volatility
Volatility Chart
The current First Trust Consumer Discretionary AlphaDEX Fund volatility is 5.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.