- ISIN
- US33734X1019
- CUSIP
- 33734X101
- Issuer
- First Trust
- Inception Date
- May 8, 2007
- Region
- North America (U.S.)
- Category
- Consumer Discretionary Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- StrataQuant Consumer Discretionary Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $266M
Share Price Chart
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Performance
FXD Performance Chart
First Trust Consumer Discretionary AlphaDEX Fund (FXD) is up 0.1% since the beginning of the year. FXD is currently trading at $68 per share. Investors who bought $1,000 worth of FXD shares 5 years ago would now be looking at an investment worth $1,185.
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Returns By Period
First Trust Consumer Discretionary AlphaDEX Fund (FXD) has returned 0.06% so far this year and 10.64% over the past 12 months. Over the last ten years, FXD has returned 8.49% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
First Trust Consumer Discretionary AlphaDEX Fund
- 1D
- -0.09%
- 1M
- 3.34%
- YTD
- 0.06%
- 6M
- -1.23%
- 1Y
- 10.64%
- 3Y*
- 9.79%
- 5Y*
- 3.45%
- 10Y*
- 8.49%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
FXD Monthly Returns History
Based on dividend-adjusted daily data since May 10, 2007, FXD's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +26.4%, while the worst month was Mar 2020 at -31.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FXD closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -15.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.67% | 0.94% | -7.69% | 4.77% | 1.32% | 0.49% | 0.06% | ||||||
| 2025 | 3.39% | -5.03% | -8.56% | -2.19% | 8.69% | 3.42% | 1.83% | 6.39% | -0.63% | -3.48% | 2.71% | 1.28% | 6.70% |
| 2024 | -2.41% | 7.16% | 4.79% | -9.37% | 4.09% | -1.44% | 1.30% | 1.57% | 2.98% | -1.56% | 8.51% | -4.11% | 10.57% |
| 2023 | 14.20% | -3.53% | -1.87% | 0.58% | -5.69% | 12.20% | 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% | 2.55% | 22.72% |
Benchmark Metrics
First Trust Consumer Discretionary AlphaDEX Fund has an annualized alpha of 0.09%, beta of 0.97, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since May 10, 2007.
- This ETF participated in 117.33% of S&P 500 Index downside but only 114.41% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.97 and R2 of 0.66, 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
- 0.09%
- Beta
- 0.97
- R²
- 0.66
- Upside Capture
- 114.41%
- Downside Capture
- 117.33%
Expense Ratio
FXD has an expense ratio of 0.63%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FXD ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) 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.
| FXD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.32 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.46 | -1.69 |
| Martin ratioReturn relative to average drawdown | 1.90 | 10.92 | -9.02 |
Dividends
Dividend History
First Trust Consumer Discretionary AlphaDEX Fund provided a 0.76% dividend yield over the last twelve months, with an annual payout of $0.52 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.52 | $0.55 | $0.57 | $0.41 | $0.48 | $0.39 | $0.22 | $0.42 | $0.40 | $0.39 | $0.37 | $0.31 |
Dividend yield | 0.76% | 0.80% | 0.89% | 0.70% | 1.00% | 0.62% | 0.42% | 0.92% | 1.08% | 0.93% | 1.05% | 0.90% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.11 | ||||||
| 2025 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.55 |
| 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 | $0.14 | $0.00 | $0.00 | $0.16 | $0.39 |
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 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 483 trading sessions.
The current First Trust Consumer Discretionary AlphaDEX Fund drawdown is 5.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -65.27%Mar 2009 | 1y 8mo | 1y 11mo | 3y 6moJul 2007 - Feb 2011 |
COVID crash2020 | -49.54%Mar 2020 | 27d | 8mo | 8mo 27dFeb 2020 - Nov 2020 |
Bear market2022 | -33.74%Sep 2022 | 10mo 17d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 |
2025 selloff2025 | -26.02%Apr 2025 | 4mo 4d | 4mo 16d | 8mo 20dDec 2024 - Aug 2025 |
2011 bear market2011 | -24.03%Oct 2011 | 2mo 27d | 5mo 12d | 8mo 9dJul 2011 - Mar 2012 |
Drawdown Indicators
| FXD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.27% | -56.78% | -8.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.94% | -9.10% | -4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -26.02% | -18.90% | -7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -33.74% | -25.43% | -8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -49.54% | -33.92% | -15.62% |
Current DrawdownCurrent decline from peak | -5.29% | -3.21% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -10.95% | -10.71% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 2.04% | +3.56% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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