- ISIN
- US33734X1274
- CUSIP
- 33734X127
- Issuer
- First Trust
- Inception Date
- May 8, 2007
- Region
- North America (U.S.)
- Category
- Energy Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- StrataQuant Energy Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $379M
Highlights
- Avg. Volume (1M)
- 434K
- Avg. Volume Value (1M)
- $9.20M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
FXN Performance Chart
First Trust Energy AlphaDEX Fund (FXN) is up 35.2% since the beginning of the year. FXN is currently trading at $22 per share. Investors who bought $1,000 worth of FXN shares 5 years ago would now be looking at an investment worth $2,422.
Loading charts...
Compare this symbol against anything
Returns By Period
First Trust Energy AlphaDEX Fund (FXN) has returned 35.16% so far this year and 46.96% over the past 12 months. Over the last ten years, FXN has returned 7.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
First Trust Energy AlphaDEX Fund
- 1D
- 1.52%
- 1M
- 9.73%
- 6M
- 21.31%
- YTD
- 35.16%
- 1Y
- 46.96%
- 3Y*
- 11.13%
- 5Y*
- 19.35%
- 10Y*
- 7.09%
- ALL TIME*
- 2.16%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FXN Monthly Returns History
Based on dividend-adjusted daily data since May 10, 2007, FXN's average daily return is +0.04%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +62.6%, while the worst month was Mar 2020 at -44.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FXN closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +29.0%, while the worst single day was Mar 9, 2020 at -27.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.41% | 9.54% | 12.16% | 0.36% | -4.61% | -5.62% | 9.29% | 35.16% | |||||
| 2025 | 2.20% | -1.32% | 0.89% | -15.80% | 4.10% | 5.50% | 3.89% | 5.07% | -1.04% | -2.64% | 6.05% | -1.49% | 3.39% |
| 2024 | -2.46% | 4.91% | 10.15% | -1.87% | 2.77% | -3.23% | 0.60% | -4.97% | -5.88% | -0.43% | 9.85% | -7.38% | 0.27% |
| 2023 | 1.46% | -6.63% | -2.56% | 0.19% | -7.27% | 9.17% | 10.36% | 1.62% | -0.27% | -0.52% | -2.60% | -0.49% | 0.97% |
| 2022 | 12.92% | 6.76% | 11.19% | -5.08% | 16.34% | -15.43% | 13.82% | 4.94% | -10.90% | 19.60% | 1.07% | -8.76% | 46.92% |
| 2021 | 5.11% | 19.33% | 1.81% | 0.00% | 5.63% | 6.78% | -9.55% | 0.58% | 10.97% | 10.45% | -5.21% | -0.30% | 51.79% |
Benchmark Metrics
First Trust Energy AlphaDEX Fund has an annualized alpha of -3.54%, beta of 1.22, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since May 10, 2007.
- This ETF participated in 133.94% of S&P 500 Index downside but only 110.09% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.43 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.54%
- Beta
- 1.22
- R²
- 0.43
- Upside Capture
- 110.09%
- Downside Capture
- 133.94%
Expense Ratio
FXN has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FXN ranks 75 for risk / return — above 75% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for First Trust Energy AlphaDEX Fund (FXN) 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.
| FXN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 2.00 | +1.21 |
| Martin ratioReturn relative to average drawdown | 8.05 | 8.49 | -0.44 |
Dividends
Dividend History
First Trust Energy AlphaDEX Fund provided a 1.62% dividend yield over the last twelve months, with an annual payout of $0.36 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.42 | $0.41 | $0.52 | $0.39 | $0.10 | $0.37 | $0.16 | $0.17 | $0.18 | $0.17 | $0.33 |
Dividend yield | 1.62% | 2.53% | 2.50% | 3.09% | 2.28% | 0.87% | 4.71% | 1.47% | 1.43% | 1.17% | 1.05% | 2.36% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Energy 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 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.15 | |||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.42 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.09 | $0.41 |
| 2023 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.52 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.10 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Energy 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 Energy AlphaDEX Fund was 87.39%, occurring on Mar 23, 2020. Recovery took 1510 trading sessions.
The current First Trust Energy AlphaDEX Fund drawdown is 4.33%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-87.39%Mar 2020 | 5y 9mo | 6y 4d | 11y 9moJun 2014 - Mar 2026 | COVID crash2020 |
-72.47%Mar 2009 | 8mo 15d | 5y 3mo | 5y 12moJun 2008 - Jun 2014 | Financial crisis2007–2009 |
-16.00%Jan 2008 | 19d | 1mo 3d | 1mo 22dJan 2008 - Feb 2008 | Financial crisis2007–2009 |
-15.90%Aug 2007 | 27d | 1mo 26d | 2mo 23dJul 2007 - Oct 2007 | — |
-13.41%Jul 2026 | 3mo 3d | — | 4mo 5dMar 2026 - now | — |
Drawdown Indicators
| FXN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.39% | -56.78% | -30.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -9.10% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -31.69% | -18.90% | -12.79% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -25.43% | -6.26% |
Max Drawdown (10Y)Largest decline over 10 years | -80.63% | -33.92% | -46.71% |
Current DrawdownCurrent decline from peak | -4.33% | -1.58% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -37.74% | -10.70% | -27.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 2.14% | +3.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FXN
Add First Trust Energy AlphaDEX Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with FXN