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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Energy 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.
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Returns By Period
First Trust Energy AlphaDEX Fund (FXN) has returned 36.88% so far this year and 39.08% over the past 12 months. Over the last ten years, FXN has returned 7.49% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
First Trust Energy AlphaDEX Fund
- 1D
- -1.36%
- 1M
- 12.16%
- YTD
- 36.88%
- 6M
- 39.23%
- 1Y
- 39.08%
- 3Y*
- 15.78%
- 5Y*
- 19.32%
- 10Y*
- 7.49%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 10, 2007, FXN's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 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 8 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% | 36.88% | |||||||||
| 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 -2.86%, beta of 1.23, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since May 11, 2007.
- This ETF participated in 134.61% of S&P 500 Index downside but only 115.47% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.44 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
- -2.86%
- Beta
- 1.23
- R²
- 0.44
- Upside Capture
- 115.47%
- Downside Capture
- 134.61%
Expense Ratio
FXN has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FXN ranks 64 for risk / return — better than 64% 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 Energy AlphaDEX Fund (FXN) and compare them to a chosen benchmark (S&P 500 Index).
| FXN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.90 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.39 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.40 | +0.36 |
Martin ratioReturn relative to average drawdown | 5.59 | 6.61 | -1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FXN risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
First Trust Energy AlphaDEX Fund provided a 1.75% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.42 | $0.41 | $0.52 | $0.39 | $0.10 | $0.37 | $0.16 | $0.17 | $0.18 | $0.17 | $0.33 |
Dividend yield | 1.75% | 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 | $0.08 | |||||||||
| 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.
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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 3.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.39% | Jun 24, 2014 | 1447 | Mar 23, 2020 | 1510 | Mar 26, 2026 | 2957 |
| -72.47% | Jun 24, 2008 | 177 | Mar 6, 2009 | 1331 | Jun 19, 2014 | 1508 |
| -16% | Jan 4, 2008 | 13 | Jan 23, 2008 | 22 | Feb 25, 2008 | 35 |
| -15.9% | Jul 20, 2007 | 20 | Aug 16, 2007 | 39 | Oct 11, 2007 | 59 |
| -12.11% | Feb 29, 2008 | 15 | Mar 20, 2008 | 12 | Apr 8, 2008 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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