First Trust Financials AlphaDEX Fund (FXO)
FXO is a passive ETF by First Trust tracking the investment results of the StrataQuant Financials Index. FXO launched on May 8, 2007 and has a 0.62% expense ratio.
ETF Info
US33734X1357
33734X135
May 8, 2007
North America (U.S.)
1x
StrataQuant Financials Index
Multi-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Financials 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 Financials AlphaDEX Fund had a return of 32.72% year-to-date (YTD) and 47.75% in the last 12 months. Over the past 10 years, First Trust Financials AlphaDEX Fund had an annualized return of 11.92%, outperforming the S&P 500 benchmark which had an annualized return of 11.16%.
FXO
32.72%
4.68%
20.06%
47.75%
14.54%
11.92%
^GSPC (Benchmark)
23.62%
0.54%
11.19%
30.63%
13.61%
11.16%
Monthly Returns
The table below presents the monthly returns of FXO, 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 | 0.74% | 2.77% | 6.39% | -5.66% | 4.62% | -0.70% | 9.14% | 1.88% | -0.11% | 3.29% | 32.72% | ||
| 2023 | 10.91% | -2.31% | -15.39% | 0.80% | -6.24% | 7.83% | 10.05% | -4.68% | -3.42% | -4.36% | 10.83% | 8.91% | 9.28% |
| 2022 | -0.22% | 0.17% | -0.40% | -9.58% | 5.16% | -10.58% | 6.82% | -1.74% | -9.02% | 13.12% | 5.57% | -5.98% | -9.24% |
| 2021 | 1.93% | 12.28% | 6.47% | 5.82% | 3.54% | -3.76% | -0.66% | 5.23% | -2.56% | 6.78% | -4.64% | 3.38% | 37.76% |
| 2020 | -1.67% | -10.77% | -27.41% | 13.10% | 2.89% | 4.52% | 1.45% | 2.86% | -3.59% | 7.57% | 15.94% | 9.02% | 5.95% |
| 2019 | 10.59% | 3.65% | -2.07% | 5.98% | -6.42% | 5.80% | 2.15% | -4.42% | 3.53% | 0.44% | 4.07% | 1.51% | 26.31% |
| 2018 | 2.94% | -3.48% | 0.05% | 0.00% | 1.77% | -0.29% | 2.23% | 2.53% | -2.22% | -6.75% | 2.11% | -10.32% | -11.72% |
| 2017 | 0.78% | 4.52% | -2.39% | 0.32% | -0.86% | 4.18% | 2.83% | -1.39% | 2.67% | 2.29% | 2.96% | 0.91% | 17.88% |
| 2016 | -8.11% | -1.03% | 7.42% | 2.48% | 3.41% | -3.10% | 4.15% | 2.53% | -1.21% | -0.91% | 9.01% | 3.52% | 18.34% |
| 2015 | -3.82% | 4.92% | 0.75% | -0.47% | 1.79% | -0.54% | 2.99% | -6.30% | -1.58% | 5.88% | 1.26% | -3.05% | 1.12% |
| 2014 | -4.42% | 3.66% | 1.64% | -1.37% | 1.02% | 2.79% | -2.70% | 4.39% | -3.02% | 3.75% | 2.21% | 0.94% | 8.75% |
| 2013 | 8.10% | 2.66% | 4.57% | 1.16% | 3.09% | -0.31% | 5.48% | -3.68% | 3.81% | 4.50% | 3.73% | 1.96% | 40.62% |
Expense Ratio
FXO features an expense ratio of 0.62%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FXO is 86, placing it in the top 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Financials AlphaDEX Fund (FXO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Financials AlphaDEX Fund provided a 1.93% dividend yield over the last twelve months, with an annual payout of $1.09 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.09 | $1.29 | $1.02 | $0.88 | $0.89 | $0.58 | $0.70 | $0.51 | $0.37 | $0.35 | $0.36 | $0.26 |
Dividend yield | 1.93% | 2.98% | 2.49% | 1.91% | 2.60% | 1.72% | 2.60% | 1.62% | 1.35% | 1.51% | 1.53% | 1.21% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Financials 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 | $0.16 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.71 | |
| 2023 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.38 | $1.29 |
| 2022 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.37 | $1.02 |
| 2021 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.30 | $0.88 |
| 2020 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.21 | $0.89 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 | $0.58 |
| 2018 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.30 | $0.70 |
| 2017 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.22 | $0.51 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.37 |
| 2015 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.16 | $0.35 |
| 2014 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.36 |
| 2013 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.26 |
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 Financials 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 Financials AlphaDEX Fund was 71.30%, occurring on Mar 6, 2009. Recovery took 1031 trading sessions.
The current First Trust Financials AlphaDEX Fund drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.3% | Jun 14, 2007 | 348 | Mar 6, 2009 | 1031 | Apr 11, 2013 | 1379 |
| -48.55% | Feb 21, 2020 | 22 | Mar 23, 2020 | 179 | Dec 4, 2020 | 201 |
| -28.8% | Jan 12, 2022 | 329 | May 4, 2023 | 220 | Mar 20, 2024 | 549 |
| -21.48% | Sep 21, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
| -19.26% | Aug 18, 2015 | 123 | Feb 11, 2016 | 122 | Aug 5, 2016 | 245 |
Volatility
Volatility Chart
The current First Trust Financials AlphaDEX Fund volatility is 8.75%, 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.