First Trust Financials AlphaDEX Fund (FXO)

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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.

First Trust Financials AlphaDEX Fund (FXO) has returned -6.11% so far this year and 8.41% over the past 12 months. Over the last ten years, FXO has had an annualized return of 12.05%, just under the S&P 500 Index benchmark’s 12.16%.

Based on dividend-adjusted daily data since May 10, 2007, FXO's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +22.3%, while the worst month was Mar 2020 at -27.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FXO closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +17.1%, while the worst single day was Mar 16, 2020 at -12.6%.

First Trust Financials AlphaDEX Fund has an annualized alpha of 0.75%, beta of 1.03, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 11, 2007.

• This ETF participated in 111.89% of S&P 500 Index downside but only 111.78% of its upside — more exposed to losses than it benefited from rallies.
• With beta of 1.03 and R² of 0.63, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

FXO has an expense ratio of 0.62%, placing it in the medium range.

FXO ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for First Trust Financials AlphaDEX Fund (FXO) and compare them to a chosen benchmark (S&P 500 Index).

First Trust Financials AlphaDEX Fund provided a 2.30% dividend yield over the last twelve months, with an annual payout of $1.29 per share.

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.

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.

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 8.92%.

The chart below shows the rolling one-month volatility.