PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
First Trust Financials AlphaDEX Fund (FXO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33734X1357
CUSIP33734X135
IssuerFirst Trust
Inception DateMay 8, 2007
RegionNorth America (U.S.)
CategoryFinancials Equities
Index TrackedStrataQuant Financials Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust Financials AlphaDEX Fund has a high expense ratio of 0.62%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.62%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with FXO

First Trust Financials AlphaDEX Fund

Popular comparisons: FXO vs. KCE, FXO vs. IXG, FXO vs. VFH, FXO vs. JEPI, FXO vs. VOO, FXO vs. COWZ, FXO vs. CALF, FXO vs. IAI, FXO vs. BCD, FXO vs. IHI

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.


140.00%160.00%180.00%200.00%220.00%240.00%OctoberNovemberDecember2024FebruaryMarch
230.38%
248.54%
FXO (First Trust Financials AlphaDEX Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Financials AlphaDEX Fund had a return of 9.57% year-to-date (YTD) and 34.27% in the last 12 months. Over the past 10 years, First Trust Financials AlphaDEX Fund had an annualized return of 10.59%, which was very close to the S&P 500 benchmark's annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date9.57%10.04%
1 month7.41%3.53%
6 months27.88%22.79%
1 year34.27%32.16%
5 years (annualized)12.32%13.15%
10 years (annualized)10.59%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.74%2.77%
2023-4.68%-3.42%-4.36%10.83%8.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for First Trust Financials AlphaDEX Fund (FXO) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FXO
First Trust Financials AlphaDEX Fund
1.71
^GSPC
S&P 500
2.76

Sharpe Ratio

The current First Trust Financials AlphaDEX Fund Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.71
2.76
FXO (First Trust Financials AlphaDEX Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Financials AlphaDEX Fund granted a 2.62% dividend yield in the last twelve months. The annual payout for that period amounted to $1.24 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.24$1.29$1.02$0.88$0.89$0.58$0.70$0.51$0.37$0.35$0.36$0.26

Dividend yield

2.62%2.98%2.49%1.91%2.60%1.72%2.60%1.62%1.35%1.51%1.54%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
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
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
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
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
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
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
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
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
2013$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FXO (First Trust Financials AlphaDEX Fund)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.3%Jun 14, 2007348Mar 6, 20091031Apr 11, 20131379
-48.55%Feb 21, 202022Mar 23, 2020179Dec 4, 2020201
-28.8%Jan 12, 2022329May 4, 2023220Mar 20, 2024549
-21.48%Sep 21, 201865Dec 24, 2018137Jul 12, 2019202
-19.26%Aug 18, 2015123Feb 11, 2016122Aug 5, 2016245

Volatility

Volatility Chart

The current First Trust Financials AlphaDEX Fund volatility is 3.46%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.46%
2.82%
FXO (First Trust Financials AlphaDEX Fund)
Benchmark (^GSPC)