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
ISIN | US33734X1357 |
---|---|
CUSIP | 33734X135 |
Issuer | First Trust |
Inception Date | May 8, 2007 |
Region | North America (U.S.) |
Category | Financials Equities |
Index Tracked | StrataQuant Financials Index |
Home Page | www.ftportfolios.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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%.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 9.57% | 10.04% |
1 month | 7.41% | 3.53% |
6 months | 27.88% | 22.79% |
1 year | 34.27% | 32.16% |
5 years (annualized) | 12.32% | 13.15% |
10 years (annualized) | 10.59% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.74% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
First Trust Financials AlphaDEX Fund | 1.71 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 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 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.