First Trust Industrials/Producer Durables AlphaDEX Fund (FXR)
FXR is a passive ETF by First Trust tracking the investment results of the StrataQuant Industrials Index. FXR launched on May 8, 2007 and has a 0.64% expense ratio.
ETF Info
| ISIN | US33734X1506 |
|---|---|
| CUSIP | 33734X150 |
| Issuer | First Trust |
| Inception Date | May 8, 2007 |
| Region | North America (U.S.) |
| Category | Industrials Equities |
| Leveraged | 1x |
| Index Tracked | StrataQuant Industrials Index |
| Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
FXR features an expense ratio of 0.64%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: FXR vs. RGI, FXR vs. IYJ, FXR vs. FIDU, FXR vs. XLI, FXR vs. VIS, FXR vs. DIA, FXR vs. XLK, FXR vs. FXZ, FXR vs. VOO, FXR vs. SPLG
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Industrials/Producer Durables 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 Industrials/Producer Durables AlphaDEX Fund had a return of 25.62% year-to-date (YTD) and 39.75% in the last 12 months. Over the past 10 years, First Trust Industrials/Producer Durables AlphaDEX Fund had an annualized return of 11.22%, which was very close to the S&P 500 benchmark's annualized return of 11.39%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 25.62% | 25.48% |
| 1 month | 4.76% | 2.14% |
| 6 months | 13.43% | 12.76% |
| 1 year | 39.75% | 33.14% |
| 5 years (annualized) | 13.62% | 13.96% |
| 10 years (annualized) | 11.22% | 11.39% |
Monthly Returns
The table below presents the monthly returns of FXR, 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 | -0.56% | 6.71% | 6.11% | -6.09% | 2.13% | -2.51% | 7.52% | 0.61% | 3.07% | -0.36% | 25.62% | ||
| 2023 | 10.04% | -0.62% | -1.21% | -1.06% | -2.80% | 12.68% | 2.98% | -2.13% | -5.00% | -5.73% | 9.94% | 9.30% | 26.98% |
| 2022 | -7.47% | -1.13% | -0.84% | -5.84% | 1.24% | -10.46% | 11.53% | -5.25% | -9.42% | 10.29% | 6.65% | -4.44% | -16.68% |
| 2021 | -1.85% | 8.18% | 6.45% | 4.36% | 1.44% | -1.49% | 0.85% | 2.74% | -6.07% | 5.35% | -1.90% | 5.49% | 25.07% |
| 2020 | -2.70% | -10.68% | -21.97% | 13.00% | 7.63% | 2.70% | 3.30% | 7.34% | -2.22% | 0.73% | 16.55% | 4.63% | 12.82% |
| 2019 | 12.00% | 4.98% | -0.42% | 4.91% | -7.45% | 9.42% | 0.14% | -3.74% | 2.87% | 2.37% | 4.53% | 1.10% | 33.42% |
| 2018 | 3.45% | -4.55% | -1.08% | -2.80% | 3.77% | -1.87% | 5.63% | 2.89% | -0.15% | -13.10% | 6.52% | -12.59% | -15.12% |
| 2017 | 2.68% | 2.93% | -1.13% | 0.90% | 0.98% | 1.27% | -0.06% | 0.31% | 4.89% | 2.51% | 4.65% | 2.11% | 24.20% |
| 2016 | -6.93% | 5.35% | 8.60% | 2.52% | -0.11% | -3.42% | 5.69% | 1.10% | 0.75% | -0.65% | 12.20% | 0.24% | 26.71% |
| 2015 | -3.82% | 7.61% | -0.73% | -1.25% | -0.07% | -2.96% | -1.27% | -6.21% | -6.31% | 7.39% | 0.58% | -6.07% | -13.41% |
| 2014 | -2.36% | 5.27% | 1.26% | 0.10% | 1.76% | 1.84% | -4.10% | 4.85% | -4.15% | 2.38% | 2.19% | -0.78% | 8.02% |
| 2013 | 7.57% | 1.58% | 5.53% | -2.25% | 5.34% | -2.03% | 6.77% | -2.21% | 6.27% | 5.44% | 3.83% | 3.88% | 46.78% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FXR is 79, placing it in the top 21% 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 Industrials/Producer Durables AlphaDEX Fund (FXR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Industrials/Producer Durables AlphaDEX Fund provided a 0.69% dividend yield over the last twelve months, with an annual payout of $0.56 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 | $0.56 | $0.50 | $0.48 | $0.33 | $0.53 | $0.33 | $0.40 | $0.22 | $0.17 | $0.16 | $0.33 | $0.12 |
Dividend yield | 0.69% | 0.77% | 0.92% | 0.52% | 1.06% | 0.74% | 1.17% | 0.55% | 0.51% | 0.62% | 1.10% | 0.42% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Industrials/Producer Durables 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 | $0.07 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.36 | |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.50 |
| 2022 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.48 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.33 |
| 2020 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.14 | $0.53 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.11 | $0.33 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.19 | $0.40 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.22 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.17 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.16 |
| 2014 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.16 | $0.33 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.12 |
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 Industrials/Producer Durables 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 Industrials/Producer Durables AlphaDEX Fund was 63.81%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
The current First Trust Industrials/Producer Durables AlphaDEX Fund drawdown is 1.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.81% | Jun 8, 2007 | 285 | Mar 9, 2009 | 539 | Apr 27, 2011 | 824 |
| -44.71% | Jan 17, 2020 | 45 | Mar 23, 2020 | 162 | Nov 10, 2020 | 207 |
| -30.16% | Apr 28, 2011 | 110 | Oct 3, 2011 | 313 | Jan 2, 2013 | 423 |
| -27.24% | Feb 25, 2015 | 228 | Jan 20, 2016 | 207 | Nov 11, 2016 | 435 |
| -26.85% | Jan 5, 2022 | 182 | Sep 26, 2022 | 306 | Dec 13, 2023 | 488 |
Volatility
Volatility Chart
The current First Trust Industrials/Producer Durables AlphaDEX Fund volatility is 5.58%, 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.