First Trust Utilities AlphaDEX Fund (FXU)

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The chart shows the growth of an initial investment of $10,000 in First Trust Utilities 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 Utilities AlphaDEX Fund (FXU) has returned 10.69% so far this year and 23.77% over the past 12 months. Over the last ten years, FXU has returned 9.57% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since May 10, 2007, FXU's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Mar 2021 with a return of +11.9%, while the worst month was Oct 2008 at -15.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FXU closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -10.6%.

First Trust Utilities AlphaDEX Fund has an annualized alpha of 3.03%, beta of 0.66, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since May 11, 2007.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.96%) than losses (60.53%) — typical of diversified or defensive assets.
• Beta of 0.66 may look defensive, but with R² of 0.50 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.50 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

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

FXU ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

First Trust Utilities AlphaDEX Fund provided a 2.11% dividend yield over the last twelve months, with an annual payout of $1.05 per share. The fund has been increasing its distributions for 4 consecutive years.

The table displays the monthly dividend distributions for First Trust Utilities 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 Utilities 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 Utilities AlphaDEX Fund was 49.00%, occurring on Mar 9, 2009. Recovery took 548 trading sessions.

The current First Trust Utilities AlphaDEX Fund drawdown is 2.31%.

The chart below shows the rolling one-month volatility.