First Trust Materials AlphaDEX Fund (FXZ)
FXZ is a passive ETF by First Trust tracking the investment results of the StrataQuant Materials Index. FXZ launched on May 8, 2007 and has a 0.67% expense ratio.
ETF Info
US33734X1688
33734X168
May 8, 2007
North America (U.S.)
1x
StrataQuant Materials Index
Multi-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Materials 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 Materials AlphaDEX Fund had a return of -6.42% year-to-date (YTD) and 3.75% in the last 12 months. Over the past 10 years, First Trust Materials AlphaDEX Fund had an annualized return of 8.54%, while the S&P 500 had an annualized return of 11.13%, indicating that First Trust Materials AlphaDEX Fund did not perform as well as the benchmark.
FXZ
-6.42%
-4.67%
-7.89%
3.75%
12.37%
8.54%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of FXZ, 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 | -4.18% | 1.95% | 6.19% | -5.66% | 3.28% | -6.45% | 3.69% | -2.29% | 2.53% | -2.49% | -6.42% | ||
| 2023 | 16.42% | -2.33% | -4.82% | -3.95% | -8.13% | 12.23% | 6.20% | -2.53% | -4.64% | -5.11% | 7.05% | 8.18% | 16.27% |
| 2022 | -5.41% | 10.71% | 10.17% | -2.78% | 2.25% | -20.27% | 9.59% | -2.79% | -13.30% | 10.58% | 12.34% | -5.58% | -0.92% |
| 2021 | -1.23% | 7.81% | 7.96% | 4.71% | 7.12% | -6.82% | 0.66% | 1.29% | -4.20% | 7.40% | -3.89% | 8.01% | 30.84% |
| 2020 | -7.86% | -8.78% | -18.42% | 15.67% | 6.30% | 3.77% | 3.20% | 6.12% | -0.59% | 3.20% | 17.27% | 6.30% | 22.52% |
| 2019 | 11.09% | 3.63% | -1.34% | 2.01% | -10.90% | 11.94% | -0.16% | -7.84% | 5.71% | 1.05% | 4.76% | 2.14% | 21.52% |
| 2018 | 3.39% | -4.74% | -2.24% | -1.76% | 4.05% | -2.68% | 3.66% | -2.21% | -2.12% | -12.45% | 3.84% | -10.44% | -22.63% |
| 2017 | 5.33% | 0.53% | 0.05% | 0.58% | -0.89% | 2.64% | -0.03% | 0.47% | 4.25% | 3.48% | 1.11% | 4.19% | 23.73% |
| 2016 | -7.47% | 6.50% | 11.69% | 4.80% | -0.59% | 0.85% | 6.23% | 0.95% | -1.08% | -3.13% | 9.21% | -0.50% | 29.13% |
| 2015 | -5.29% | 8.57% | -1.93% | 1.95% | 1.20% | -3.50% | -2.85% | -3.68% | -8.41% | 10.16% | -0.07% | -4.83% | -9.85% |
| 2014 | -3.75% | 6.54% | 0.44% | -1.17% | 2.04% | 2.01% | -4.66% | 3.96% | -4.78% | -1.37% | 0.66% | -0.31% | -1.02% |
| 2013 | 5.58% | -1.61% | 2.30% | -2.08% | 3.58% | -4.03% | 5.28% | -1.15% | 5.31% | 5.17% | 1.67% | 4.71% | 26.92% |
Expense Ratio
FXZ features an expense ratio of 0.67%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FXZ is 10, indicating that it is in the bottom 10% 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 Materials AlphaDEX Fund (FXZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Materials AlphaDEX Fund provided a 1.56% dividend yield over the last twelve months, with an annual payout of $1.00 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 | $1.00 | $1.36 | $0.94 | $0.69 | $0.73 | $0.63 | $0.46 | $0.44 | $0.43 | $0.36 | $0.55 | $0.29 |
Dividend yield | 1.56% | 1.97% | 1.56% | 1.11% | 1.51% | 1.58% | 1.38% | 1.01% | 1.19% | 1.26% | 1.73% | 0.90% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Materials 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 | $0.19 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.69 | |
| 2023 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.31 | $1.36 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.26 | $0.94 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.24 | $0.69 |
| 2020 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.19 | $0.73 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.20 | $0.63 |
| 2018 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.17 | $0.46 |
| 2017 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.44 |
| 2016 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.17 | $0.43 |
| 2015 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.15 | $0.36 |
| 2014 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.24 | $0.55 |
| 2013 | $0.05 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.29 |
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 Materials 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 Materials AlphaDEX Fund was 65.46%, occurring on Mar 6, 2009. Recovery took 446 trading sessions.
The current First Trust Materials AlphaDEX Fund drawdown is 10.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.46% | May 19, 2008 | 197 | Mar 6, 2009 | 446 | Dec 10, 2010 | 643 |
| -49.41% | Jan 29, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
| -32.58% | May 11, 2011 | 101 | Oct 3, 2011 | 304 | Dec 18, 2012 | 405 |
| -31.2% | Apr 21, 2022 | 109 | Sep 26, 2022 | 381 | Apr 3, 2024 | 490 |
| -26.86% | Jul 7, 2014 | 392 | Jan 25, 2016 | 116 | Jul 11, 2016 | 508 |
Volatility
Volatility Chart
The current First Trust Materials AlphaDEX Fund volatility is 5.94%, 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.