- ISIN
- US33734X1688
- CUSIP
- 33734X168
- Issuer
- First Trust
- Inception Date
- May 8, 2007
- Region
- North America (U.S.)
- Category
- Materials
- Leveraged
- 1x (No leverage)
- Index Tracked
- StrataQuant Materials Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $430M
Share Price Chart
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Performance
FXZ Performance Chart
First Trust Materials AlphaDEX Fund (FXZ) is up 27.6% since the beginning of the year. FXZ is currently trading at $82 per share. Investors who bought $1,000 worth of FXZ shares 5 years ago would now be looking at an investment worth $1,563.
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Returns By Period
First Trust Materials AlphaDEX Fund (FXZ) has returned 27.55% so far this year and 49.88% over the past 12 months. Over the last ten years, FXZ has returned 11.74% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
First Trust Materials AlphaDEX Fund
- 1D
- -0.37%
- 1M
- 3.14%
- YTD
- 27.55%
- 6M
- 25.29%
- 1Y
- 49.88%
- 3Y*
- 12.13%
- 5Y*
- 9.35%
- 10Y*
- 11.74%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FXZ Monthly Returns History
Based on dividend-adjusted daily data since May 10, 2007, FXZ's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +23.9%, while the worst month was Oct 2008 at -30.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FXZ closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.6%, while the worst single day was Nov 20, 2008 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.87% | 9.81% | -3.11% | 4.89% | 3.60% | -0.50% | 27.55% | ||||||
| 2025 | 5.25% | -3.61% | -3.42% | -3.79% | 1.52% | 5.59% | 0.90% | 7.37% | 0.33% | -2.45% | 4.97% | 3.37% | 16.25% |
| 2024 | -4.18% | 1.95% | 6.19% | -5.66% | 3.28% | -6.45% | 3.69% | -2.29% | 2.53% | -2.49% | 0.52% | -13.07% | -16.31% |
| 2023 | 16.42% | -2.32% | -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% |
Benchmark Metrics
First Trust Materials AlphaDEX Fund has an annualized alpha of 1.82%, beta of 1.04, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since May 10, 2007.
- This ETF captured 126.71% of S&P 500 Index gains and 120.61% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.04 and R2 of 0.59, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.82%
- Beta
- 1.04
- R²
- 0.59
- Upside Capture
- 126.71%
- Downside Capture
- 120.61%
Expense Ratio
FXZ has an expense ratio of 0.67%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FXZ ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Materials AlphaDEX Fund (FXZ) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FXZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 2.78 | +1.15 |
| Martin ratioReturn relative to average drawdown | 14.62 | 12.44 | +2.18 |
Dividends
Dividend History
First Trust Materials AlphaDEX Fund provided a 1.41% dividend yield over the last twelve months, with an annual payout of $1.16 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.16 | $1.13 | $1.03 | $1.36 | $0.94 | $0.69 | $0.73 | $0.63 | $0.46 | $0.44 | $0.43 | $0.36 |
Dividend yield | 1.41% | 1.74% | 1.81% | 1.97% | 1.56% | 1.11% | 1.51% | 1.58% | 1.38% | 1.01% | 1.19% | 1.26% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.24 | ||||||
| 2025 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.37 | $1.13 |
| 2024 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.34 | $1.03 |
| 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 |
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.
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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 2.85%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -65.46%Mar 2009 | 9mo 21d | 1y 9mo | 2y 6moMay 2008 - Dec 2010 |
COVID crash2020 | -49.41%Mar 2020 | 2y 1mo | 7mo 28d | 2y 9moJan 2018 - Nov 2020 |
2025 selloff2025 | -33.99%Apr 2025 | 12mo 3d | 9mo 6d | 1y 9moApr 2024 - Jan 2026 |
2011 bear market2011 | -32.58%Oct 2011 | 4mo 25d | 1y 2mo | 1y 7moMay 2011 - Dec 2012 |
Bear market2022 | -31.20%Sep 2022 | 5mo 8d | 1y 6mo | 1y 11moApr 2022 - Apr 2024 |
Drawdown Indicators
| FXZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.46% | -56.78% | -8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -9.10% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -33.99% | -18.90% | -15.09% |
Max Drawdown (5Y)Largest decline over 5 years | -33.99% | -25.43% | -8.56% |
Max Drawdown (10Y)Largest decline over 10 years | -49.41% | -33.92% | -15.49% |
Current DrawdownCurrent decline from peak | -2.85% | -1.80% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -11.33% | -10.71% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.03% | +1.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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