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First Trust Small Cap Value AlphaDEX Fund (FYT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33737M4096
CUSIP33737M409
IssuerFirst Trust
Inception DateApr 18, 2011
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedNASDAQ AlphaDEX Small Cap Value Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust Small Cap Value AlphaDEX Fund has a high expense ratio of 0.72%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.72%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FYT

First Trust Small Cap Value AlphaDEX Fund

Popular comparisons: FYT vs. VTI, FYT vs. RWJ, FYT vs. AVUV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Small Cap Value 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.


150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
212.40%
294.96%
FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Small Cap Value AlphaDEX Fund had a return of 0.12% year-to-date (YTD) and 23.43% in the last 12 months. Over the past 10 years, First Trust Small Cap Value AlphaDEX Fund had an annualized return of 6.62%, while the S&P 500 had an annualized return of 10.89%, indicating that First Trust Small Cap Value AlphaDEX Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.12%10.16%
1 month3.57%3.47%
6 months16.32%22.20%
1 year23.43%30.45%
5 years (annualized)10.71%13.16%
10 years (annualized)6.62%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.52%1.48%
2023-2.23%-4.43%-5.03%8.22%13.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for First Trust Small Cap Value AlphaDEX Fund (FYT) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FYT
First Trust Small Cap Value AlphaDEX Fund
1.14
^GSPC
S&P 500
2.79

Sharpe Ratio

The current First Trust Small Cap Value AlphaDEX Fund Sharpe ratio is 1.14. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.14
2.79
FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Small Cap Value AlphaDEX Fund granted a 1.48% dividend yield in the last twelve months. The annual payout for that period amounted to $0.81 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.81$0.82$0.61$0.63$0.40$0.55$0.55$0.43$0.40$0.26$0.28$0.13

Dividend yield

1.48%1.50%1.36%1.19%0.96%1.44%1.78%1.16%1.16%0.96%0.85%0.42%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Small Cap Value AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.13$0.00$0.00$0.24$0.00$0.00$0.16$0.00$0.00$0.28
2022$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.16$0.00$0.00$0.25
2021$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.16$0.00$0.00$0.26
2020$0.00$0.00$0.03$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.15
2019$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.20$0.00$0.00$0.17
2018$0.00$0.00$0.04$0.00$0.00$0.17$0.00$0.00$0.12$0.00$0.00$0.22
2017$0.00$0.00$0.06$0.00$0.00$0.15$0.00$0.00$0.05$0.00$0.00$0.17
2016$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.22
2015$0.00$0.00$0.09$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.07
2014$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.09
2013$0.01$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.62%
0
FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Small Cap Value 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 Small Cap Value AlphaDEX Fund was 50.48%, occurring on Mar 18, 2020. Recovery took 170 trading sessions.

The current First Trust Small Cap Value AlphaDEX Fund drawdown is 1.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.48%Aug 22, 2018395Mar 18, 2020170Nov 17, 2020565
-33.2%Apr 16, 2015192Jan 19, 2016224Dec 6, 2016416
-24.95%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-22.93%Jul 8, 201137Sep 22, 201159Jan 20, 201296
-17.71%Feb 6, 201274Jun 4, 201263Sep 14, 2012137

Volatility

Volatility Chart

The current First Trust Small Cap Value AlphaDEX Fund volatility is 4.82%, 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.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.82%
2.80%
FYT (First Trust Small Cap Value AlphaDEX Fund)
Benchmark (^GSPC)