FYX
First Trust Small Cap Core AlphaDEX Fund
ETF
$136.29+0.79 (+0.58%)Close Oct 2, 2026
May 10, 2007 – Oct 2, 2026, Dividends reinvested
- Final balance
- $53,346
- CAGR
- +9.01%
- Max drawdown
- −61.80%
- Sharpe ratio
- 0.47
Loading the growth chart…
Growth of $10,000
Trailing returns (%)
Annualized from 3Y- 1M
- −3.40%
- 3M
- −3.89%
- 6M
- +13.62%
- YTD
- +21.49%
- 1Y
- +25.72%
- 3Y
- +21.02%
- 5Y
- +9.26%
- 10Y
- +11.76%
- 15Y
- +12.86%
- Since 2007
- +9.01%
Metrics
Since 2007| Volatility | 25.04% |
|---|---|
| Sortino ratio | 0.67 |
| Calmar ratio | 0.15 |
| Best year, 2013 | +43.19% |
| Worst year, 2008 | −34.64% |
| Positive years | 13 of 18 |
| Longest drawdown | 3.5 years |
Worst drawdowns
Since 2007| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −61.8% | Jul 2007 | Mar 2009 | Jan 2011 | 3.5 years |
| −48.8% | Aug 2018 | Mar 2020 | Nov 2020 | 2.2 years |
| −27.9% | Nov 2024 | Apr 2025 | Sep 2025 | 10 months |
| −27.3% | Nov 2021 | Sep 2022 | Jul 2024 | 2.7 years |
| −27.0% | Jul 2011 | Oct 2011 | Feb 2012 | 7 months |
Annual returns
2007 from May 10 · 2026 through Oct 2