Performance analysis of FEX (First Trust Large Cap Core AlphaDEX Fund)
Annual Return
Over the past 3 years, FEX has had an average annual return of +17.30%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, FEX has had an average annual return of +10.85%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, FEX has had an average annual return of +12.58%, underperforming the benchmark SPY, which returned +14.95% annual.
Since May 10, 2007, FEX has had an average annual return of +9.53%, underperforming the benchmark SPY, which returned +10.72% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +14.02% | +15.06% | +17.07% | +14.30% | -11.87% | +26.82% | +14.25% | +26.92% | -9.88% | +21.41% | +14.28% | -3.97% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +12.24% | +35.98% | +15.55% | -0.43% | +20.64% | +36.85% | -38.71% | -5.39% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.77% | +3.53% | -4.09% | +7.16% | +3.34% | +3.79% | -3.72% | +14.02% | |||||
| 2025 | +4.20% | -1.48% | -4.02% | -2.21% | +4.91% | +4.87% | +1.67% | +2.91% | +1.83% | +0.28% | +1.12% | +0.47% | +15.06% |
| 2024 | +0.45% | +5.24% | +4.34% | -4.79% | +2.88% | +0.03% | +3.16% | +2.42% | +1.99% | -0.39% | +8.79% | -7.25% | +17.07% |
| 2023 | +6.28% | -3.49% | -1.61% | -0.15% | -3.22% | +8.30% | +4.16% | -3.13% | -3.97% | -3.65% | +9.59% | +5.76% | +14.30% |
| 2022 | -5.76% | -1.05% | +2.77% | -6.21% | +2.34% | -9.94% | +7.56% | -2.43% | -9.10% | +10.65% | +6.36% | -5.23% | -11.87% |
| 2021 | +0.60% | +4.44% | +3.91% | +4.67% | +1.58% | +1.06% | +1.14% | +3.18% | -4.59% | +6.22% | -2.16% | +4.48% | +26.82% |
| 2020 | -1.89% | -8.58% | -18.22% | +15.45% | +6.48% | +2.04% | +4.48% | +4.93% | -2.84% | -0.46% | +12.45% | +4.13% | +14.25% |
| 2019 | +9.60% | +3.75% | +0.68% | +3.78% | -7.64% | +7.72% | +1.42% | -3.67% | +2.22% | +1.08% | +3.85% | +2.44% | +26.92% |
| 2018 | +5.12% | -3.64% | -1.28% | -0.02% | +1.93% | -0.07% | +2.49% | +3.04% | -0.15% | -8.50% | +1.68% | -9.82% | -9.88% |
| 2017 | +2.31% | +3.81% | -0.12% | +0.97% | +1.25% | +1.04% | +1.70% | -0.65% | +2.48% | +2.04% | +3.77% | +1.06% | +21.41% |
Drawdown analysis of FEX (First Trust Large Cap Core AlphaDEX Fund)
The maximum drawdown for the FEX was -58.81%, occurring on Mar 6, 2009. Recovery took 493 trading sessions.
The current FEX drawdown is -3.72%.
Since May 10, 2007 FEX has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 5 times
- 10% or more: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.81% | Jul 13, 2007 | 415 | Mar 6, 2009 | 493 | Feb 17, 2011 | 908 |
| -39.51% | Feb 19, 2020 | 23 | Mar 23, 2020 | 141 | Oct 12, 2020 | 164 |
| -21.97% | Sep 20, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
| -21.97% | Apr 29, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -21.27% | Nov 16, 2021 | 219 | Sep 30, 2022 | 306 | Dec 19, 2023 | 525 |
| -19.58% | Nov 29, 2024 | 87 | Apr 8, 2025 | 71 | Jul 22, 2025 | 158 |
| -18.22% | May 21, 2015 | 183 | Feb 11, 2016 | 112 | Jul 22, 2016 | 295 |
| -12.30% | Mar 26, 2012 | 48 | Jun 4, 2012 | 71 | Sep 13, 2012 | 119 |
| -9.95% | Jan 26, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -9.12% | Sep 5, 2014 | 26 | Oct 13, 2014 | 21 | Nov 11, 2014 | 47 |
| -7.50% | Jul 24, 2019 | 15 | Aug 14, 2019 | 60 | Nov 7, 2019 | 75 |
| -6.89% | Sep 14, 2012 | 41 | Nov 14, 2012 | 23 | Dec 18, 2012 | 64 |
| -6.59% | Jul 16, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.23% | Feb 20, 2026 | 26 | Mar 30, 2026 | 9 | Apr 13, 2026 | 35 |
| -6.19% | Dec 31, 2013 | 22 | Feb 3, 2014 | 12 | Feb 20, 2014 | 34 |
| -6.07% | May 21, 2013 | 23 | Jun 24, 2013 | 12 | Jul 11, 2013 | 35 |
| -6.05% | Oct 12, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -6.01% | Feb 18, 2011 | 17 | Mar 16, 2011 | 12 | Apr 1, 2011 | 29 |
| -5.78% | Oct 27, 2025 | 18 | Nov 20, 2025 | 9 | Dec 4, 2025 | 27 |
| -5.59% | Mar 28, 2024 | 14 | Apr 18, 2024 | 58 | Jul 12, 2024 | 72 |
| -5.40% | Sep 2, 2021 | 21 | Oct 4, 2021 | 12 | Oct 20, 2021 | 33 |
| -4.99% | Dec 29, 2014 | 12 | Jan 15, 2015 | 14 | Feb 5, 2015 | 26 |
| -4.98% | Feb 12, 2021 | 13 | Mar 4, 2021 | 5 | Mar 11, 2021 | 18 |
| -4.73% | Sep 7, 2016 | 41 | Nov 3, 2016 | 7 | Nov 14, 2016 | 48 |
| -4.73% | Nov 24, 2014 | 15 | Dec 16, 2014 | 3 | Dec 19, 2014 | 18 |