Performance analysis of FYX (FIRST TRUST SMALL CAP CORE ALPHADEX FUND)
Annual Return
Over the past 3 years, FYX has had an average annual return of +20.59%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FYX has had an average annual return of +8.58%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FYX has had an average annual return of +12.43%, underperforming the benchmark SPY, which returned +15.53% annual.
Since May 10, 2007, FYX has had an average annual return of +9.13%, underperforming the benchmark SPY, which returned +10.92% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +19.74% | +12.69% | +12.22% | +18.28% | -18.41% | +27.41% | +19.47% | +21.33% | -10.63% | +14.34% | +23.09% | -9.10% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +1.29% | +43.19% | +16.33% | -0.36% | +27.33% | +36.84% | -34.65% | -10.31% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.15% | +2.28% | -2.67% | +11.08% | +1.29% | +0.71% | +19.74% | ||||||
| 2025 | +1.86% | -6.35% | -6.55% | -3.72% | +6.57% | +5.32% | +1.01% | +9.58% | +1.47% | +0.65% | +2.44% | +1% | +12.69% |
| 2024 | -4.24% | +3.54% | +2.85% | -5.57% | +5.11% | -1.85% | +10.76% | -1.37% | +1.25% | -1.52% | +12.19% | -7.57% | +12.22% |
| 2023 | +11.04% | -1.30% | -5.99% | -2.43% | -3.37% | +8.63% | +7.85% | -3.56% | -5.48% | -6.00% | +8.64% | +11.65% | +18.28% |
| 2022 | -7.29% | +1.42% | +0.45% | -8.49% | +1.42% | -9.63% | +10.25% | -3.43% | -10.73% | +12.22% | +3.31% | -6.55% | -18.41% |
| 2021 | +5.04% | +9.09% | +2.85% | +1.57% | +2.57% | -1.01% | -2.19% | +2.12% | -1.52% | +4.34% | -2.34% | +4.60% | +27.41% |
| 2020 | -5.19% | -10.09% | -25.69% | +19.74% | +6.50% | +3.78% | +3% | +6.92% | -2.95% | +2.03% | +19.53% | +9.33% | +19.47% |
| 2019 | +11.76% | +4.25% | -2.13% | +2.77% | -9.54% | +7.55% | +0.63% | -5.87% | +3.44% | +1.47% | +3.33% | +3.58% | +21.33% |
| 2018 | +1.62% | -4.22% | +1.27% | +1.46% | +6.37% | +1.87% | +1.21% | +5.25% | -1.83% | -11.33% | +1.55% | -12.43% | -10.63% |
| 2017 | +0.06% | +0.97% | +0.11% | +1.61% | -3.04% | +3.94% | +1.05% | -1.73% | +6.89% | +0.88% | +2.98% | +0.13% | +14.34% |
Drawdown analysis of FYX (FIRST TRUST SMALL CAP CORE ALPHADEX FUND)
The maximum drawdown for the FYX was -61.80%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.
The current FYX drawdown is -0.15%.
Since May 10, 2007 FYX has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 6 times
- 10% or more: 10 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.80% | Jul 17, 2007 | 414 | Mar 9, 2009 | 460 | Jan 3, 2011 | 874 |
| -48.82% | Aug 31, 2018 | 387 | Mar 18, 2020 | 169 | Nov 16, 2020 | 556 |
| -27.91% | Nov 25, 2024 | 90 | Apr 8, 2025 | 112 | Sep 18, 2025 | 202 |
| -27.25% | Nov 8, 2021 | 225 | Sep 30, 2022 | 448 | Jul 16, 2024 | 673 |
| -26.98% | Jul 7, 2011 | 61 | Oct 3, 2011 | 84 | Feb 2, 2012 | 145 |
| -25.45% | Jun 23, 2015 | 161 | Feb 11, 2016 | 192 | Nov 14, 2016 | 353 |
| -14.30% | Jul 3, 2014 | 70 | Oct 13, 2014 | 85 | Feb 13, 2015 | 155 |
| -13.82% | Mar 26, 2012 | 48 | Jun 4, 2012 | 71 | Sep 13, 2012 | 119 |
| -11.06% | Sep 14, 2012 | 42 | Nov 15, 2012 | 31 | Jan 2, 2013 | 73 |
| -10.21% | Jun 8, 2021 | 28 | Jul 19, 2021 | 69 | Oct 25, 2021 | 97 |
| -9.39% | Apr 29, 2011 | 30 | Jun 13, 2011 | 17 | Jul 7, 2011 | 47 |
| -9.32% | Jan 23, 2018 | 12 | Feb 8, 2018 | 67 | May 16, 2018 | 79 |
| -9.27% | Jul 26, 2024 | 6 | Aug 5, 2024 | 32 | Sep 19, 2024 | 38 |
| -8.84% | Mar 15, 2021 | 7 | Mar 24, 2021 | 52 | Jun 8, 2021 | 59 |
| -8.23% | Dec 26, 2013 | 27 | Feb 5, 2014 | 18 | Mar 4, 2014 | 45 |
| -8.22% | Mar 18, 2014 | 41 | May 15, 2014 | 32 | Jul 1, 2014 | 73 |
| -7.56% | Oct 24, 2025 | 19 | Nov 20, 2025 | 5 | Nov 28, 2025 | 24 |
| -7.28% | Feb 20, 2026 | 20 | Mar 20, 2026 | 12 | Apr 8, 2026 | 32 |
| -6.62% | Jul 25, 2017 | 19 | Aug 21, 2017 | 23 | Sep 22, 2017 | 42 |
| -6.57% | Feb 3, 2012 | 21 | Mar 6, 2012 | 14 | Mar 26, 2012 | 35 |
| -6.38% | Feb 18, 2011 | 17 | Mar 16, 2011 | 10 | Mar 30, 2011 | 27 |
| -6.35% | Mar 15, 2013 | 23 | Apr 18, 2013 | 11 | May 3, 2013 | 34 |
| -5.63% | Jan 22, 2021 | 5 | Jan 29, 2021 | 4 | Feb 4, 2021 | 9 |
| -5.55% | Feb 21, 2017 | 37 | Apr 13, 2017 | 8 | Apr 26, 2017 | 45 |
| -5.00% | Sep 18, 2025 | 16 | Oct 10, 2025 | 6 | Oct 20, 2025 | 22 |