First Trust Large Cap Core AlphaDEX Fund
Symbol: FEX
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 08/05/2007
Latest date: 20/07/2026
Current price: $134.67
Expense ratio: 0.57%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.10%
Ann. -34.07% (Sharpe / Sortino numerator)
Volatility
16.39%
Sharpe ratio
-2.300
VaR 95%
-1.61%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.71%
Ann. 9.90% (Sharpe / Sortino numerator)
Volatility
13.64%
Sharpe ratio
0.460
VaR 95%
-1.30%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.20%
Ann. 10.37% (Sharpe / Sortino numerator)
Volatility
13.89%
Sharpe ratio
0.485
VaR 95%
-1.37%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
22.59%
Ann. 19.54% (Sharpe / Sortino numerator)
Volatility
17.71%
Sharpe ratio
0.898
VaR 95%
-1.38%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
38.67%
Ann. 13.22% (Sharpe / Sortino numerator)
Volatility
15.65%
Sharpe ratio
0.612
VaR 95%
-1.41%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
61.41%
Ann. 16.54% (Sharpe / Sortino numerator)
Volatility
14.73%
Sharpe ratio
0.876
VaR 95%
-1.38%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.085%
Best day
2.647%
Worst day
-2.674%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $135.92 | $135.92 | $134.67 | $134.67 | 11,600 |
| 17/07/2026 | $134.86 | $136.06 | $134.86 | $135.26 | 10,300 |
| 16/07/2026 | $135.71 | $136.21 | $135.38 | $135.91 | 9,600 |
| 15/07/2026 | $137.25 | $137.25 | $135.15 | $135.85 | 75,700 |
| 14/07/2026 | $137.48 | $137.48 | $136.40 | $136.60 | 19,500 |
| 13/07/2026 | $136.84 | $137.34 | $136.30 | $136.41 | 18,300 |
| 10/07/2026 | $136.66 | $137.23 | $136.66 | $137.00 | 12,400 |
| 09/07/2026 | $136.69 | $137.40 | $136.55 | $136.81 | 9,800 |
| 08/07/2026 | $135.76 | $136.03 | $134.68 | $135.59 | 12,500 |
| 07/07/2026 | $137.46 | $137.46 | $136.07 | $136.48 | 31,800 |