First Trust Large Cap Core AlphaDEX Fund
Symbol: FEX
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 08/05/2007
Latest date: 15/10/2026
Current price: $136.17
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
1.25%
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
0.54%
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
7.32%
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
18.29%
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
32.05%
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
72.68%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.07%
Best day
2.647%
Worst day
-2.234%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $135.26 | $136.19 | $134.97 | $136.17 | 11,900 |
| 14/10/2026 | $135.61 | $135.80 | $134.37 | $134.90 | 20,400 |
| 13/10/2026 | $136.00 | $136.40 | $135.71 | $136.29 | 14,500 |
| 12/10/2026 | $136.20 | $136.33 | $135.90 | $136.02 | 8,400 |
| 09/10/2026 | $135.76 | $136.28 | $135.76 | $136.17 | 24,200 |
| 08/10/2026 | $134.61 | $135.49 | $134.33 | $135.46 | 14,000 |
| 07/10/2026 | $134.81 | $134.96 | $134.35 | $134.70 | 30,200 |
| 06/10/2026 | $135.18 | $136.11 | $135.18 | $135.85 | 25,500 |
| 05/10/2026 | $134.48 | $135.09 | $134.25 | $134.88 | 9,200 |
| 02/10/2026 | $134.34 | $134.58 | $134.11 | $134.24 | 24,700 |