Summary
FPX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 25.47% Volatility 29.26% Sharpe 1.31
Official loaded data — not a live quote.

FIRST TRUST US EQUITY OPPORTUNITIES ETF

Symbol: FPX

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Growth

Inception date: 12/04/2006

Latest date: 20/07/2026

Current price: $183.79

Expense ratio: 0.57%

Assets under management
$1.7B
-0.84% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-9.17%

Ann. -26.61% (Sharpe / Sortino numerator)

Volatility

31.08%

Sharpe ratio

-0.973

VaR 95%

-3.14%

CVaR 95%: -3.64%
Max drawdown: -8.83%
Sortino ratio: -1.554
Calmar ratio: -3.01

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

3.61%

Ann. -4.93% (Sharpe / Sortino numerator)

Volatility

26.12%

Sharpe ratio

-0.328

VaR 95%

-2.76%

CVaR 95%: -3.51%
Max drawdown: -10.32%
Sortino ratio: -0.480
Calmar ratio: -0.48

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

10.63%

Ann. -4.88% (Sharpe / Sortino numerator)

Volatility

26.56%

Sharpe ratio

-0.320

VaR 95%

-3.37%

CVaR 95%: -3.73%
Max drawdown: -12.28%
Sortino ratio: -0.458
Calmar ratio: -0.40

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

25.47%

Ann. 41.99% (Sharpe / Sortino numerator)

Volatility

29.26%

Sharpe ratio

1.311

VaR 95%

-3.01%

CVaR 95%: -4.30%
Max drawdown: -12.28%
Sortino ratio: 1.749
Calmar ratio: 3.42

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

82.75%

Ann. 26.06% (Sharpe / Sortino numerator)

Volatility

27.92%

Sharpe ratio

0.803

VaR 95%

-2.87%

CVaR 95%: -4.15%
Max drawdown: -30.88%
Sortino ratio: 1.072
Calmar ratio: 0.84

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

103.10%

Ann. 25.15% (Sharpe / Sortino numerator)

Volatility

25.89%

Sharpe ratio

0.831

VaR 95%

-2.73%

CVaR 95%: -3.77%
Max drawdown: -30.88%
Sortino ratio: 1.156
Calmar ratio: 0.81

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.104%

Best day

4.54%

11/06/2026
Worst day

-4.136%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $185.35 $187.51 $183.79 $183.79 54,900
17/07/2026 $180.38 $186.40 $179.41 $183.81 48,500
16/07/2026 $185.67 $187.12 $182.79 $183.52 111,800
15/07/2026 $192.05 $192.05 $185.05 $188.74 39,900
14/07/2026 $192.88 $193.20 $191.43 $191.62 47,700
13/07/2026 $192.97 $192.97 $188.83 $189.30 40,300
10/07/2026 $195.10 $196.51 $193.15 $195.71 170,000
09/07/2026 $195.57 $197.37 $195.06 $195.74 40,100
08/07/2026 $189.94 $192.62 $188.37 $191.70 60,500
07/07/2026 $193.43 $193.86 $189.08 $191.29 37,100