Summary
FPXI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 23.47% Volatility 23.25% Sharpe 1.23
Official loaded data — not a live quote.

FIRST TRUST INTERNATIONAL EQUITY OPPORTUNITIES ETF

Symbol: FPXI

Exchange: NASDAQ

Sector: Technology

Category: Foreign Large Growth

Inception date: 04/11/2014

Latest date: 20/07/2026

Current price: $68.79

Expense ratio: 0.70%

Assets under management
$342.8M
-0.85% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-20.09%

Ann. -51.64% (Sharpe / Sortino numerator)

Volatility

37.14%

Sharpe ratio

-1.488

VaR 95%

-3.82%

CVaR 95%: -3.87%
Max drawdown: -9.13%
Sortino ratio: -2.709
Calmar ratio: -5.65

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

-2.20%

Ann. 16.36% (Sharpe / Sortino numerator)

Volatility

29.16%

Sharpe ratio

0.437

VaR 95%

-3.54%

CVaR 95%: -3.75%
Max drawdown: -14.84%
Sortino ratio: 0.693
Calmar ratio: 1.10

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

11.42%

Ann. 6.25% (Sharpe / Sortino numerator)

Volatility

25.74%

Sharpe ratio

0.102

VaR 95%

-2.57%

CVaR 95%: -3.57%
Max drawdown: -14.84%
Sortino ratio: 0.157
Calmar ratio: 0.42

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

23.47%

Ann. 32.33% (Sharpe / Sortino numerator)

Volatility

23.25%

Sharpe ratio

1.234

VaR 95%

-2.11%

CVaR 95%: -3.38%
Max drawdown: -14.84%
Sortino ratio: 1.680
Calmar ratio: 2.18

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

46.68%

Ann. 17.70% (Sharpe / Sortino numerator)

Volatility

21.46%

Sharpe ratio

0.656

VaR 95%

-2.12%

CVaR 95%: -3.16%
Max drawdown: -20.58%
Sortino ratio: 0.899
Calmar ratio: 0.86

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

70.43%

Ann. 16.34% (Sharpe / Sortino numerator)

Volatility

20.18%

Sharpe ratio

0.630

VaR 95%

-1.98%

CVaR 95%: -2.93%
Max drawdown: -20.58%
Sortino ratio: 0.892
Calmar ratio: 0.79

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

0.101%

Best day

6.214%

11/06/2026
Worst day

-5.683%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $69.38 $69.69 $68.79 $68.79 13,700
17/07/2026 $68.15 $69.82 $68.10 $69.63 29,900
16/07/2026 $71.87 $72.11 $71.23 $71.43 13,200
15/07/2026 $74.41 $74.56 $73.06 $73.94 40,700
14/07/2026 $74.28 $74.28 $73.30 $73.89 23,000
13/07/2026 $73.44 $73.44 $72.28 $72.36 59,700
10/07/2026 $75.42 $75.66 $74.73 $75.38 57,500
09/07/2026 $77.12 $77.97 $76.98 $77.63 37,800
08/07/2026 $73.81 $75.03 $73.39 $74.84 139,400
07/07/2026 $75.64 $75.64 $74.12 $74.90 127,000