Summary
FTC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 29.07% Volatility 21.26% Sharpe 0.63
Official loaded data — not a live quote.

First Trust Large Capital Growth AlphaDEX Fund

Symbol: FTC

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 08/05/2007

Latest date: 03/06/2026

Current price: $187.38

Expense ratio: 0.58%

Assets under management
$1.3B
0.37% 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

9.21%

Ann. -39.35% (Sharpe / Sortino numerator)

Volatility

24.78%

Sharpe ratio

-1.735

VaR 95%

-2.37%

CVaR 95%: -2.48%
Max drawdown: -8.12%
Sortino ratio: -3.377
Calmar ratio: -4.84

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

16.55%

Ann. -12.83% (Sharpe / Sortino numerator)

Volatility

20.54%

Sharpe ratio

-0.801

VaR 95%

-2.25%

CVaR 95%: -2.38%
Max drawdown: -10.40%
Sortino ratio: -1.370
Calmar ratio: -1.23

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

17.17%

Ann. -5.67% (Sharpe / Sortino numerator)

Volatility

20.23%

Sharpe ratio

-0.460

VaR 95%

-2.35%

CVaR 95%: -2.71%
Max drawdown: -10.40%
Sortino ratio: -0.673
Calmar ratio: -0.55

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

29.07%

Ann. 17.00% (Sharpe / Sortino numerator)

Volatility

21.26%

Sharpe ratio

0.629

VaR 95%

-2.12%

CVaR 95%: -3.16%
Max drawdown: -10.40%
Sortino ratio: 0.804
Calmar ratio: 1.64

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

57.91%

Ann. 13.78% (Sharpe / Sortino numerator)

Volatility

19.63%

Sharpe ratio

0.517

VaR 95%

-1.97%

CVaR 95%: -2.93%
Max drawdown: -21.41%
Sortino ratio: 0.689
Calmar ratio: 0.64

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

99.08%

Ann. 19.42% (Sharpe / Sortino numerator)

Volatility

18.20%

Sharpe ratio

0.867

VaR 95%

-1.81%

CVaR 95%: -2.63%
Max drawdown: -21.41%
Sortino ratio: 1.190
Calmar ratio: 0.91

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.108%

Best day

3.498%

31/03/2026
Worst day

-3.243%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $186.69 $188.40 $186.69 $187.38 19,700
02/06/2026 $184.20 $187.44 $184.20 $187.44 26,300
01/06/2026 $182.24 $184.37 $182.24 $183.79 11,900
29/05/2026 $184.34 $184.58 $182.76 $184.24 14,100
28/05/2026 $182.11 $184.32 $181.92 $183.73 7,000
27/05/2026 $184.08 $184.08 $182.13 $182.94 14,600
26/05/2026 $182.28 $183.87 $182.28 $183.60 8,700
22/05/2026 $178.57 $179.86 $178.46 $179.40 9,100
21/05/2026 $174.23 $177.77 $174.23 $177.44 9,700
20/05/2026 $173.59 $175.95 $173.59 $175.38 13,600