Summary
FTC
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 9.08% 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: 15/10/2026

Current price: $175.79

Expense ratio: 0.58%

Assets under management
$1.3B
1.89% 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

2.38%

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

-2.76%

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

5.24%

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

9.08%

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

31.39%

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

80.47%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.044%

Best day

4.742%

11/06/2026
Worst day

-4.401%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $172.53 $176.16 $172.13 $175.79 15,800
14/10/2026 $177.08 $177.35 $174.62 $175.05 4,700
13/10/2026 $178.89 $179.65 $178.23 $179.65 11,900
12/10/2026 $181.81 $181.81 $179.88 $180.26 5,600
09/10/2026 $180.23 $182.39 $180.23 $182.35 7,100
08/10/2026 $180.23 $180.23 $178.52 $179.52 5,800
07/10/2026 $181.73 $181.73 $180.18 $180.95 5,100
06/10/2026 $182.10 $183.70 $182.10 $183.32 21,200
05/10/2026 $181.23 $182.06 $180.21 $181.44 22,300
02/10/2026 $180.54 $181.15 $180.18 $180.59 26,200