Summary
FTC
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 17.10% 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: 21/07/2026

Current price: $179.16

Expense ratio: 0.58%

Assets under management
$1.4B
0.85% 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

-7.70%

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

5.97%

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

8.79%

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

17.10%

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

45.66%

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

75.95%

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.072%

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
21/07/2026 $177.65 $179.65 $177.65 $179.16 37,700
20/07/2026 $177.04 $178.11 $175.29 $175.29 8,300
17/07/2026 $175.08 $177.13 $173.69 $176.22 7,200
16/07/2026 $178.48 $179.44 $176.26 $177.33 10,100
15/07/2026 $183.18 $183.18 $178.59 $180.85 10,200
14/07/2026 $182.21 $184.18 $182.08 $182.84 11,700
13/07/2026 $182.51 $182.78 $180.33 $180.88 10,500
10/07/2026 $184.81 $184.90 $183.83 $184.36 19,000
09/07/2026 $185.30 $188.49 $184.68 $184.91 14,100
08/07/2026 $179.63 $182.05 $179.34 $181.91 9,800