Summary
FXH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 23.96% Volatility 19.23% Sharpe 0.20
Official loaded data — not a live quote.

FIRST TRUST HEALTH CARE ALPHADEX FUND

Symbol: FXH

Exchange: NYSE

Sector: Healthcare

Category: Health

Inception date: 08/05/2007

Latest date: 16/07/2026

Current price: $124.20

Expense ratio: 0.61%

Assets under management
$959.1M
0.57% 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

6.11%

Ann. -36.37% (Sharpe / Sortino numerator)

Volatility

24.08%

Sharpe ratio

-1.661

VaR 95%

-1.89%

CVaR 95%: -2.25%
Max drawdown: -8.06%
Sortino ratio: -3.178
Calmar ratio: -4.51

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

10.28%

Ann. -14.11% (Sharpe / Sortino numerator)

Volatility

18.22%

Sharpe ratio

-0.974

VaR 95%

-1.85%

CVaR 95%: -2.06%
Max drawdown: -12.35%
Sortino ratio: -1.763
Calmar ratio: -1.14

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

7.65%

Ann. -3.51% (Sharpe / Sortino numerator)

Volatility

16.39%

Sharpe ratio

-0.436

VaR 95%

-1.65%

CVaR 95%: -2.01%
Max drawdown: -12.35%
Sortino ratio: -0.767
Calmar ratio: -0.28

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

23.96%

Ann. 7.55% (Sharpe / Sortino numerator)

Volatility

19.23%

Sharpe ratio

0.204

VaR 95%

-1.81%

CVaR 95%: -2.56%
Max drawdown: -12.35%
Sortino ratio: 0.308
Calmar ratio: 0.61

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

16.47%

Ann. 2.31% (Sharpe / Sortino numerator)

Volatility

16.35%

Sharpe ratio

-0.081

VaR 95%

-1.67%

CVaR 95%: -2.23%
Max drawdown: -17.53%
Sortino ratio: -0.122
Calmar ratio: 0.13

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

17.36%

Ann. 1.35% (Sharpe / Sortino numerator)

Volatility

15.32%

Sharpe ratio

-0.149

VaR 95%

-1.57%

CVaR 95%: -2.09%
Max drawdown: -18.78%
Sortino ratio: -0.228
Calmar ratio: 0.07

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.091%

Best day

4.354%

31/03/2026
Worst day

-2.562%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $123.50 $124.63 $123.50 $124.20 75,400
15/07/2026 $121.52 $122.88 $121.32 $122.63 42,400
14/07/2026 $122.36 $122.42 $121.26 $121.88 128,700
13/07/2026 $123.71 $124.20 $123.54 $123.66 30,400
10/07/2026 $125.57 $125.57 $123.44 $123.93 52,700
09/07/2026 $123.89 $125.77 $123.89 $125.20 49,100
08/07/2026 $125.61 $125.61 $124.06 $124.38 41,600
07/07/2026 $126.68 $127.54 $126.25 $126.74 63,000
06/07/2026 $126.15 $126.15 $124.36 $125.82 46,000
02/07/2026 $124.26 $126.20 $124.26 $126.20 65,100