FIRST TRUST SMALL CAP GROWTH ALPHADEX FUND

Symbol: FYC

Exchange: NASDAQ

Sector: Healthcare

Category: Small Growth

Inception Date: 19/04/2011

Latest Date: 17/04/2026

Current Price: $110.07

Expense Ratio: 0.70%

Assets Under Management
$891.9M
0.97% daily change

Period Performance

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

Adjusted Return
--
--

Performance Metrics

Return

14.28%

Volatility

29.65%

Sharpe Ratio

-0.930

VaR 95%

-2.48%

CVaR 95%: -2.66%
Max Drawdown: -8.08%
Sortino Ratio: -2.112
Calmar Ratio: -2.96
Return

8.97%

Volatility

23.49%

Sharpe Ratio

0.191

VaR 95%

-2.13%

CVaR 95%: -2.41%
Max Drawdown: -10.48%
Sortino Ratio: 0.340
Calmar Ratio: 0.77
Return

15.66%

Volatility

23.30%

Sharpe Ratio

0.574

VaR 95%

-2.17%

CVaR 95%: -2.72%
Max Drawdown: -10.48%
Sortino Ratio: 0.974
Calmar Ratio: 1.62
Return

67.30%

Volatility

24.35%

Sharpe Ratio

1.521

VaR 95%

-2.18%

CVaR 95%: -3.23%
Max Drawdown: -10.48%
Sortino Ratio: 2.227
Calmar Ratio: 3.88
Return

81.46%

Volatility

22.97%

Sharpe Ratio

0.930

VaR 95%

-2.17%

CVaR 95%: -3.11%
Max Drawdown: -27.79%
Sortino Ratio: 1.390
Calmar Ratio: 0.90
Return

92.13%

Volatility

21.72%

Sharpe Ratio

0.762

VaR 95%

-2.05%

CVaR 95%: -2.87%
Max Drawdown: -27.79%
Sortino Ratio: 1.191
Calmar Ratio: 0.73

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.219%

Best Day

4.403%

31/03/2026
Worst Day

-3.24%

13/11/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $109.01 $110.79 $108.99 $110.07 62,600
16/04/2026 $106.94 $107.57 $106.12 $107.39 61,200
15/04/2026 $106.51 $106.71 $105.55 $106.64 45,800
14/04/2026 $105.47 $106.37 $105.13 $106.32 93,800
13/04/2026 $102.56 $104.75 $102.46 $104.67 86,200
10/04/2026 $103.99 $103.99 $102.27 $102.82 37,600
02/04/2026 $95.83 $98.92 $95.83 $98.87 46,400
01/04/2026 $98.18 $99.23 $97.83 $98.11 67,000
31/03/2026 $95.06 $97.02 $94.68 $96.98 97,900
30/03/2026 $95.55 $95.55 $92.39 $92.89 32,000