First Trust Large Cap Value AlphaDEX Fund (FTA) Performance
FTA total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +20.4% since Dec 31, 2025
- 1 year
- +25.0% total return
- 5 years
- +10.7% a year
- 10 years
- +11.4% a year
- Since first price
- +8.5% a year since 2007
FTA trailing returns vs SPY, QQQ, AGG
| Period | FTA total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +5.5% | +4.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +4.2% | +3.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.6% | +7.7% | +7.8% | +8.4% | −1.5% |
| YTD | +20.4% | +18.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +25.0% | +22.7% | +14.4% | +15.9% | −1.1% |
| 3 years | +75.0%+20.5%/yr | +64.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +66.2%+10.7%/yr | +50.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +193.7%+11.4%/yr | +140.5% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +420.3%+11.6%/yr | +288.9% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionMay 11, 2007 | +391.5%+8.5%/yr | +241.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FTA vs SPY
From May 11, 2007: FTA grew to $49,150, SPY to $71,926.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FTA returns by calendar year
13 of 18 full years positive. Best 2009 (+40.5%), worst 2008 (−35.9%). 2026 is year to date.
FTA annual returns table
| Year | FTA | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +20.4% | −8.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +14.9% | −16.0% | +17.7% | +20.8% | +7.2% |
| 2024 | +10.1% | −9.4% | +24.9% | +25.6% | +1.3% |
| 2023 | +10.1% | −14.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −3.7% | −19.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +29.3% | −6.4% | +28.7% | +27.4% | −1.8% |
| 2020 | −0.4% | −45.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +24.7% | −10.8% | +31.2% | +39.0% | +8.5% |
| 2018 | −13.6% | −22.3% | −4.6% | −0.1% | +0.1% |
| 2017 | +18.5% | −3.8% | +21.7% | +32.7% | +3.6% |
| 2016 | +24.0% | −10.9% | +12.0% | +7.1% | +2.4% |
| 2015 | −10.3% | −17.8% | +1.2% | +9.4% | +0.5% |
| 2014 | +10.7% | −9.1% | +13.5% | +19.2% | +6.0% |
| 2013 | +34.2% | −5.7% | +32.3% | +36.6% | −2.0% |
| 2012 | +17.1% | −14.2% | +16.0% | +18.1% | +3.8% |
| 2011 | +1.4% | −22.0% | +1.9% | +3.4% | +7.7% |
| 2010 | +18.6% | −13.2% | +15.1% | +19.9% | +6.4% |
| 2009 | +40.5% | −36.0% | +26.4% | +54.7% | +3.0% |
| 2008 | −35.9% | −49.9% | −36.8% | −41.7% | +7.9% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FTA largest drawdowns
Now 1.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 16, 2007 | −62.4% | Mar 6, 2009 | Apr 5, 2011 | 1.6 years | 3.7 years |
| Jan 17, 2020 | −45.0% | Mar 23, 2020 | Jan 6, 2021 | 2 months | 12 months |
| May 4, 2015 | −23.8% | Jan 20, 2016 | Nov 10, 2016 | 9 months | 1.5 years |
| Jan 26, 2018 | −22.3% | Dec 24, 2018 | Dec 12, 2019 | 11 months | 1.9 years |
| May 10, 2011 | −22.0% | Oct 3, 2011 | Feb 8, 2012 | 5 months | 9 months |
| Apr 20, 2022 | −19.8% | Sep 30, 2022 | Jan 31, 2023 | 5 months | 9 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FTA risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2007 |
|---|---|---|---|---|
| Annualized return | +16.0% | +10.4% | +10.6% | +8.1% |
| Volatility (annualized) | 13.1% | 16.5% | 18.6% | 19.0% |
| Sharpe ratio | 0.88 | 0.46 | 0.51 | 0.43 |
| Sortino ratio | 1.42 | 0.72 | 0.75 | 0.64 |
| Best month | +7.6% | +11.8% | +17.7% | +23.7% |
| Worst month | −7.9% | −11.0% | −22.8% | −22.8% |
| Best 12 months | +32.0% | +32.0% | +76.7% | +86.1% |
| Worst 12 months | +2.6% | −9.1% | −27.0% | −48.1% |
| Positive months | 67% | 57% | 63% | 61% |
| Beta vs S&P 500 | 0.62 | 0.80 | 1.01 | — |
| Correlation with S&P 500 | 0.59 | 0.76 | 0.84 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FTA rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 222 | −48.1% | +10.1% | +86.1% | 72% |
| 3-year (a year) | 198 | −8.4% | +10.2% | +35.3% | 93% |
| 5-year (a year) | 174 | −1.5% | +10.4% | +28.5% | 99% |
| 10-year (a year) | 114 | +6.2% | +10.0% | +17.3% | 100% |
Every holding period starting at a month-end since 2007. Returns for 3 years and longer are annualized.
FTA performance overview
First Trust Large Cap Value AlphaDEX Fund (FTA) returned +25.0% over the past year and +11.4% a year over ten years, with distributions reinvested. Since its first recorded price in 2007 it has returned +8.5% a year, turning $10,000 into about $49,150. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −62.4%, from Jul 16, 2007 to Mar 6, 2009, and it took 2.1 years to get back to the old high. FTA finished 13 of its 18 full calendar years with a gain; the best year was 2009 (+40.5%) and the worst 2008 (−35.9%). Volatility has been 19.0% a year.
Related: FTA chart, FTA holdings, FTA dividends, FTA valuation. See the FTA overview for the latest quote and fund facts.
FTA performance FAQ
What is the FTA return over the past year?
FTA returned +25.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 22.7%.
What is the average annual return of FTA?
FTA has returned +10.7% a year over 5 years, +11.4% a year over 10 years, +8.5% a year since May 11, 2007 (total return, distributions reinvested).
How much would $10,000 invested in FTA be worth?
$10,000 invested in FTA at its first recorded close on May 11, 2007 would be worth about $49,150 on October 23, 2026 with distributions reinvested.
What was the worst year for FTA?
The worst calendar year was 2008, with a total return of −35.9%. The best was 2009 at +40.5%.
What is the biggest drawdown of FTA?
The largest peak-to-trough decline was −62.4% between July 16, 2007 and March 6, 2009. It recovered to the old high on April 5, 2011, 2.1 years after the bottom.
How volatile is FTA?
Over the past 3 years FTA had an annualized volatility of 13.1% and a Sharpe ratio of 0.88 (excess return over 1–3 month T-bills per unit of risk).