First Trust Consumer Discretionary AlphaDEX Fund (FXD) Performance
FXD total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −1.6% since Dec 31, 2025
- 1 year
- −0.3% total return
- 5 years
- +2.4% a year
- 10 years
- +7.7% a year
- Since first price
- +7.2% a year since 2007
FXD trailing returns vs SPY, QQQ, AGG
| Period | FXD total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.5% | +3.5% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.4% | −0.6% | +3.2% | +1.9% | −0.4% |
| 6 months | −1.4% | −1.8% | +7.8% | +8.4% | −1.5% |
| YTD | −1.6% | −2.2% | +12.3% | +15.1% | −1.0% |
| 1 year | −0.3% | −1.1% | +14.4% | +15.9% | −1.1% |
| 3 years | +42.4%+12.5%/yr | +38.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +12.5%+2.4%/yr | +7.7% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +110.6%+7.7%/yr | +93.2% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +275.0%+9.2%/yr | +228.9% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionMay 10, 2007 | +289.7%+7.2%/yr | +233.8% | — | — | — |
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: FXD vs SPY
From May 10, 2007: FXD grew to $38,969, SPY to $72,541.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FXD returns by calendar year
14 of 18 full years positive. Best 2009 (+57.1%), worst 2008 (−42.7%). 2026 is year to date.
FXD annual returns table
| Year | FXD | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −1.6% | −13.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +6.7% | −25.8% | +17.7% | +20.8% | +7.2% |
| 2024 | +10.6% | −12.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +23.4% | −19.4% | +26.2% | +54.9% | +5.7% |
| 2022 | −21.6% | −30.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +22.7% | −11.2% | +28.7% | +27.4% | −1.8% |
| 2020 | +13.0% | −49.5% | +18.3% | +48.6% | +7.5% |
| 2019 | +24.2% | −10.3% | +31.2% | +39.0% | +8.5% |
| 2018 | −11.6% | −22.2% | −4.6% | −0.1% | +0.1% |
| 2017 | +19.8% | −4.5% | +21.7% | +32.7% | +3.6% |
| 2016 | +5.2% | −11.2% | +12.0% | +7.1% | +2.4% |
| 2015 | −3.9% | −10.7% | +1.2% | +9.4% | +0.5% |
| 2014 | +11.6% | −10.2% | +13.5% | +19.2% | +6.0% |
| 2013 | +43.3% | −6.6% | +32.3% | +36.6% | −2.0% |
| 2012 | +15.6% | −14.2% | +16.0% | +18.1% | +3.8% |
| 2011 | +0.9% | −24.0% | +1.9% | +3.4% | +7.7% |
| 2010 | +32.0% | −22.1% | +15.1% | +19.9% | +6.4% |
| 2009 | +57.1% | −30.1% | +26.4% | +54.7% | +3.0% |
| 2008 | −42.7% | −56.8% | −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.
FXD largest drawdowns
Now 6.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 9, 2007 | −65.3% | Mar 9, 2009 | Feb 4, 2011 | 1.7 years | 3.6 years |
| Feb 19, 2020 | −49.5% | Mar 18, 2020 | Nov 13, 2020 | 28 days | 9 months |
| Nov 16, 2021 | −33.7% | Sep 30, 2022 | Mar 27, 2024 | 10 months | 2.4 years |
| Dec 4, 2024 | −26.0% | Apr 8, 2025 | Aug 22, 2025 | 4 months | 9 months |
| Jul 7, 2011 | −24.0% | Oct 3, 2011 | Mar 13, 2012 | 3 months | 8 months |
| Jan 24, 2018 | −22.2% | Dec 24, 2018 | Nov 18, 2019 | 11 months | 1.8 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FXD risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2007 |
|---|---|---|---|---|
| Annualized return | +8.8% | +2.5% | +7.1% | +7.0% |
| Volatility (annualized) | 18.1% | 21.0% | 22.3% | 22.3% |
| Sharpe ratio | 0.32 | 0.05 | 0.32 | 0.36 |
| Sortino ratio | 0.49 | 0.08 | 0.46 | 0.53 |
| Best month | +11.6% | +14.2% | +22.8% | +26.4% |
| Worst month | −9.4% | −10.9% | −31.1% | −31.1% |
| Best 12 months | +31.3% | +31.3% | +117.2% | +117.2% |
| Worst 12 months | −9.4% | −26.5% | −35.3% | −49.8% |
| Positive months | 61% | 52% | 60% | 58% |
| Beta vs S&P 500 | 1.16 | 1.13 | 1.27 | — |
| Correlation with S&P 500 | 0.80 | 0.84 | 0.87 | — |
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.
FXD rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 222 | −49.8% | +9.7% | +117.2% | 74% |
| 3-year (a year) | 198 | −9.4% | +9.3% | +42.0% | 95% |
| 5-year (a year) | 174 | −5.4% | +10.0% | +33.9% | 99% |
| 10-year (a year) | 114 | +5.4% | +9.0% | +19.1% | 100% |
Every holding period starting at a month-end since 2007. Returns for 3 years and longer are annualized.
FXD performance overview
First Trust Consumer Discretionary AlphaDEX Fund (FXD) returned −0.3% over the past year and +7.7% a year over ten years, with distributions reinvested. Since its first recorded price in 2007 it has returned +7.2% a year, turning $10,000 into about $38,969. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −65.3%, from Jul 9, 2007 to Mar 9, 2009, and it took 1.9 years to get back to the old high. FXD finished 14 of its 18 full calendar years with a gain; the best year was 2009 (+57.1%) and the worst 2008 (−42.7%). Volatility has been 22.3% a year.
Related: FXD chart, FXD holdings, FXD dividends, FXD valuation. See the FXD overview for the latest quote and fund facts.
FXD performance FAQ
What is the FXD return over the past year?
FXD returned −0.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 1.1%.
What is the average annual return of FXD?
FXD has returned +2.4% a year over 5 years, +7.7% a year over 10 years, +7.2% a year since May 10, 2007 (total return, distributions reinvested).
How much would $10,000 invested in FXD be worth?
$10,000 invested in FXD at its first recorded close on May 10, 2007 would be worth about $38,969 on October 23, 2026 with distributions reinvested.
What was the worst year for FXD?
The worst calendar year was 2008, with a total return of −42.7%. The best was 2009 at +57.1%.
What is the biggest drawdown of FXD?
The largest peak-to-trough decline was −65.3% between July 9, 2007 and March 9, 2009. It recovered to the old high on February 4, 2011, 1.9 years after the bottom.
How volatile is FXD?
Over the past 3 years FXD had an annualized volatility of 18.1% and a Sharpe ratio of 0.32 (excess return over 1–3 month T-bills per unit of risk).