First Trust Energy AlphaDEX Fund (FXN) Performance
FXN total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +51.8% since Dec 31, 2025
- 1 year
- +56.4% total return
- 5 years
- +16.9% a year
- 10 years
- +7.4% a year
- Since first price
- +2.8% a year since 2007
FXN trailing returns vs SPY, QQQ, AGG
| Period | FXN total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +8.5% | +8.5% | −1.0% | −5.0% | +0.9% |
| 3 months | +12.9% | +12.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +16.5% | +15.3% | +7.8% | +8.4% | −1.5% |
| YTD | +51.8% | +49.7% | +12.3% | +15.1% | −1.0% |
| 1 year | +56.4% | +53.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +49.8%+14.4%/yr | +39.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +118.8%+16.9%/yr | +92.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +104.0%+7.4%/yr | +60.8% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +69.1%+3.6%/yr | +24.7% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionMay 10, 2007 | +71.8%+2.8%/yr | +24.6% | — | — | — |
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: FXN vs SPY
From May 10, 2007: FXN grew to $17,179, SPY to $72,541.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FXN returns by calendar year
10 of 18 full years positive. Best 2021 (+51.8%), worst 2008 (−50.2%). 2026 is year to date.
FXN annual returns table
| Year | FXN | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +51.8% | −13.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +3.4% | −28.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +0.3% | −18.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +1.0% | −18.2% | +26.2% | +54.9% | +5.7% |
| 2022 | +46.9% | −24.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +51.8% | −17.9% | +28.7% | +27.4% | −1.8% |
| 2020 | −19.9% | −68.1% | +18.3% | +48.6% | +7.5% |
| 2019 | −6.8% | −35.1% | +31.2% | +39.0% | +8.5% |
| 2018 | −24.8% | −40.8% | −4.6% | −0.1% | +0.1% |
| 2017 | −5.0% | −27.3% | +21.7% | +32.7% | +3.6% |
| 2016 | +20.6% | −22.3% | +12.0% | +7.1% | +2.4% |
| 2015 | −32.6% | −41.9% | +1.2% | +9.4% | +0.5% |
| 2014 | −15.9% | −35.1% | +13.5% | +19.2% | +6.0% |
| 2013 | +28.4% | −10.4% | +32.3% | +36.6% | −2.0% |
| 2012 | +3.9% | −25.7% | +16.0% | +18.1% | +3.8% |
| 2011 | −8.4% | −37.5% | +1.9% | +3.4% | +7.7% |
| 2010 | +27.6% | −23.3% | +15.1% | +19.9% | +6.4% |
| 2009 | +46.6% | −35.9% | +26.4% | +54.7% | +3.0% |
| 2008 | −50.2% | −69.5% | −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.
FXN largest drawdowns
At an all-time high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 23, 2014 | −87.4% | Mar 23, 2020 | Mar 26, 2026 | 5.7 years | 11.8 years |
| Jun 23, 2008 | −72.5% | Mar 6, 2009 | Jun 19, 2014 | 8 months | 6.0 years |
| Jan 3, 2008 | −16.0% | Jan 23, 2008 | Feb 25, 2008 | 20 days | 53 days |
| Jul 19, 2007 | −15.9% | Aug 16, 2007 | Oct 11, 2007 | 28 days | 3 months |
| Mar 27, 2026 | −13.4% | Jul 1, 2026 | Aug 17, 2026 | 3 months | 5 months |
| Feb 28, 2008 | −12.1% | Mar 20, 2008 | Apr 8, 2008 | 21 days | 40 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FXN risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2007 |
|---|---|---|---|---|
| Annualized return | +10.4% | +16.6% | +6.0% | +1.9% |
| Volatility (annualized) | 21.5% | 26.1% | 38.0% | 34.7% |
| Sharpe ratio | 0.36 | 0.58 | 0.28 | 0.18 |
| Sortino ratio | 0.57 | 0.99 | 0.45 | 0.28 |
| Best month | +12.2% | +19.6% | +62.6% | +62.6% |
| Worst month | −15.8% | −15.8% | −44.1% | −44.1% |
| Best 12 months | +65.8% | +65.8% | +168.8% | +168.8% |
| Worst 12 months | −22.3% | −22.3% | −68.5% | −68.5% |
| Positive months | 50% | 53% | 52% | 54% |
| Beta vs S&P 500 | 0.15 | 0.63 | 1.42 | — |
| Correlation with S&P 500 | 0.08 | 0.38 | 0.57 | — |
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.
FXN rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 222 | −68.5% | +3.7% | +168.8% | 55% |
| 3-year (a year) | 198 | −34.8% | +2.3% | +63.0% | 56% |
| 5-year (a year) | 174 | −27.3% | −0.6% | +37.1% | 47% |
| 10-year (a year) | 114 | −12.6% | −1.7% | +8.0% | 29% |
Every holding period starting at a month-end since 2007. Returns for 3 years and longer are annualized.
FXN performance overview
First Trust Energy AlphaDEX Fund (FXN) returned +56.4% over the past year and +7.4% a year over ten years, with distributions reinvested. Since its first recorded price in 2007 it has returned +2.8% a year, turning $10,000 into about $17,179. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −87.4%, from Jun 23, 2014 to Mar 23, 2020, and it took 6.0 years to get back to the old high. FXN finished 10 of its 18 full calendar years with a gain; the best year was 2021 (+51.8%) and the worst 2008 (−50.2%). Volatility has been 34.7% a year.
Related: FXN chart, FXN holdings, FXN dividends, FXN valuation. See the FXN overview for the latest quote and fund facts.
FXN performance FAQ
What is the FXN return over the past year?
FXN returned +56.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 53.3%.
What is the average annual return of FXN?
FXN has returned +16.9% a year over 5 years, +7.4% a year over 10 years, +2.8% a year since May 10, 2007 (total return, distributions reinvested).
How much would $10,000 invested in FXN be worth?
$10,000 invested in FXN at its first recorded close on May 10, 2007 would be worth about $17,179 on October 23, 2026 with distributions reinvested.
What was the worst year for FXN?
The worst calendar year was 2008, with a total return of −50.2%. The best was 2021 at +51.8%.
What is the biggest drawdown of FXN?
The largest peak-to-trough decline was −87.4% between June 23, 2014 and March 23, 2020. It recovered to the old high on March 26, 2026, 6.0 years after the bottom.
How volatile is FXN?
Over the past 3 years FXN had an annualized volatility of 21.5% and a Sharpe ratio of 0.36 (excess return over 1–3 month T-bills per unit of risk).