First Trust Utilities AlphaDEX Fund (FXU) Performance
FXU total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +7.2% since Dec 31, 2025
- 1 year
- +4.1% total return
- 5 years
- +11.5% a year
- 10 years
- +9.3% a year
- Since first price
- +7.7% a year since 2007
FXU trailing returns vs SPY, QQQ, AGG
| Period | FXU total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +6.7% | +6.7% | −1.0% | −5.0% | +0.9% |
| 3 months | −4.7% | −5.4% | +3.2% | +1.9% | −0.4% |
| 6 months | −3.3% | −4.5% | +7.8% | +8.4% | −1.5% |
| YTD | +7.2% | +5.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +4.1% | +1.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +82.5%+22.2%/yr | +69.5% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +72.0%+11.5%/yr | +52.6% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +143.5%+9.3%/yr | +85.6% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +314.3%+9.9%/yr | +169.0% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionMay 10, 2007 | +320.7%+7.7%/yr | +138.7% | — | — | — |
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: FXU vs SPY
From May 10, 2007: FXU grew to $42,070, SPY to $72,541.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FXU returns by calendar year
15 of 18 full years positive. Best 2014 (+25.5%), worst 2008 (−27.9%). 2026 is year to date.
FXU annual returns table
| Year | FXU | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +7.2% | −14.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +21.9% | −8.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +22.5% | −9.0% | +24.9% | +25.6% | +1.3% |
| 2023 | −2.1% | −18.1% | +26.2% | +54.9% | +5.7% |
| 2022 | +3.7% | −17.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +17.7% | −7.9% | +28.7% | +27.4% | −1.8% |
| 2020 | +1.5% | −34.8% | +18.3% | +48.6% | +7.5% |
| 2019 | +11.7% | −5.9% | +31.2% | +39.0% | +8.5% |
| 2018 | +5.4% | −9.6% | −4.6% | −0.1% | +0.1% |
| 2017 | +1.0% | −6.7% | +21.7% | +32.7% | +3.6% |
| 2016 | +22.6% | −9.0% | +12.0% | +7.1% | +2.4% |
| 2015 | −6.5% | −14.4% | +1.2% | +9.4% | +0.5% |
| 2014 | +25.5% | −7.9% | +13.5% | +19.2% | +6.0% |
| 2013 | +17.7% | −7.1% | +32.3% | +36.6% | −2.0% |
| 2012 | +3.4% | −10.2% | +16.0% | +18.1% | +3.8% |
| 2011 | +10.5% | −17.0% | +1.9% | +3.4% | +7.7% |
| 2010 | +10.4% | −9.1% | +15.1% | +19.9% | +6.4% |
| 2009 | +22.7% | −26.1% | +26.4% | +54.7% | +3.0% |
| 2008 | −27.9% | −37.7% | −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.
FXU largest drawdowns
Now 6.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| May 22, 2007 | −48.3% | Mar 9, 2009 | Apr 28, 2011 | 1.8 years | 3.9 years |
| Feb 18, 2020 | −34.8% | Mar 23, 2020 | Apr 14, 2021 | 34 days | 1.2 years |
| Sep 12, 2022 | −21.9% | Oct 2, 2023 | May 9, 2024 | 1.1 years | 1.7 years |
| Jul 7, 2011 | −17.0% | Aug 8, 2011 | Jul 18, 2012 | 32 days | 1.0 years |
| Jun 16, 2017 | −14.7% | Feb 8, 2018 | Aug 9, 2018 | 8 months | 1.1 years |
| Dec 29, 2014 | −14.7% | Sep 4, 2015 | Mar 7, 2016 | 8 months | 1.2 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FXU risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2007 |
|---|---|---|---|---|
| Annualized return | +18.3% | +10.8% | +8.3% | +7.3% |
| Volatility (annualized) | 14.6% | 16.5% | 14.7% | 14.4% |
| Sharpe ratio | 0.94 | 0.49 | 0.46 | 0.47 |
| Sortino ratio | 1.61 | 0.75 | 0.70 | 0.69 |
| Best month | +9.4% | +9.4% | +11.9% | +11.9% |
| Worst month | −7.3% | −11.3% | −11.5% | −15.2% |
| Best 12 months | +39.2% | +39.2% | +39.2% | +39.2% |
| Worst 12 months | −1.0% | −10.0% | −10.9% | −29.2% |
| Positive months | 67% | 62% | 62% | 62% |
| Beta vs S&P 500 | 0.29 | 0.59 | 0.55 | — |
| Correlation with S&P 500 | 0.25 | 0.56 | 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.
FXU rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 222 | −29.2% | +10.9% | +39.2% | 76% |
| 3-year (a year) | 198 | −5.8% | +9.6% | +21.3% | 95% |
| 5-year (a year) | 174 | +0.0% | +8.7% | +17.5% | 100% |
| 10-year (a year) | 114 | +6.2% | +8.8% | +13.2% | 100% |
Every holding period starting at a month-end since 2007. Returns for 3 years and longer are annualized.
FXU performance overview
First Trust Utilities AlphaDEX Fund (FXU) returned +4.1% over the past year and +9.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2007 it has returned +7.7% a year, turning $10,000 into about $42,070. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −48.3%, from May 22, 2007 to Mar 9, 2009, and it took 2.1 years to get back to the old high. FXU finished 15 of its 18 full calendar years with a gain; the best year was 2014 (+25.5%) and the worst 2008 (−27.9%). Volatility has been 14.4% a year.
Related: FXU chart, FXU holdings, FXU dividends, FXU valuation. See the FXU overview for the latest quote and fund facts.
FXU performance FAQ
What is the FXU return over the past year?
FXU returned +4.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 1.6%.
What is the average annual return of FXU?
FXU has returned +11.5% a year over 5 years, +9.3% a year over 10 years, +7.7% a year since May 10, 2007 (total return, distributions reinvested).
How much would $10,000 invested in FXU be worth?
$10,000 invested in FXU at its first recorded close on May 10, 2007 would be worth about $42,070 on October 23, 2026 with distributions reinvested.
What was the worst year for FXU?
The worst calendar year was 2008, with a total return of −27.9%. The best was 2014 at +25.5%.
What is the biggest drawdown of FXU?
The largest peak-to-trough decline was −48.3% between May 22, 2007 and March 9, 2009. It recovered to the old high on April 28, 2011, 2.1 years after the bottom.
How volatile is FXU?
Over the past 3 years FXU had an annualized volatility of 14.6% and a Sharpe ratio of 0.94 (excess return over 1–3 month T-bills per unit of risk).