First Trust Mid Cap Growth AlphaDEX® Fund

10-Year Study

FNY.US · · US · ETF

Executive Summary: First Trust Mid Cap Growth AlphaDEX® Fund has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 29.6% and an annualized volatility of 20.2%.

1Y CAGR
+25.5%
3Y CAGR
+19.4%
5Y CAGR
+7.3%
10Y CAGR
+13.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
29.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +37.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.82.5-6.87.8————————7.0%
20255.6-5.2-6.5-1.06.94.02.24.34.31.6-0.4-1.614.0%
2024-2.49.73.7-6.94.40.04.21.62.6-0.711.1-8.818.1%
20238.3-1.0-1.5-0.5-1.010.53.0-3.7-5.5-7.410.310.021.1%
2022-11.70.31.4-8.00.5-11.412.1-3.3-9.611.32.4-7.4-23.8%
20213.61.8-1.43.3-0.68.0-2.42.4-4.45.8-4.31.813.5%
20200.7-7.5-17.214.111.31.97.14.50.1-0.113.67.837.0%
201913.25.8-0.43.9-4.96.02.9-1.6-2.21.95.00.232.5%
20185.6-2.71.1-0.96.50.81.17.0-1.3-12.51.5-11.8-7.5%
20172.73.10.71.40.21.81.31.13.34.22.90.025.1%
2016———0.02.51.64.00.0-0.7-5.56.90.69.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 88.3% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110003.48047206566
2016-05-0110249.386478010876
2016-06-0110408.884437672914
2016-07-0110824.978424624696
2016-08-0110828.423381669276
2016-09-0110757.961579850196
2016-10-0110161.238195694868
2016-11-0110862.233681735692
2016-12-0110932.766513596926
2017-01-0111232.30020137017
2017-02-0111577.115541018073
2017-03-0111661.854381310575
2017-04-0111820.890645698599
2017-05-0111841.808993113638
2017-06-0112050.42422692678
2017-07-0112212.514783127524
2017-08-0112341.967034957435
2017-09-0112743.144713056387
2017-10-0113283.754363908214
2017-11-0113673.922385472937
2017-12-0113679.498243782207
2018-01-0114450.92001662103
2018-02-0114066.96712374499
2018-03-0114220.534074886975
2018-04-0114087.920986181103
2018-05-0115005.913251009515
2018-06-0115124.604451452744
2018-07-0115290.068934655912
2018-08-0116363.759051890998
2018-09-0116154.326972593059
2018-10-0114133.273668097923
2018-11-0114346.221734482599
2018-12-0112650.095357831595
2019-01-0114323.03042571856
2019-02-0115155.928700043683
2019-03-0115087.881919657919
2019-04-0115678.141569977022
2019-05-0114902.777629798522
2019-06-0115796.868285441327
2019-07-0116250.927829925668
2019-08-0115988.969034453123
2019-09-0115637.903051095462
2019-10-0115934.59553718245
2019-11-0116738.442524265636
2019-12-0116766.108725685528
2020-01-0116886.930827393444
2020-02-0115624.336313043603
2020-03-0112944.656942653895
2020-04-0114764.375592656916
2020-05-0116429.53287092776
2020-06-0116743.45014223766
2020-07-0117937.926846159586
2020-08-0118748.202052057917
2020-09-0118772.707416601854
2020-10-0118748.166537036843
2020-11-0121306.171445212753
2020-12-0122965.11359479492
2021-01-0123797.621203888186
2021-02-0124226.145448217325
2021-03-0123878.382361819935
2021-04-0124658.1856796332
2021-05-0124500.108320814288
2021-06-0126467.17879327061
2021-07-0125824.35691175582
2021-08-0126431.344137002747
2021-09-0125258.815716107125
2021-10-0126727.077717520628
2021-11-0125585.48287998409
2021-12-0126056.909269775653
2022-01-0123010.78591190144
2022-02-0123088.066597767523
2022-03-0123421.76573581796
2022-04-0121546.03989757468
2022-05-0121661.96092637381
2022-06-0119199.66900000355
2022-07-0121514.431528815116
2022-08-0120794.364476455317
2022-09-0118807.121472026593
2022-10-0120926.08968963423
2022-11-0121435.623697042665
2022-12-0119854.708048769226
2023-01-0121509.565970927404
2023-02-0121287.739149273188
2023-03-0120976.94719981816
2023-04-0120881.76694332868
2023-05-0120670.16844774497
2023-06-0122850.40007671245
2023-07-0123534.70350284653
2023-08-0122652.865529475694
2023-09-0121411.224877561966
2023-10-0119827.432512581196
2023-11-0121866.27884263649
2023-12-0124050.41712392256
2024-01-0123477.559833931762
2024-02-0125748.638886817178
2024-03-0126694.830078381652
2024-04-0124865.984067961544
2024-05-0125971.069463829725
2024-06-0125978.136953024285
2024-07-0127079.67084678465
2024-08-0127499.81354613934
2024-09-0128226.486392419672
2024-10-0128035.09594382944
2024-11-0131143.050953400743
2024-12-0128401.46890127179
2025-01-0129991.93809021526
2025-02-0128440.499909436698
2025-03-0126583.77460747023
2025-04-0126328.137485749598
2025-05-0128149.38328165898
2025-06-0129278.583376839237
2025-07-0129917.853756246204
2025-08-0131203.497519275777
2025-09-0132535.310809706967
2025-10-0133043.17561112472
2025-11-0132901.115526812064
2025-12-0132386.14772117867
2026-01-0133632.724961022264
2026-02-0134488.63696900604
2026-03-0132137.542573631516
2026-04-0134658.07913456997
Annual Return Matrix
YearAnnual Return
20170.2512384881511198
2018-0.07525150905432587
20190.3253740980937141
20200.3697342639567027
20210.13463010588728364
2022-0.2380252069342922
20230.21132061296733218
20240.1809137760451276
20250.1402983357571499
20260.0701513323829368
Total Factor Risk
0.2018351421667164
VTI.US Exposure
0.88261956388173
VEA.US Exposure
0.033924475068304864
VWO.US Exposure
-0.019087803190763197
QQQ.US Exposure
-0.2539950773637937
VTV.US Exposure
-0.22562628949693375
IJR.US Exposure
0.32273055681869045
QUAL.US Exposure
0.06590895550015445
SHV.US Exposure
0.04446410533676153
TLT.US Exposure
0.024760729874078034
LQD.US Exposure
-0.009146225930805914
HYG.US Exposure
0.013889137775620172
GLD.US Exposure
0.024821653794813554
USO.US Exposure
0.0005093754998204519
VNQ.US Exposure
0.058128226738918834
BTC-USD.CC Exposure
0.01274778875795457
CPER.US Exposure
-0.012529451540162367
VIX.INDX Exposure
-0.0011025270877891272
UUP.US Exposure
-0.0097478881017353
TIP.US Exposure
-0.011645278524706976
Idiosyncratic Exposure
0.058375972189843715
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.39
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Mid Cap Growth AlphaDEX® Fund a high-risk investment?

First Trust Mid Cap Growth AlphaDEX® Fund (FNY.US) has an annualized volatility of 20.2% and experienced a maximum drawdown of 29.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FNY.US?

Over the past 10 years, FNY.US has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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