First Trust Large Cap Growth AlphaDEX® Fund

10-Year Study

FTC.US · · US · ETF

Executive Summary: First Trust Large Cap Growth AlphaDEX® Fund has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 28.5% and an annualized volatility of 20.9%.

1Y CAGR
+18.6%
3Y CAGR
+23.0%
5Y CAGR
+10.8%
10Y CAGR
+13.7%

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 →
28.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.3%
% 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.
20261.50.8-5.88.5————————4.6%
20255.5-3.1-6.91.27.75.53.30.52.61.8-2.20.015.9%
20241.97.82.5-5.43.11.90.53.43.31.111.5-6.626.6%
20234.5-3.51.20.4-1.29.82.8-2.0-5.0-3.811.45.820.7%
2022-12.2-1.62.8-9.90.3-8.510.0-3.1-8.69.44.5-6.2-23.3%
20210.12.2-1.25.8-0.16.42.74.3-5.58.1-1.21.324.4%
20201.9-6.6-13.213.79.03.37.05.5-2.8-1.811.65.033.4%
20199.34.92.13.2-5.07.11.6-0.8-1.10.52.61.228.1%
20187.4-2.0-0.9-0.44.3-0.41.54.90.2-11.30.9-8.8-6.0%
20173.43.20.71.32.50.71.70.92.13.72.60.225.3%
2016———-0.92.71.73.4-1.3-0.7-4.32.3-0.52.3%

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 20.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 132.1% of variance. Idiosyncratic stock-specific factors contribute 4.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019912.989948163762
2016-05-0110178.174833647658
2016-06-0110349.541130739128
2016-07-0110706.565125936173
2016-08-0110567.479558075947
2016-09-0110496.91440603676
2016-10-0110047.92078604881
2016-11-0110274.386198465578
2016-12-0110227.030977753706
2017-01-0110575.28871022825
2017-02-0110908.972259020224
2017-03-0110985.127806889892
2017-04-0111129.107690165907
2017-05-0111402.493273035368
2017-06-0111480.258506864006
2017-07-0111675.835350878911
2017-08-0111778.224429377204
2017-09-0112021.374019233574
2017-10-0112466.995999712866
2017-11-0112794.197299643041
2017-12-0112816.123832705774
2018-01-0113764.924942954036
2018-02-0113494.736979489555
2018-03-0113368.246116632625
2018-04-0113313.77782418314
2018-05-0113887.8918987116
2018-06-0113835.424837454346
2018-07-0114040.9643324045
2018-08-0114733.04228470994
2018-09-0114766.86744236128
2018-10-0113097.01403254611
2018-11-0113212.43286630688
2018-12-0112043.452819887018
2019-01-0113163.337444558283
2019-02-0113814.672940091406
2019-03-0114102.306418949049
2019-04-0114559.326716218891
2019-05-0113836.925760848522
2019-06-0114824.424591650952
2019-07-0115056.69792502779
2019-08-0114940.77878346896
2019-09-0114779.11410715723
2019-10-0114851.615232849777
2019-11-0115235.242551395751
2019-12-0115424.6851867562
2020-01-0115712.362170639764
2020-02-0114675.767918088737
2020-03-0112731.680577398703
2020-04-0114476.406136818956
2020-05-0115783.362372938134
2020-06-0116299.31022781407
2020-07-0117435.139444484324
2020-08-0118394.25124587518
2020-09-0117872.69124265581
2020-10-0117546.03375554961
2020-11-0119586.22369849277
2020-12-0120569.437284242264
2021-01-0120594.996486969158
2021-02-0121041.988875764873
2021-03-0120785.069945205418
2021-04-0121987.026801271222
2021-05-0121967.862837354285
2021-06-0123366.26663795335
2021-07-0123998.41641705658
2021-08-0125030.725424554672
2021-09-0123645.09034906258
2021-10-0125569.208882856197
2021-11-0125264.84772153303
2021-12-0125594.768085583088
2022-01-0122465.930126577874
2022-02-0122110.47231231388
2022-03-0122729.418316050964
2022-04-0120490.562672252716
2022-05-0120552.33980905644
2022-06-0118803.263747044377
2022-07-0120680.592625463054
2022-08-0120035.978656434287
2022-09-0118309.459950360768
2022-10-0120021.621997881306
2022-11-0120922.63283715851
2022-12-0119635.362625267284
2023-01-0120513.837861118907
2023-02-0119796.46173624208
2023-03-0120040.6989517464
2023-04-0120124.70715679429
2023-05-0119892.085783210106
2023-06-0121847.419173099977
2023-07-0122457.816439244147
2023-08-0121998.403365548806
2023-09-0120894.789620570915
2023-10-0120100.10506463759
2023-11-0122397.75775096418
2023-12-0123704.322441850098
2024-01-0124152.184931164174
2024-02-0126025.859387405733
2024-03-0126677.347150529567
2024-04-0125246.967155880684
2024-05-0126021.68290491759
2024-06-0126526.341205567773
2024-07-0126647.567960288612
2024-08-0127561.151752056157
2024-09-0128477.04131019736
2024-10-0128802.023853805713
2024-11-0132127.65679755154
2024-12-0130009.61461072791
2025-01-0131646.295438280507
2025-02-0130649.9650872167
2025-03-0128531.748880289397
2025-04-0128883.508767350348
2025-05-0131109.160635782453
2025-06-0132806.07417171869
2025-07-0133887.71787860793
2025-08-0134051.97110396178
2025-09-0134940.62651587825
2025-10-0135552.95975567578
2025-11-0134768.95568360535
2025-12-0134777.91771894448
2026-01-0135297.80277866601
2026-02-0135587.1112010215
2026-03-0133529.323475094454
2026-04-0136377.88030462219
Annual Return Matrix
YearAnnual Return
20170.2531617299863449
2018-0.060288978391965786
20190.280752739055518
20200.3335401685801278
20210.24431056289471798
2022-0.2328368610486684
20230.2072261100666799
20240.26599757003582547
20250.15889251395157844
20260.04600512884663499
Total Factor Risk
0.2085716396916563
VTI.US Exposure
1.3206997313708013
VEA.US Exposure
0.017636907574488953
VWO.US Exposure
-0.020452615372734108
QQQ.US Exposure
-0.2958690517289399
VTV.US Exposure
-0.1547129961617431
IJR.US Exposure
-0.0027969893695037945
QUAL.US Exposure
0.05591733605730932
SHV.US Exposure
0.03494458929687477
TLT.US Exposure
0.013354531173071676
LQD.US Exposure
0.030072065709572538
HYG.US Exposure
-0.022345269315660648
GLD.US Exposure
0.007697094142024714
USO.US Exposure
-0.001867730957390306
VNQ.US Exposure
-0.005663502886741799
BTC-USD.CC Exposure
0.005928440764454631
CPER.US Exposure
-0.0075165047101186
VIX.INDX Exposure
-0.003404600210121861
UUP.US Exposure
-0.005358788432893401
TIP.US Exposure
-0.007594151925702403
Idiosyncratic Exposure
0.04133150498295202
Value Score
40.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.9%

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 →24.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.20%
Market Cap$76.6B
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
$13
Avg Yield on Cost
0.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$13.270.13%Solid

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 →
+4.4%
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 →
+5.0%
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 →
0.6% 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 →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Large Cap Growth AlphaDEX® Fund (FTC.US) has an annualized volatility of 20.9% and experienced a maximum drawdown of 28.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FTC.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. 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.

Run a Full Backtest on First Trust Large Cap Growth AlphaDEX® Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest