First Trust Small Cap Growth AlphaDEX® Fund

10-Year Study

FYC.US · · US · ETF

Executive Summary: First Trust Small Cap Growth AlphaDEX® Fund has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 38.4% and an annualized volatility of 20.2%.

1Y CAGR
+49.7%
3Y CAGR
+25.6%
5Y CAGR
+9.2%
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 →
38.4%
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 →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +32.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.9%
% 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.
20264.00.6-3.510.7————————11.7%
20252.3-6.3-7.3-0.68.57.20.58.64.54.60.70.624.2%
2024-3.86.12.3-4.56.9-1.68.31.82.9-0.013.8-8.424.0%
20239.2-1.2-2.9-2.4-0.97.76.1-5.2-6.8-7.19.79.714.5%
2022-11.41.51.9-12.1-1.1-8.811.2-1.0-9.610.00.7-7.4-25.9%
20218.16.0-1.40.81.52.8-2.92.8-2.15.4-2.72.221.6%
2020-1.1-8.4-22.814.88.04.84.68.0-1.4-0.318.111.032.3%
20199.95.9-1.21.3-7.07.10.7-4.4-2.11.92.91.816.8%
20183.0-2.61.81.28.42.00.58.9-1.5-13.51.0-12.1-5.5%
20172.52.00.81.8-0.94.61.0-0.16.21.22.1-0.023.0%
2016———0.52.70.66.30.41.3-7.711.3-0.115.2%

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 76.8% of variance. Idiosyncratic stock-specific factors contribute 3.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110053.092619407047
2016-05-0110328.482769716325
2016-06-0110389.859343924472
2016-07-0111040.45787677446
2016-08-0111083.623442907465
2016-09-0111230.817681108818
2016-10-0110360.454727502389
2016-11-0111526.438481366236
2016-12-0111516.682584183121
2017-01-0111800.904388784484
2017-02-0112033.882059760861
2017-03-0112127.059435664138
2017-04-0112343.366503383755
2017-05-0112236.873183605985
2017-06-0112802.92060753566
2017-07-0112932.040762534616
2017-08-0112915.438621714231
2017-09-0113711.143288456204
2017-10-0113870.900383731956
2017-11-0114163.748455316278
2017-12-0114162.071125625147
2018-01-0114585.168982408577
2018-02-0114202.053188466816
2018-03-0114458.376550246294
2018-04-0114628.642629505255
2018-05-0115851.860980176702
2018-06-0116173.120962855703
2018-07-0116256.473979139497
2018-08-0117709.760347241478
2018-09-0117439.778729405643
2018-10-0115083.130513365579
2018-11-0115226.456623911874
2018-12-0113377.38891113918
2019-01-0114704.499009006233
2019-02-0115578.113928340366
2019-03-0115391.382633133766
2019-04-0115593.962982360654
2019-05-0114497.776682378795
2019-06-0115521.427031023753
2019-07-0115634.800825656983
2019-08-0114947.91720152945
2019-09-0114641.000099270532
2019-10-0114917.99911683457
2019-11-0115353.830986783325
2019-12-0115623.74414218279
2020-01-0115446.529125631994
2020-02-0114144.065504859122
2020-03-0110916.883179121694
2020-04-0112537.183660754936
2020-05-0113544.848030506862
2020-06-0114199.930852939262
2020-07-0114856.588311408239
2020-08-0116052.250531439662
2020-09-0115825.502942173203
2020-10-0115778.606173257887
2020-11-0118634.550937764223
2020-12-0120677.29888303535
2021-01-0122356.545522385506
2021-02-0123693.924985708465
2021-03-0123352.05780968127
2021-04-0123546.45689776162
2021-05-0123898.388051935603
2021-06-0124562.028678914594
2021-07-0123854.811711184364
2021-08-0124531.11788889231
2021-09-0124005.292146331612
2021-10-0125309.67271532292
2021-11-0124622.275622922592
2021-12-0125152.414498974773
2022-01-0122274.869835792844
2022-02-0122612.218491019437
2022-03-0123052.46618811424
2022-04-0120266.592727235384
2022-05-0120045.014051915063
2022-06-0118271.255019152366
2022-07-0120312.291403514177
2022-08-0120103.10442917732
2022-09-0118180.165747558458
2022-10-0119998.528057617987
2022-11-0120140.211069691337
2022-12-0118649.099205493425
2023-01-0120366.23980337588
2023-02-0120126.72396972591
2023-03-0119536.954311593086
2023-04-0119060.798066620795
2023-05-0118895.290126689735
2023-06-0120357.716230047477
2023-07-0121600.377912648775
2023-08-0120481.154002827498
2023-09-0119083.664520369286
2023-10-0117736.049922808605
2023-11-0119462.912186655984
2023-12-0121357.91819423478
2024-01-0120546.672554436194
2024-02-0121806.004840294252
2024-03-0122299.89285628708
2024-04-0121286.64879797077
2024-05-0122749.656832037683
2024-06-0122390.160578644514
2024-07-0124242.137944963048
2024-08-0124673.690912638504
2024-09-0125390.150309279055
2024-10-0125386.72718746042
2024-11-0128896.351294453514
2024-12-0126482.365787951298
2025-01-0127101.437368851643
2025-02-0125387.92528009694
2025-03-0123530.77899983227
2025-04-0123400.80306437865
2025-05-0125384.50215827831
2025-06-0127217.720817030717
2025-07-0127347.696752484328
2025-08-0129709.513882470535
2025-09-0131051.1380168486
2025-10-0132485.42605885716
2025-11-0132711.352098887142
2025-12-0132903.04692073077
2026-01-0134203.8332118125
2026-02-0134409.22052093068
2026-03-0133197.43539713348
2026-04-0136759.39903673352
Annual Return Matrix
YearAnnual Return
20170.22970056890125368
2018-0.05540730642611624
20190.16792180043245186
20200.3234535009574555
20210.21642650915159045
2022-0.25855630256675466
20230.1452520016593306
20240.23993197965800728
20250.24245119126406345
20260.11720349563046173
Total Factor Risk
0.20229708041468752
VTI.US Exposure
0.7684346557604822
VEA.US Exposure
-0.014375753934397254
VWO.US Exposure
-0.0036907216587122754
QQQ.US Exposure
-0.1394045644861668
VTV.US Exposure
-0.19559361803242362
IJR.US Exposure
0.5600122087263618
QUAL.US Exposure
-0.08996061510568579
SHV.US Exposure
0.035149256343954306
TLT.US Exposure
0.03739442264325963
LQD.US Exposure
-0.03231076678284793
HYG.US Exposure
0.019390404939247628
GLD.US Exposure
0.022175635539050997
USO.US Exposure
0.00016378227278924728
VNQ.US Exposure
0.0014169998581000597
BTC-USD.CC Exposure
0.00854695812322342
CPER.US Exposure
-0.014848961999786988
VIX.INDX Exposure
0.01908136075864734
UUP.US Exposure
-0.002354191812969813
TIP.US Exposure
-0.01187463678997765
Idiosyncratic Exposure
0.032648145637851456
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1
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 →18.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.08%
Market Cap$2.8B
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 →
+7.8%
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 →
+15.3%
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 →
0.0% 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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Small Cap Growth AlphaDEX® Fund (FYC.US) has an annualized volatility of 20.2% and experienced a maximum drawdown of 38.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FYC.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.

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