FJP Performance — First Trust Japan AlphaDEX Fund
Data updated: 2026-08-21
FJP returned +14.25% year to date and +29.96% over one year to Jun 2026. Annualised returns are +20.06% over 3 years and +11.13% over 5 years. The fund trailed its Japan Equity category average: $100 invested three years ago grew to $173, against $177 for the category, and to $130 over one year, against $131. Volatility over the past three years was 15.65% a year. In the 12 months to Jun 2026 the fund took in a net $28.1M, and assets reached $253.83M.
FJP Growth of $100
What $100 invested in First Trust Japan AlphaDEX Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Japan Equity category average over the same months.
| Period | FJP | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $130 | $131 |
| 3 years (Jul 2023 – Jun 2026) | $173 | $177 |
| 5 years (Jul 2021 – Jun 2026) | $169 | $168 |
| Since data start (Jul 2019 – Jun 2026) | $188 | $213 |
FJP Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.25% |
| 1 year | +29.96% |
| 3 years (annualised) | +20.06% |
| 5 years (annualised) | +11.13% |
FJP Annual Returns
Calendar-year total returns of First Trust Japan AlphaDEX Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.25% |
| 2025 | +32.15% |
| 2024 | +5.82% |
| 2023 | +22.43% |
| 2022 | −12.04% |
| 2021 | −0.70% |
| 2020 | +1.71% |
| 2019 (Jul–Dec) | +8.16% |
FJP Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.5% | +15.3% | −11.3% | +4.7% | +2.9% | −2.5% | — | — | — | — | — | — |
| 2025 | +0.6% | +2.9% | +1.5% | +2.2% | +5.8% | +2.2% | −1.8% | +10.2% | +1.0% | +1.7% | +2.7% | −0.4% |
| 2024 | +2.7% | +2.3% | +3.3% | −4.0% | +1.5% | −3.2% | +4.2% | +0.3% | +0.5% | −4.7% | +3.0% | +0.2% |
| 2023 | +4.3% | −1.6% | +3.0% | +0.4% | −0.6% | +7.1% | +5.2% | −0.4% | −0.2% | −5.0% | +5.6% | +3.3% |
| 2022 | −1.9% | −0.5% | −0.2% | −8.6% | +4.1% | −9.6% | +3.5% | −0.9% | −10.5% | +0.6% | +13.5% | +0.1% |
| 2021 | −1.3% | +0.4% | +4.4% | −1.7% | +0.7% | −1.5% | −1.5% | +2.6% | +2.1% | −3.1% | −4.2% | +3.0% |
| 2020 | −5.1% | −8.2% | −8.8% | +4.8% | +8.1% | +0.9% | −2.3% | +6.8% | +1.4% | −4.7% | +10.0% | +1.0% |
| 2019 | — | — | — | — | — | — | −1.6% | −2.9% | +3.7% | +5.8% | +0.2% | +3.0% |
FJP Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 15.65%
- 3-year Sharpe ratio: 0.99 (vs 4.5% risk-free rate)
- Best month: +15.29% (Feb 2026)
- Worst month: −11.34% (Mar 2026)
FJP Fund Flows
Monthly money in and out of First Trust Japan AlphaDEX Fund, from SEC Form N-PORT.
- 12-month net flow: $28.1M
- 12-month gross sales (incl. reinvestments): $97.4M
- Sales ÷ redemptions: 1.41×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.8M | $0 | $3.8M |
| May 2026 | $3.9M | $0 | $3.9M |
| Apr 2026 | $3.7M | $0 | $3.7M |
| Mar 2026 | $3.9M | $0 | $3.9M |
| Feb 2026 | $4.0M | $0 | $4.0M |
| Jan 2026 | $68.5M | $69.3M | −$749K |
| Dec 2025 | $3.4M | $0 | $3.4M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $3.2M | $0 | $3.2M |
| Jul 2025 | $2.9M | $0 | $2.9M |
FJP Assets Under Management
Net assets of First Trust Japan AlphaDEX Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $253.83M |
| 2026-03-31 | $232.57M |
| 2025-12-31 | $207.22M |
| 2025-09-30 | $199.87M |
| 2025-06-30 | $176.79M |
| 2025-03-31 | $155.75M |
| 2024-12-31 | $192.38M |
| 2024-09-30 | $201.92M |
| 2024-06-30 | $189.66M |
| 2024-03-31 | $205.25M |
| 2023-12-31 | $187.53M |
| 2023-09-30 | $184.87M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.