FTA Performance — First Trust Large Cap Value AlphaDEX Fund
Data updated: 2026-10-13
FTA returned +18.10% year to date and +30.11% over one year to Jul 2026. Annualised returns are +15.10% over 3 years and +11.17% over 5 years. Against its US Large Value category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $152, against $156 for the category, and to $130 over one year, against $122. Volatility over the past three years was 12.86% a year. In the 12 months to Jul 2026 the fund lost a net $1.2M, and assets reached $1.40B.
FTA Growth of $100
What $100 invested in First Trust Large Cap Value AlphaDEX Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | FTA | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $130 | $122 |
| 3 years (Aug 2023 – Jul 2026) | $152 | $156 |
| 5 years (Aug 2021 – Jul 2026) | $170 | $168 |
| Since data start (Aug 2019 – Jul 2026) | $221 | $226 |
FTA Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +18.10% |
| 1 year | +30.11% |
| 3 years (annualised) | +15.10% |
| 5 years (annualised) | +11.17% |
FTA Annual Returns
Calendar-year total returns of First Trust Large Cap Value AlphaDEX Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +18.10% |
| 2025 | +14.87% |
| 2024 | +10.13% |
| 2023 | +10.15% |
| 2022 | −3.75% |
| 2021 | +29.20% |
| 2020 | −0.56% |
| 2019 (Aug–Dec) | +8.63% |
FTA 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 | +4.8% | +5.2% | −2.4% | +3.1% | +0.1% | +1.9% | +4.3% | — | — | — | — | — |
| 2025 | +2.9% | −0.3% | −1.7% | −4.2% | +2.8% | +4.5% | +0.5% | +5.3% | +0.6% | −0.8% | +3.9% | +0.8% |
| 2024 | −0.8% | +2.9% | +6.2% | −4.2% | +2.8% | −1.7% | +5.5% | +1.5% | +0.9% | −1.5% | +7.0% | −7.7% |
| 2023 | +8.9% | −3.7% | −3.3% | −0.7% | −5.5% | +7.5% | +5.5% | −4.1% | −3.4% | −3.2% | +7.5% | +5.9% |
| 2022 | −0.3% | −0.6% | +2.2% | −4.0% | +3.7% | −11.0% | +6.4% | −2.8% | −9.8% | +11.8% | +7.8% | −4.5% |
| 2021 | +1.3% | +5.8% | +8.3% | +3.8% | +2.6% | −2.6% | +0.2% | +2.3% | −4.0% | +4.3% | −2.4% | +7.2% |
| 2020 | −4.5% | −11.2% | −22.6% | +17.2% | +4.2% | +1.4% | +2.1% | +4.3% | −3.0% | +0.4% | +14.0% | +3.5% |
| 2019 | — | — | — | — | — | — | — | −6.4% | +5.2% | +1.5% | +4.9% | +3.6% |
FTA Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.86%
- 3-year Sharpe ratio: 0.82 (vs 4.5% risk-free rate)
- Best month: +7.48% (Nov 2023)
- Worst month: −7.70% (Dec 2024)
FTA Fund Flows
Monthly money in and out of First Trust Large Cap Value AlphaDEX Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.2M
- 12-month gross sales (incl. reinvestments): $796.3M
- Sales ÷ redemptions: 1.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $256.8M | $238.5M | $18.3M |
| Jun 2026 | $4.8M | $4.9M | −$36K |
| May 2026 | $4.6M | $0 | $4.6M |
| Apr 2026 | $305.2M | $313.6M | −$8.4M |
| Mar 2026 | $13.9M | $4.6M | $9.2M |
| Feb 2026 | $0 | $9.2M | −$9.2M |
| Jan 2026 | $4.4M | $4.5M | −$46K |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $4.2M | −$4.2M |
| Oct 2025 | $206.6M | $213.9M | −$7.4M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $4.1M | −$4.1M |
FTA Assets Under Management
Net assets of First Trust Large Cap Value AlphaDEX Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $1.40B |
| 2026-04-30 | $1.30B |
| 2026-01-31 | $1.24B |
| 2025-10-31 | $1.14B |
| 2025-07-31 | $1.10B |
| 2025-04-30 | $1.07B |
| 2025-01-31 | $1.19B |
| 2024-10-31 | $1.20B |
| 2024-07-31 | $1.22B |
| 2024-04-30 | $1.16B |
| 2024-01-31 | $1.14B |
| 2023-10-31 | $1.06B |
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.