FXO Performance — First Trust Financials AlphaDEX Fund
Data updated: 2026-10-13
FXO returned +10.40% year to date and +17.94% over one year to Jul 2026. Annualised returns are +19.40% over 3 years and +11.37% over 5 years. The fund beat its Financials Equity category average: $100 invested three years ago grew to $170, against $152 for the category, and to $118 over one year, against $114. Volatility over the past three years was 17.23% a year. In the 12 months to Jul 2026 the fund lost a net $1.2B, and assets reached $1.13B.
FXO Growth of $100
What $100 invested in First Trust Financials AlphaDEX Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Financials Equity category average over the same months.
| Period | FXO | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $118 | $114 |
| 3 years (Aug 2023 – Jul 2026) | $170 | $152 |
| 5 years (Aug 2021 – Jul 2026) | $171 | $147 |
| Since data start (Aug 2019 – Jul 2026) | $243 | $188 |
FXO Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.40% |
| 1 year | +17.94% |
| 3 years (annualised) | +19.40% |
| 5 years (annualised) | +11.37% |
FXO Annual Returns
Calendar-year total returns of First Trust Financials AlphaDEX Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +10.40% |
| 2025 | +13.51% |
| 2024 | +27.84% |
| 2023 | +9.20% |
| 2022 | −9.18% |
| 2021 | +37.60% |
| 2020 | +5.92% |
| 2019 (Aug–Dec) | +4.88% |
FXO 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 | +1.0% | −3.3% | −3.9% | +6.8% | −2.5% | +7.2% | +5.3% | — | — | — | — | — |
| 2025 | +5.1% | −2.2% | −4.4% | −4.0% | +5.9% | +4.3% | +1.8% | +4.1% | +0.4% | −3.2% | +3.3% | +2.2% |
| 2024 | +0.8% | +2.8% | +6.3% | −5.6% | +4.6% | −0.7% | +9.0% | +1.8% | −0.1% | +3.3% | +11.5% | −7.4% |
| 2023 | +11.0% | −2.3% | −15.4% | +0.8% | −6.2% | +7.9% | +10.0% | −4.7% | −3.3% | −4.4% | +10.8% | +8.9% |
| 2022 | −0.1% | +0.1% | −0.4% | −9.4% | +5.1% | −10.6% | +6.7% | −1.7% | −8.8% | +13.1% | +5.6% | −6.1% |
| 2021 | +2.0% | +12.2% | +6.3% | +5.9% | +3.5% | −3.8% | −0.6% | +5.1% | −2.6% | +6.8% | −4.7% | +3.4% |
| 2020 | −1.6% | −10.7% | −27.4% | +12.9% | +2.8% | +4.5% | +1.5% | +2.8% | −3.6% | +7.6% | +15.9% | +9.0% |
| 2019 | — | — | — | — | — | — | — | −4.5% | +3.5% | +0.5% | +4.1% | +1.5% |
FXO Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 17.23%
- 3-year Sharpe ratio: 0.87 (vs 4.5% risk-free rate)
- Best month: +11.50% (Nov 2024)
- Worst month: −7.39% (Dec 2024)
FXO Fund Flows
Monthly money in and out of First Trust Financials AlphaDEX Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.2B
- 12-month gross sales (incl. reinvestments): $292.0M
- Sales ÷ redemptions: 0.19×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $16.0M | $3.3M | $12.7M |
| Jun 2026 | $6.2M | $30.2M | −$24.0M |
| May 2026 | $3.0M | $35.1M | −$32.1M |
| Apr 2026 | $0 | $41.0M | −$41.0M |
| Mar 2026 | $71.5M | $207.8M | −$136.3M |
| Feb 2026 | $0 | $858.7M | −$858.7M |
| Jan 2026 | $24.2M | $36.7M | −$12.5M |
| Dec 2025 | $3.1M | $27.1M | −$24.1M |
| Nov 2025 | $0 | $46.3M | −$46.3M |
| Oct 2025 | $168.1M | $224.4M | −$56.3M |
| Sep 2025 | $0 | $3.0M | −$3.0M |
| Aug 2025 | $0 | $26.0M | −$26.0M |
FXO Assets Under Management
Net assets of First Trust Financials AlphaDEX Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $1.13B |
| 2026-04-30 | $1.07B |
| 2026-01-31 | $2.16B |
| 2025-10-31 | $2.12B |
| 2025-07-31 | $2.18B |
| 2025-04-30 | $1.96B |
| 2025-01-31 | $2.25B |
| 2024-10-31 | $939.87M |
| 2024-07-31 | $904.18M |
| 2024-04-30 | $831.95M |
| 2024-01-31 | $826.46M |
| 2023-10-31 | $701.86M |
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.