FYT Performance — First Trust Small Cap Value AlphaDEX Fund
Data updated: 2026-10-13
FYT returned +27.98% year to date and +42.36% over one year to Jul 2026. Annualised returns are +14.34% over 3 years and +9.10% over 5 years. The fund beat its US Small Value category average: $100 invested three years ago grew to $149, against $147 for the category, and to $142 over one year, against $131. Volatility over the past three years was 20.13% a year. In the 12 months to Jul 2026 the fund took in a net $14.8M, and assets reached $194.55M.
FYT Growth of $100
What $100 invested in First Trust Small Cap Value AlphaDEX Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Value category average over the same months.
| Period | FYT | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $142 | $131 |
| 3 years (Aug 2023 – Jul 2026) | $149 | $147 |
| 5 years (Aug 2021 – Jul 2026) | $155 | $154 |
| Since data start (Aug 2019 – Jul 2026) | $230 | $214 |
FYT Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +27.98% |
| 1 year | +42.36% |
| 3 years (annualised) | +14.34% |
| 5 years (annualised) | +9.10% |
FYT Annual Returns
Calendar-year total returns of First Trust Small Cap Value AlphaDEX Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +27.98% |
| 2025 | +4.12% |
| 2024 | +3.15% |
| 2023 | +22.89% |
| 2022 | −14.02% |
| 2021 | +29.51% |
| 2020 | +10.01% |
| 2019 (Aug–Dec) | +11.30% |
FYT 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 | +7.4% | +3.7% | −1.8% | +7.9% | −1.2% | +6.3% | +3.2% | — | — | — | — | — |
| 2025 | +1.3% | −6.1% | −4.9% | −6.7% | +4.9% | +3.7% | +2.1% | +10.0% | −0.9% | −2.6% | +3.8% | +1.0% |
| 2024 | −4.5% | +1.6% | +3.4% | −6.2% | +4.4% | −2.4% | +12.8% | −4.1% | −0.5% | −3.3% | +11.9% | −7.6% |
| 2023 | +12.8% | −2.2% | −7.7% | −2.7% | −4.4% | +8.9% | +9.6% | −2.3% | −4.4% | −5.0% | +8.1% | +13.4% |
| 2022 | −3.9% | +1.3% | −1.0% | −6.5% | +2.9% | −10.0% | +10.2% | −5.0% | −12.0% | +13.6% | +4.6% | −5.9% |
| 2021 | +2.6% | +11.2% | +6.0% | +2.1% | +2.9% | −3.2% | −1.2% | +1.2% | −1.6% | +3.2% | −2.7% | +6.3% |
| 2020 | −8.6% | −11.1% | −28.4% | +25.5% | +5.2% | +3.5% | +1.8% | +6.0% | −5.3% | +4.0% | +20.0% | +8.4% |
| 2019 | — | — | — | — | — | — | — | −7.0% | +7.9% | +1.5% | +3.6% | +5.6% |
FYT Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 20.13%
- 3-year Sharpe ratio: 0.49 (vs 4.5% risk-free rate)
- Best month: +13.39% (Dec 2023)
- Worst month: −7.63% (Dec 2024)
FYT Fund Flows
Monthly money in and out of First Trust Small Cap Value AlphaDEX Fund, from SEC Form N-PORT.
- 12-month net flow: $14.8M
- 12-month gross sales (incl. reinvestments): $100.7M
- Sales ÷ redemptions: 1.17×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $7.1M | $0 | $7.1M |
| Jun 2026 | $0 | $3.3M | −$3.3M |
| May 2026 | $3.3M | $9.8M | −$6.5M |
| Apr 2026 | $70.0M | $54.3M | $15.7M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $12.6M | −$12.6M |
| Jan 2026 | $8.8M | $3.0M | $5.8M |
| Dec 2025 | $8.7M | $0 | $8.7M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $2.8M | $0 | $2.8M |
| Sep 2025 | $0 | $2.8M | −$2.8M |
| Aug 2025 | $0 | $0 | $0 |
FYT Assets Under Management
Net assets of First Trust Small Cap Value AlphaDEX Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $194.55M |
| 2026-04-30 | $183.43M |
| 2026-01-31 | $164.43M |
| 2025-10-31 | $133.32M |
| 2025-07-31 | $126.11M |
| 2025-04-30 | $115.92M |
| 2025-01-31 | $172.63M |
| 2024-10-31 | $163.92M |
| 2024-07-31 | $187.17M |
| 2024-04-30 | $183.97M |
| 2024-01-31 | $192.33M |
| 2023-10-31 | $151.80M |
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.