FYX Performance — First Trust Small Cap Core AlphaDEX Fund
Data updated: 2026-10-13
FYX returned +25.98% year to date and +45.57% over one year to Jul 2026. Annualised returns are +18.39% over 3 years and +10.49% over 5 years. The fund beat its US Small Blend category average: $100 invested three years ago grew to $166, against $146 for the category, and to $146 over one year, against $129. Volatility over the past three years was 19.69% a year. In the 12 months to Jul 2026 the fund took in a net $174.8M, and assets reached $1.37B.
FYX Growth of $100
What $100 invested in First Trust Small Cap Core AlphaDEX Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | FYX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $146 | $129 |
| 3 years (Aug 2023 – Jul 2026) | $166 | $146 |
| 5 years (Aug 2021 – Jul 2026) | $165 | $141 |
| Since data start (Aug 2019 – Jul 2026) | $248 | $204 |
FYX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +25.98% |
| 1 year | +45.57% |
| 3 years (annualised) | +18.39% |
| 5 years (annualised) | +10.49% |
FYX Annual Returns
Calendar-year total returns of First Trust Small Cap Core AlphaDEX Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +25.98% |
| 2025 | +12.91% |
| 2024 | +12.21% |
| 2023 | +18.13% |
| 2022 | −18.40% |
| 2021 | +27.48% |
| 2020 | +19.21% |
| 2019 (Aug–Dec) | +5.91% |
FYX 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 | +6.1% | +2.4% | −2.7% | +11.1% | +1.3% | +7.8% | −1.6% | — | — | — | — | — |
| 2025 | +1.9% | −6.3% | −6.1% | −3.9% | +6.4% | +5.2% | +1.3% | +9.3% | +1.5% | +0.6% | +2.5% | +1.0% |
| 2024 | −4.3% | +3.8% | +2.9% | −5.5% | +5.1% | −1.8% | +10.5% | −1.2% | +1.0% | −1.5% | +12.5% | −7.8% |
| 2023 | +10.8% | −1.3% | −5.7% | −2.6% | −3.2% | +8.5% | +7.7% | −3.5% | −5.4% | −6.0% | +8.4% | +11.8% |
| 2022 | −7.2% | +1.4% | +0.4% | −8.5% | +1.3% | −9.4% | +10.0% | −3.5% | −10.8% | +12.2% | +3.2% | −6.3% |
| 2021 | +5.2% | +9.1% | +2.5% | +1.8% | +2.6% | −1.0% | −2.1% | +2.0% | −1.7% | +4.5% | −2.4% | +4.6% |
| 2020 | −5.3% | −10.1% | −25.3% | +19.2% | +6.2% | +4.0% | +3.1% | +6.8% | −3.0% | +2.2% | +19.2% | +9.3% |
| 2019 | — | — | — | — | — | — | — | −5.7% | +3.3% | +1.8% | +3.1% | +3.6% |
FYX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 19.69%
- 3-year Sharpe ratio: 0.71 (vs 4.5% risk-free rate)
- Best month: +12.49% (Nov 2024)
- Worst month: −7.83% (Dec 2024)
FYX Fund Flows
Monthly money in and out of First Trust Small Cap Core AlphaDEX Fund, from SEC Form N-PORT.
- 12-month net flow: $174.8M
- 12-month gross sales (incl. reinvestments): $921.1M
- Sales ÷ redemptions: 1.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $240.3M | $216.4M | $23.9M |
| Jun 2026 | $7.0M | $0 | $7.0M |
| May 2026 | $39.4M | $0 | $39.4M |
| Apr 2026 | $313.2M | $268.3M | $44.9M |
| Mar 2026 | $18.4M | $5.9M | $12.5M |
| Feb 2026 | $24.7M | $0 | $24.7M |
| Jan 2026 | $29.6M | $0 | $29.6M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $248.5M | $239.9M | $8.6M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $15.7M | −$15.7M |
FYX Assets Under Management
Net assets of First Trust Small Cap Core AlphaDEX Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $1.37B |
| 2026-04-30 | $1.21B |
| 2026-01-31 | $1.01B |
| 2025-10-31 | $899.79M |
| 2025-07-31 | $817.64M |
| 2025-04-30 | $773.62M |
| 2025-01-31 | $971.71M |
| 2024-10-31 | $900.85M |
| 2024-07-31 | $931.48M |
| 2024-04-30 | $837.63M |
| 2024-01-31 | $848.94M |
| 2023-10-31 | $728.09M |
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.