See what your fund actually adds
First Trust Cons. Discret. AlphaDEX FXD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FXD | Replication |
|---|---|---|
| Annualized growth | 2.3% | 6.9% |
| Annualized volatility | 21.0% | 18.6% |
| Sharpe ratio | 0.21 | 0.45 |
| Maximum drawdown | 32.9% | 26.1% |
| Replication fit (R²) | 0.88 · Tracking error 7.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model FXD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 60.1% |
| XLY | Sector · Cons Discr | 22.9% |
| VBK | Small-Cap · Growth | 12.5% |
| EFG | Intl · Growth | 4.2% |
| IJH | US Mid Cap | 0.3% |