In the category "comics made into animated films", the winners are:
In the category "comics made into live-action short films", the winner is:
In the category "Silent film 2-reel shorts", the winner is:
In the category "Silent films", the winner is:
In the category "Feature length talkie films", the winner is:
And, in the most relevant category of "The first SF&F" movie based on comics:
Prehistoric Peeps ("Prehistoric Peeps", 1905)
Generally believed to be the first film depiction of dinosaurs.
This seems to me to be an early precursor to Flintstones.
Adventures of Captain Marvel's official release date was March 28, 1941
Superman: Superman, was released on September 26,
Little Annie Rooney (1925)
Mary Pickford starred as a girl of the slums in William Beaudine's 1925 silent comedy-drama "Little Annie Rooney"
Ella Cinders (1926)
- Tillie the Toiler (1927)
- Bringing Up Father (1928)
- Harold Teen (1928)
Notable since all the previous ones were silent movies. Skippy was a "Talkie".
Also notable because it was one of the first films nominated for the Academy Award for Best Picture
Also, if you include "short" movies, the earliest seems:
There's also several earlier (1910s) examples of what Wiki calls "Theatrical short films", whatever that means - seems to be cartoons.
Based on Desperate Desmond:
- series of seven live-action shorts (1911–1912), starting with Desperate Desmond Almost Succeeds (1911)
Based on Little Nemo:
- Winsor McCay, the Famous Cartoonist of the N.Y. Herald and his Moving Comics aka Little Nemo (1911, included in the National Film Registry)
Based on Uncle Mun:
- Uncle Mun and the Minister (1912)
- A Thrilling Rescue by Uncle Mun (1912)
Based on Buster Brown (1902):
- series of five shorts (1914), starting with Buster Brown on the Care and Treatment of Goats (1914)
based on Abie the Agent (comic debuted in 1914), seems to have been drawn by the same guy who did "Desperate Desmond":
Syndicated by King Features, the strip became popular, and in 1917 two animated cartoons were made
- Iska Worreh (1917)
- Abie Kabibble Outwitted His Rival (1917)
However, the overall winner (if you include animated films) was a tie between: