First Trust Large Cap Core AlphaDEX® ETF (FEX)

63.50 +0.48  +0.76% NASDAQ Nov 15, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 63.52
Discount or Premium to NAV -0.03%
Turnover Ratio 102.0%
1 Year Fund Level Flows -176.71M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.60% 5.57% 4.17% 25
3M 9.59% 9.57% 9.47% 59
6M 7.59% 7.60% 9.48% 88
YTD 23.07% 23.08% 24.54% 77
1Y 12.00% 12.01% 14.56% 85
3Y 11.23% 11.24% 13.00% 82
5Y 8.55% 8.57% 9.31% 75
10Y 12.48% 12.48% 11.94% 45
15Y -- -- 8.08% --
20Y -- -- 6.06% --
As of Nov. 15, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.06% 0.06% 0.00%
Stock 99.94% 99.94% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Nov. 17, 2019

Region Exposure

Americas 98.53%
North America 98.53%
Latin America 0.00%
Greater Europe 0.56%
United Kingdom 0.30%
Europe Developed 0.26%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.91%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.47%
Asia Emerging 0.45%
Market Classification
% Developed Markets 99.55%
% Emerging Markets 0.45%
As of Nov. 17, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.60%
Communication Services 5.96%
Consumer Cyclical 9.38%
Consumer Defensive 5.35%
Energy 6.16%
Financial Services 18.58%
Healthcare 11.28%
Industrials 12.57%
Real Estate 5.99%
Technology 14.30%
Utilities 5.83%
As of Nov. 17, 2019

Stock Market Capitalization

Giant 10.68%
Large 48.27%
Medium 41.05%
Small 0.00%
Micro 0.00%
As of Nov. 17, 2019

Stock Style Exposure

Large Cap Value 26.69%
Large Cap Blend 19.16%
Large Cap Growth 13.22%
Mid Cap Value 14.40%
Mid Cap Blend 13.20%
Mid Cap Growth 13.33%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Nov. 17, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
DXC DXC Technology Co 0.54% 37.23 +3.91%
SWKS Skyworks Solutions Inc 0.53% 99.42 +0.68%
REGN Regeneron Pharmaceuticals Inc 0.53% 344.87 +1.92%
URI United Rentals Inc 0.53% 154.34 +1.33%
BIIB Biogen Inc 0.52% 282.27 +2.59%
VLO Valero Energy Corp 0.50% 100.61 -0.21%
PSX Phillips 66 0.49% 118.36 -0.90%
TER Teradyne Inc 0.49% 66.77 +1.83%
PCAR PACCAR Inc 0.49% 80.22 +0.87%
CMI Cummins Inc 0.48% 184.00 +1.75%
As of Nov. 17, 2019
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Basic Info

Investment Strategy
The investment seeks investment results that correspond generally to the price and yield (before the fund's fees and expenses) of an equity index called the Nasdaq AlphaDEX® Large Cap Core Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in common stocks that comprise the index. The index is designed to select stocks from the NASDAQ US 500 Large Cap Index (the "base index") that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX® selection methodology.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name First Trust
Benchmark Index
NASDAQ AlphaDEX(R) Large Cap Core TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Peterson 2.88 yrs
Daniel Lindquist 11.74 yrs
David McGarel 11.74 yrs
Jon Erickson 11.74 yrs
Roger Testin 11.74 yrs
Stan Ueland 11.74 yrs

Net Fund Flows

1M -21.25M
3M -99.15M
6M -105.49M
YTD -134.20M
1Y -176.71M
3Y -446.64M
5Y -592.28M
10Y 609.47M
As of Oct. 31, 2019

Risk Info

Beta (5Y) 1.043
Max Drawdown (All) 58.80%
Historical Sharpe Ratio (10Y) 0.9657
Historical Sortino (All) 0.4064
30-Day Rolling Volatility 9.32%
Daily Value at Risk (VaR) 1% (All) 3.59%
Monthly Value at Risk (VaR) 1% (All) 15.66%

Fundamentals

Dividend Yield TTM (11-15-19) 1.36%
30-Day SEC Yield (10-31-19) 1.33%
7-Day SEC Yield --
Weighted Average PE Ratio 16.74
Weighted Average Price to Sales Ratio 1.496
Weighted Average Price to Book Ratio 2.322
Weighted Median ROE 20.76%
Weighted Median ROA 7.06%
Forecasted Dividend Yield 1.93%
Forecasted PE Ratio 15.63
Forecasted Price to Sales Ratio 1.452
Forecasted Price to Book Ratio 2.293
Number of Holdings 377
As of Nov. 17, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.09%
Forecasted Book Value Growth 5.87%
Forecasted Cash Flow Growth 15.65%
Forecasted Earnings Growth 12.00%
Forecasted Revenue Growth 7.94%
As of Nov. 17, 2019

Comparables

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Attributes

Key Dates
Inception Date 5/8/2007
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/30/2018
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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