First Trust Large Cap Core AlphaDEX® ETF (FEX)

48.95 +0.38  +0.78% NASDAQ Apr 7, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 48.63
Discount or Premium to NAV -0.12%
Turnover Ratio 102.0%
1 Year Fund Level Flows -307.65M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -15.52% -15.37% -11.44% 90
3M -25.19% -25.13% -19.13% 92
6M -18.21% -18.14% -11.50% 93
YTD -25.20% -25.19% -18.88% 93
1Y -18.86% -18.79% -9.48% 95
3Y -0.54% -0.49% 3.79% 93
5Y 1.98% 2.02% 4.88% 89
10Y 8.11% 8.14% 8.94% 77
15Y -- -- 6.76% --
20Y -- -- 4.63% --
As of April 6, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.07% 0.07% 0.00%
Stock 99.93% 99.93% 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 April 5, 2020

Region Exposure

Americas 98.61%
North America 98.61%
Latin America 0.00%
Greater Europe 0.87%
United Kingdom 0.33%
Europe Developed 0.54%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.52%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.19%
Asia Emerging 0.32%
Market Classification
% Developed Markets 99.68%
% Emerging Markets 0.32%
As of April 5, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.08%
Communication Services 7.73%
Consumer Cyclical 8.16%
Consumer Defensive 5.18%
Energy 3.69%
Financial Services 16.07%
Healthcare 13.48%
Industrials 12.11%
Real Estate 3.36%
Technology 19.55%
Utilities 6.59%
As of April 6, 2020

Stock Market Capitalization

Giant 11.13%
Large 40.17%
Medium 47.98%
Small 0.72%
Micro 0.00%
As of April 6, 2020

Stock Style Exposure

Large Cap Value 22.54%
Large Cap Blend 13.46%
Large Cap Growth 15.29%
Mid Cap Value 17.65%
Mid Cap Blend 13.57%
Mid Cap Growth 16.77%
Small Cap Value 0.72%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of April 6, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
RNG RingCentral Inc Class A 0.79% 194.75 -12.71%
TSLA Tesla Inc 0.73% 542.50 +5.09%
DXCM DexCom Inc 0.73% 250.71 -6.91%
NEM Newmont Corp 0.69% 49.76 -0.70%
ODFL Old Dominion Freight Lines Inc 0.65% 142.65 +3.23%
SGEN Seattle Genetics Inc 0.65% 121.53 -2.36%
REGN Regeneron Pharmaceuticals Inc 0.64% 500.00 -0.85%
BIIB Biogen Inc 0.62% 301.00 -3.14%
FTNT Fortinet Inc 0.60% 106.69 -1.03%
EA Electronic Arts Inc 0.59% 106.00 -0.48%
As of April 6, 2020
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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 the 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 3.71 yrs
Daniel Lindquist 12.58 yrs
David McGarel 12.58 yrs
Jon Erickson 12.58 yrs
Roger Testin 12.58 yrs
Stan Ueland 12.58 yrs

Net Fund Flows

1M -124.24M
3M -177.23M
6M -211.31M
YTD -177.23M
1Y -307.65M
3Y -659.12M
5Y -1.031B
10Y 400.59M
As of March 31, 2020

Risk Info

Beta (5Y) 1.123
Max Drawdown (All) 58.81%
Historical Sharpe Ratio (10Y) 0.5592
Historical Sortino (All) 0.2557
30-Day Rolling Volatility 88.73%
Daily Value at Risk (VaR) 1% (All) 3.78%
Monthly Value at Risk (VaR) 1% (All) 20.50%

Fundamentals

Dividend Yield TTM (4-7-20) 1.89%
30-Day SEC Yield (2-28-20) 1.28%
7-Day SEC Yield --
Weighted Average PE Ratio 13.56
Weighted Average Price to Sales Ratio 1.261
Weighted Average Price to Book Ratio 1.837
Weighted Median ROE 21.10%
Weighted Median ROA 7.48%
Forecasted Dividend Yield 2.52%
Forecasted PE Ratio 13.51
Forecasted Price to Sales Ratio 1.160
Forecasted Price to Book Ratio 1.653
Number of Holdings 380
As of April 5, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.17%
Forecasted Book Value Growth 7.70%
Forecasted Cash Flow Growth 7.89%
Forecasted Earnings Growth 246.7%
Forecasted Revenue Growth 7.27%
As of April 5, 2020

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 12/2/2019
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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