First Trust Large Cap Core AlphaDEX® ETF (FEX)

59.81 +0.36  +0.61% NASDAQ Jul 2, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 59.81
Discount or Premium to NAV 0.00%
Turnover Ratio 102.0%
1 Year Fund Level Flows -451.60M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.47% 0.36% 1.48% 72
3M 31.07% 30.95% 25.28% 4
6M -7.99% -8.04% -5.24% 75
YTD -7.56% -7.66% -5.24% 75
1Y -1.41% -1.43% 3.22% 83
3Y 5.42% 5.43% 8.22% 85
5Y 6.77% 6.77% 8.23% 80
10Y 11.88% 11.91% 12.22% 71
15Y -- -- 7.81% --
20Y -- -- 5.61% --
As of July 2, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.34% 0.34% 0.00%
Stock 99.66% 99.66% 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 June 28, 2020

Region Exposure

Americas 99.02%
North America 99.02%
Latin America 0.00%
Greater Europe 0.66%
United Kingdom 0.31%
Europe Developed 0.35%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.32%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.21%
Asia Emerging 0.11%
Market Classification
% Developed Markets 99.89%
% Emerging Markets 0.11%
As of June 28, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.21%
Communication Services 6.09%
Consumer Cyclical 11.81%
Consumer Defensive 4.21%
Energy 6.97%
Financial Services 17.62%
Healthcare 13.12%
Industrials 9.63%
Real Estate 4.07%
Technology 18.94%
Utilities 4.34%
As of June 28, 2020

Stock Market Capitalization

Giant 12.33%
Large 38.72%
Medium 48.95%
Small 0.00%
Micro 0.00%
As of June 28, 2020

Stock Style Exposure

Large Cap Value 17.03%
Large Cap Blend 16.23%
Large Cap Growth 17.63%
Mid Cap Value 21.46%
Mid Cap Blend 14.28%
Mid Cap Growth 13.37%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of June 28, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
CLR Continental Resources Inc 0.72% 18.30 +7.27%
COUP Coupa Software Inc 0.72% 290.79 +1.04%
DOCU DocuSign Inc 0.70% 190.99 +6.72%
TSLA Tesla Inc 0.67% 1208.66 +7.95%
OKTA Okta Inc A 0.61% 207.76 -1.50%
DISH DISH Network Corp Class A 0.60% 33.06 -4.52%
VIAC ViacomCBS Inc Class B 0.58% 23.25 -1.48%
FANG Diamondback Energy Inc 0.57% 41.56 +4.95%
DHI D.R. Horton Inc 0.57% 54.07 +0.39%
LEN Lennar Corp 0.57% 60.17 +0.65%
As of June 28, 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 4.21 yrs
Daniel Lindquist 13.08 yrs
David McGarel 13.08 yrs
Jon Erickson 13.08 yrs
Roger Testin 13.08 yrs
Stan Ueland 13.08 yrs

Net Fund Flows

1M -29.62M
3M -143.76M
6M -320.99M
YTD -320.99M
1Y -451.60M
3Y -760.80M
5Y -1.287B
10Y 246.80M
As of June 30, 2020

Risk Info

Beta (5Y) 1.147
Max Drawdown (All) 58.81%
Historical Sharpe Ratio (10Y) 0.7371
Historical Sortino (All) 0.3816
30-Day Rolling Volatility 33.28%
Daily Value at Risk (VaR) 1% (All) 3.80%
Monthly Value at Risk (VaR) 1% (All) 21.52%

Fundamentals

Dividend Yield TTM (7-2-20) 1.59%
30-Day SEC Yield (5-29-20) 1.44%
7-Day SEC Yield --
Weighted Average PE Ratio 16.82
Weighted Average Price to Sales Ratio 1.422
Weighted Average Price to Book Ratio 2.016
Weighted Median ROE 17.24%
Weighted Median ROA 5.93%
Forecasted Dividend Yield 2.49%
Forecasted PE Ratio 20.06
Forecasted Price to Sales Ratio 1.292
Forecasted Price to Book Ratio 1.708
Number of Holdings 377
As of June 28, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.30%
Forecasted Book Value Growth 9.03%
Forecasted Cash Flow Growth 9.77%
Forecasted Earnings Growth 9.94%
Forecasted Revenue Growth 7.77%
As of June 28, 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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