First Trust Small Cap Core AlphaDEX® ETF (FYX)

38.11 -3.02  -7.34% NASDAQ Apr 1, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 41.34
Discount or Premium to NAV -0.51%
Turnover Ratio 117.0%
1 Year Fund Level Flows -95.10M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -25.69% -25.33% -22.89% 82
3M -36.65% -36.40% -32.50% 87
6M -31.20% -30.87% -27.14% 84
YTD -36.65% -36.40% -32.50% 87
1Y -32.60% -32.21% -26.50% 90
3Y -8.09% -7.92% -6.97% 67
5Y -3.20% -3.11% -1.87% 76
10Y 5.50% 5.57% 5.88% 67
15Y -- -- 4.95% --
20Y -- -- 6.00% --
As of March 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.21% 0.21% 0.00%
Stock 99.79% 99.79% 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 March 30, 2020

Region Exposure

Americas 99.83%
North America 99.50%
Latin America 0.32%
Greater Europe 0.09%
United Kingdom 0.00%
Europe Developed 0.09%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.08%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.08%
Asia Emerging 0.00%
Market Classification
% Developed Markets 99.96%
% Emerging Markets 0.04%
As of March 30, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.24%
Communication Services 2.75%
Consumer Cyclical 11.30%
Consumer Defensive 6.15%
Energy 3.24%
Financial Services 18.56%
Healthcare 12.05%
Industrials 21.28%
Real Estate 6.79%
Technology 12.19%
Utilities 0.44%
As of March 30, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 2.48%
Small 94.36%
Micro 3.16%
As of March 30, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 0.23%
Mid Cap Blend 0.81%
Mid Cap Growth 1.48%
Small Cap Value 34.08%
Small Cap Blend 30.38%
Small Cap Growth 33.01%
As of March 30, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
EHTH eHealth Inc 0.74% 132.00 -6.26%
XLRN Acceleron Pharma Inc 0.65% 84.00 -6.53%
GDOT Green Dot Corp Class A 0.57% 23.64 -6.89%
PRNB Principia Biopharma Inc 0.55% 52.93 -10.86%
FRPT Freshpet Inc 0.54% 60.92 -4.62%
IPHI Inphi Corp 0.53% 77.59 -2.00%
WERN Werner Enterprises Inc 0.50% 34.57 -4.66%
WMK Weis Markets Inc 0.50% 42.89 +2.95%
EIG Employers Holdings Inc 0.48% 37.37 -7.75%
NEO NeoGenomics Inc 0.48% 26.27 -4.85%
As of March 30, 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® Small 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 700 Small 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 Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Blend
Prospectus Objective Small Company
Fund Owner Firm Name First Trust
Benchmark Index
NASDAQ AlphaDEX(R) Small 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 -25.36M
3M -35.05M
6M -74.79M
YTD -35.05M
1Y -95.10M
3Y -46.94M
5Y -205.52M
10Y 298.17M
As of March 31, 2020

Risk Info

Beta (5Y) 1.334
Max Drawdown (All) 61.80%
Historical Sharpe Ratio (10Y) 0.3492
Historical Sortino (All) 0.1847
30-Day Rolling Volatility 93.08%
Daily Value at Risk (VaR) 1% (All) 4.38%
Monthly Value at Risk (VaR) 1% (All) 24.13%

Fundamentals

Dividend Yield TTM (4-1-20) 1.91%
30-Day SEC Yield (2-28-20) 1.15%
7-Day SEC Yield --
Weighted Average PE Ratio 10.09
Weighted Average Price to Sales Ratio 0.5415
Weighted Average Price to Book Ratio 1.136
Weighted Median ROE 7.15%
Weighted Median ROA 1.82%
Forecasted Dividend Yield 2.57%
Forecasted PE Ratio 10.42
Forecasted Price to Sales Ratio 0.5063
Forecasted Price to Book Ratio 1.043
Number of Holdings 525
As of March 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.41%
Forecasted Book Value Growth 6.49%
Forecasted Cash Flow Growth 5.45%
Forecasted Earnings Growth 6.40%
Forecasted Revenue Growth 4.66%
As of March 31, 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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