FAB

First Trust Multi Cap Value AlphaDEX Fund
B

74
*Unless otherwise stated, data provided by FactSet.

FAB Fund Description

The First Trust Multi Cap Value AlphaDex Fund tracks an index that uses fundamental factors to select and weight value stocks from the S&P 1500 Value Index.

FAB Factset Analytics Insight

FAB aims to outperform the broad-based S&P Composite 1500 Value Index. Its index uses a quantitative methodology that selects and weights securities within the S&P Value Index using three value factors (P/B, ROA, and P/FCF). The idea is to produce an outperforming, value focused portfolio. The resulting portfolio exhibits a value bias relative to our value benchmark, carrying lower P/E and P/B ratios. Still, it has not generated additional yield, as FAB actually carries a lower dividend yield than our benchmark. FAB makes huge sector bets and carries a drastic small tilt, two distinctions that may make the fund a poor Fit for more conservative investors. This higher risk portfolio comes with a huge price tag.

Note: On April 8, 2016 the fund switched underlying indexes from the old “Defined” index to the current Nasdaq version. The index universe may differ slightly but the factors and methodology are the same.

FAB MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of June 14, 2018 the First Trust Multi Cap Value AlphaDEX Fund MSCI ESG Fund Quality Score is 4.40 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. FAB ranks in the 73th percentile within its peer group and in the 16th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

FAB CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/14/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FAB 2.52% 2.11% 0.09% 10.07% 7.60% 9.85% 10.22%
FAB (NAV) 2.50% 2.09% 0.73% 10.01% 7.69% 9.91% 10.22%
NASDAQ AlphaDEX Multi Cap Value Index -- -- -- -- -- -- 10.22%
MSCI USA Investable Markets Value 1.22% 0.50% 0.11% 8.98% 9.42% 10.81% 8.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FAB Top 10 Countries

FAB Top 10 Sectors

FAB Top 10 Holdings [View All]

FAB Summary Data

First Trust
05/08/07
Open-Ended Fund
0.66%
$96.72M
$243.94K
0.25%

FAB Portfolio Data

$23.77B
12.38
1.63
1.40%
06/21/18
676

FAB Index Data

Tiered
Multi-Factor
MSCI USA Investable Markets Value

FAB Portfolio Management

0.66%
-0.70%
-0.58%
-0.83%

FAB Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FAB Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

FAB Factset Analytics Block Liquidity

As of 06/15/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FAB. FAB is rated a 5 out of 5.

FAB Tradability

4,382
$243.94K
4,011
$221.45K
0.25%
$0.14
-0.12%
1.46% / -1.08%
None
100.00%
50,000
0.08
0.02%
0.01%
--
$57.00
5

FAB Sector/Industry Breakdown


FAB
Segment Benchmark
25.91%
27.92%
17.09%
6.40%
14.40%
7.55%
9.51%
9.52%
8.44%
5.90%
7.80%
10.86%
5.18%
2.74%
5.13%
11.07%
3.63%
12.06%
1.80%
3.32%

FAB TOP 10 HOLDINGS[View All]

0.60%
0.57%
0.55%
0.52%
0.51%
0.49%
0.48%
0.48%
0.47%
0.47%
5.14%

FAB Countries


FAB
Segment Benchmark
100.79%
100.00%

FAB Regions


FAB
Segment Benchmark
100.79%
100.00%

FAB Economic Development


FAB
Segment Benchmark
100.00%
100.00%

FAB Performance Statistics

0.91
0.97
0.95
0.92
0.22%
MSCI USA Investable Markets Value

FAB MSCI ESG Ratings

4.40 / 10
73.01
15.98
7.47%
3.45%
416.11

FAB BENCHMARK COMPARISON HOLDINGS

676
1413
503
29.81%

FAB BENCHMARK COMPARISON SUMMARY


FAB
Segment Benchmark
676
1413
$23.77B
$119.78B
12.38
22.91
1.63
2.12
2.41%
2.77%
Low
--

FAB BENCHMARK COMPARISON MARKET CAP SIZE


FAB
Segment Benchmark
38.57%
80.11%
37.77%
14.48%
23.66%
5.03%
0.00%
0.37%