FAB

First Trust Multi Cap Value AlphaDEX Fund
B

69
  • Overview
  • Efficiency
  • Tradability
  • Fit

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 February 22, 2018 the First Trust Multi Cap Value AlphaDEX Fund MSCI ESG Fund Quality Score is 4.23 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 63th percentile within its peer group and in the 13th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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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%
$99.71M
$303.70K
0.24%

FAB Portfolio Data

$24.33B
17.67
1.81
1.46%
03/22/18
674

FAB Index Data

Tiered
Multi-Factor
MSCI USA Investable Markets Value

Related ETFs to FAB

IUSV, PVAL, VLUE, QVAL, FTVA
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

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 02/23/18
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

5,349
$303.70K
4,681
$273.63K
0.24%
$0.14
-0.09%
0.69% / -0.54%
None
100.00%
50,000
0.09
0.02%
0.01%
--
$55.39
5

FAB Sector/Industry BreakdownView All

FABSegment Benchmark
27.67% 24.32%
6.67% 20.32%
7.88% 13.35%
5.70% 8.35%
12.03% 7.32%
10.96% 7.19%
2.73% 7.01%
9.15% 6.62%
11.98% 3.77%

FAB Geographic Exposure

FABSegment Benchmark
100.00% 100.50%

FABSegment Benchmark
100.00% 100.50%
0.00% / 0.00% 0.00% / 0.00%

FAB Performance Statistics

0.88
1.05
1.07
0.94
0.25%
MSCI USA Investable Markets Value

FAB MSCI ESG Ratings

4.23 / 10
63.26
12.59
7.08%
3.29%
385.94

FAB BENCHMARK COMPARISON

    FAB
    674 Holdings
    Segment Benchmark
    1420 Constituents
    Shared Holdings
    502 (Count)
     
    29.84% (Weight)
FABSegment Benchmark
125.95 B 24.33 B
80.93% 38.91%
14.05% 41.07%
4.61% 19.92%
0.40% 0.09%
2.58% 2.06%