FAB

First Trust Multi Cap Value AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FAB Fund Description

FAB tracks an index that uses fundamental factors to select and weight value stocks from the Nasdaq US Select Indices.

FAB Factset Analytics Insight

FAB holds a broad value-focused portfolio of stocks from the Nasdaq US Select Index Family. The fund uses a quantitative methodology to select and weight securities in three different size segments. In particular, FAB uses three value factors (P/B, ROA, and P/FCF) to rank companies. Once the fund has selected those firms best positioned for value, it employs a tiered weighting strategy that assigns weights of 50% to large caps, 30% to midcaps and 20% to small-caps. FAB makes huge sector bets and carries a small tilt. The index is reconstituted and rebalanced quarterly. 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

First Trust Multi Cap Value AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.25 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. First Trust Multi Cap Value AlphaDEX Fund ranks in the 35th percentile within its peer group and in the 76th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FAB MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

FAB Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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Select ETFs to compare their performance:
PERFORMANCE [as of 01/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FAB 6.01% 23.98% 5.79% 9.01% 3.55% 13.01% 9.37%
FAB (NAV) 6.96% 24.14% 5.73% 7.70% 3.80% 12.99% 9.32%
MSCI USA IMI Value Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FAB Summary Data

First Trust
05/08/07
Open-Ended Fund
0.70%
$74.00M
$886.10K
0.23%

FAB Portfolio Data

$27.63B
20.61
1.40
1.50%
N/A
673

FAB Index Data

Tiered
Multi-Factor
MSCI USA IMI Value Index

FAB Portfolio Management

0.70%
-0.71%
-0.37%
-0.88%

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
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

FAB Factset Analytics Block Liquidity

As of 01/20/21
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

15,355
$886.10K
5,244
$303.81K
0.23%
$0.13
-0.02%
3.10% / -1.03%
None
100.00%
50,000
0.10
0.02%
0.01%
0
$61.66
5

FAB Sector/Industry Breakdown


FAB
Segment Benchmark
36.61%
23.66%
13.90%
12.75%
12.04%
9.93%
8.92%
5.37%
5.96%
11.21%
5.94%
10.26%
5.82%
3.87%
4.68%
3.92%
4.46%
16.00%
1.67%
2.87%

FAB Countries


FAB
Segment Benchmark
100.00%
99.92%
--
0.08%

FAB Regions


FAB
Segment Benchmark
100.00%
100.00%

FAB Economic Development


FAB
Segment Benchmark
100.00%
100.00%

FAB Performance Statistics

0.91
1.26
1.13
1.17
1.05%
MSCI USA IMI Value Index

FAB MSCI ESG Ratings

5.25 / 10
76.30
34.90
8.24%
3.96%
333.76

FAB Benchmark Comparison Holdings

673
1600
598
33.17%

FAB Benchmark Comparison Summary


FAB
Segment Benchmark
673
1600
$27.63B
$119.45B
20.61
36.23
1.40
2.44
2.67%
2.53%
Low
Low

FAB Benchmark Comparison Market Cap Size


FAB
Segment Benchmark
45.27%
84.18%
36.69%
11.91%
18.04%
3.62%
0.00%
0.29%