FAD

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

FAD Fund Description

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

FAD Factset Analytics Insight

FAD's selection and weighting methodology sets it apart from peer segment funds. The fund uses the AlphaDEX methodology to pick growth companies from three different size segments of the Nasdaq US Select Index Family. From each segment, growth stocks are screened based on price appreciation, sales growth and sales-to-price ratio. Once the fund has selected those firms best positioned for growth, it employs a tiered weighting strategy that assigns weights of 50% to large caps, 30% to midcaps and 20% to small-caps. Although FAD holds a broad portfolio of growth stocks, it tilts small, underweights technology and takes on more market risk. 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.

FAD MSCI ESG Analytics Insight

First Trust Multi Cap Growth 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 Growth AlphaDEX Fund ranks in the 31st percentile within its peer group and in the 45th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FAD 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.

PERFORMANCE [as of 07/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FAD 0.20% 3.41% 14.87% 47.83% 17.28% 18.01% 14.28%
FAD (NAV) -0.66% 2.44% 13.91% 44.04% 17.70% 17.84% 14.52%
NASDAQ AlphaDEX Multi Cap Growth Index -0.61% 2.56% 14.35% 45.06% 18.51% -- --
MSCI USA IMI Growth Index 3.86% 6.62% 16.68% 42.05% 25.55% 23.63% 18.31%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FAD Summary Data

First Trust
05/08/07
Open-Ended Fund
0.63%
$220.67M
$666.98K
0.19%

FAD Portfolio Data

$52.29B
-1,006.00
6.82
0.11%
N/A
670

FAD Index Data

Tiered
Multi-Factor
MSCI USA IMI Growth Index

FAD Portfolio Management

0.63%
-1.02%
-0.74%
-1.64%

FAD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FAD Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

FAD Factset Analytics Block Liquidity

As of 07/28/21
5
4
3
2
1

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

FAD Tradability

5,707
$666.98K
3,599
$408.43K
0.19%
$0.22
0.02%
1.27% / -0.79%
None
99.00%
50,000
0.07
0.01%
0.02%
0
$118.11
5

FAD Sector/Industry Breakdown


FAD
Segment Benchmark
29.90%
53.70%
18.60%
10.00%
16.95%
20.36%
10.78%
7.76%
10.05%
2.87%
4.22%
1.48%
4.17%
0.85%
3.40%
1.79%
0.64%
0.52%
0.33%
0.04%

FAD Top 10 Holdings[View All]

5.13%

FAD Countries


FAD
Segment Benchmark
99.91%
99.92%
0.09%
0.08%

FAD Regions


FAD
Segment Benchmark
100.00%
100.00%

FAD Economic Development


FAD
Segment Benchmark
100.00%
100.00%

FAD Performance Statistics

0.78
0.95
0.92
0.95
0.69%
MSCI USA IMI Growth Index

FAD MSCI ESG Ratings

5.25 / 10
45.11
30.57
3.13%
5.98%
79.63

FAD Benchmark Comparison Holdings

670
1379
524
26.81%

FAD Benchmark Comparison Summary


FAD
Segment Benchmark
670
1379
$52.29B
$676.06B
-1,006.00
55.33
6.82
9.78
0.54%
0.40%
Low
Medium

FAD Benchmark Comparison Market Cap Size


FAD
Segment Benchmark
51.85%
87.67%
37.15%
10.09%
10.97%
2.15%
0.04%
0.09%