FGM

First Trust Germany AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FGM Fund Description

FGM tracks a tiered equal-weighted index of 40 companies selected from the S&P Germany BMI based on the S&P's AlphaDex selection methodology.

FGM Factset Analytics Insight

FGM tries to outperform the German market by using a quantitative model to select 40 stocks out of a broad German equity index. It then ranks these stocks based on their attractiveness and weights them equally within quintiles. Sector weightings are also subject to constraints which are set at 15% above the sector percentages of the base index. The fund reconstitutes and rebalances its portfolio semiannually to maintain exposure to expected outperformers while still controlling transaction costs.

FGM MSCI ESG Analytics Insight

First Trust Germany AlphaDEX Fund has an MSCI ESG Fund Rating of AA based on a score of 7.31 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 Germany AlphaDEX Fund ranks in the 81st percentile within its peer group and in the 15th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FGM 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 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FGM -1.58% 2.59% 11.89% 29.77% 7.62% 11.85% --
FGM (NAV) -1.64% 2.31% 11.53% 31.00% 7.62% 11.91% --
Nasdaq AlphaDEX Germany Index -- -- -- -- -- -- --
MSCI Germany IMI -1.31% -0.35% 8.62% 20.82% 6.69% 10.09% 5.67%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FGM Summary Data

First Trust
02/14/12
Open-Ended Fund
0.80%
$107.79M
$281.38K
0.65%

FGM Portfolio Data

$31.14B
24.39
1.46
1.70%
N/A
40

FGM Index Data

Nasdaq AlphaDEX Germany Index
Tiered
Multi-Factor
MSCI Germany IMI

FGM Portfolio Management

0.80%
-0.45%
6.03%
-10.56%

FGM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FGM Fund Structure

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

FGM Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FGM. FGM is rated a 4 out of 5.

FGM Tradability

4,896
$281.38K
1,663
$96.78K
0.65%
$0.38
-0.03%
1.19% / -1.89%
None
31.00%
50,000
0.03
0.04%
0.43%
0
$56.97
4

FGM Sector/Industry Breakdown


FGM
Segment Benchmark
28.79%
19.65%
17.54%
11.06%
15.64%
18.36%
10.33%
10.36%
9.06%
4.51%
6.31%
14.84%
5.20%
15.21%
4.42%
1.93%
2.71%
3.13%

FGM Top 10 Holdings[View All]

4.52%
4.33%
4.21%
4.19%
4.08%
3.99%
3.91%
3.90%
3.65%
3.59%
40.37%

FGM Countries


FGM
Segment Benchmark
100.00%
99.39%
--
0.61%

FGM Regions


FGM
Segment Benchmark
100.00%
99.39%
--
0.61%

FGM Economic Development


FGM
Segment Benchmark
100.00%
100.00%

FGM Performance Statistics

0.88
0.93
0.80
0.95
0.42%
MSCI Germany IMI

FGM MSCI ESG Ratings

7.31 / 10
15.00
80.63
2.76%
7.08%
409.89

FGM Benchmark Comparison Holdings

40
172
38
35.80%

FGM Benchmark Comparison Summary


FGM
Segment Benchmark
40
172
$31.14B
$69.04B
24.39
35.48
1.46
1.80
1.75%
2.16%
Medium
Medium

FGM Benchmark Comparison Market Cap Size


FGM
Segment Benchmark
64.66%
85.71%
31.13%
10.42%
4.20%
3.78%
0.00%
0.09%