FNX

First Trust Mid Cap Core AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FNX Fund Description

FNX tracks a tiered equal-weighted index of US midcap equities selected using both growth and value screens.

FNX Factset Analytics Insight

FNX attempts to improve upon the results NASDAQ US 600 Mid Cap index (the parent index) by rescreening each security twice, by both growth and value characteristics— assigning whatever score is highest as the stock's style score. The underlying index selects 450 stocks by factors such as recent price appreciation, price/sales, sales growth, price/book value, price/cash flow and return on assets. The stocks are ranked, and then tiered equal-weighting is applied to the top 75% of securities. Its weighting scheme leads to a perpetual small-cap tilt, which along with sector biases, raises the fund's market risk. The index is reconstituted and rebalanced quarterly. Prior to April 8, 2016 the fund tracked the Defined index, which had a slightly different universe but had the same factors and methodology.

FNX MSCI ESG Analytics Insight

First Trust Mid Cap Core AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.42 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 Mid Cap Core AlphaDEX Fund ranks in the 36th percentile within its peer group and in the 62nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FNX 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 06/11/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FNX 1.95% 6.89% 20.55% 54.47% 13.83% 15.73% 12.57%
FNX (NAV) 3.88% 6.36% 21.70% 69.59% 14.23% 15.93% 12.67%
NASDAQ AlphaDEX Mid Cap Core Index 3.92% 6.47% 22.05% 70.70% 14.95% -- --
MSCI USA Mid Cap Index 3.03% 6.92% 15.85% 56.31% 16.42% 16.49% 14.12%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FNX Summary Data

First Trust
05/08/07
Open-Ended Fund
0.60%
$1.04B
$3.19M
0.10%

FNX Portfolio Data

$7.93B
62.58
2.61
0.78%
N/A
450

FNX Index Data

Tiered
Multi-Factor
MSCI USA Mid Cap Index

FNX Portfolio Management

0.60%
-0.73%
-0.56%
-1.84%

FNX Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FNX Fund Structure

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

FNX Factset Analytics Block Liquidity

As of 06/14/21
5
4
3
2
1

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

FNX Tradability

32,642
$3.19M
21,927
$2.20M
0.10%
$0.10
0.00%
0.61% / -0.37%
None
98.00%
50,000
0.44
0.02%
0.04%
0
$101.09
5

FNX Sector/Industry Breakdown


FNX
Segment Benchmark
25.17%
20.75%
16.62%
15.09%
14.02%
13.10%
11.06%
22.24%
9.86%
9.91%
7.30%
6.88%
5.61%
2.59%
4.96%
4.46%
3.05%
4.11%
0.57%
0.16%

FNX Countries


FNX
Segment Benchmark
100.00%
100.00%

FNX Regions


FNX
Segment Benchmark
100.00%
100.00%

FNX Economic Development


FNX
Segment Benchmark
100.00%
100.00%

FNX Performance Statistics

0.88
1.13
1.19
1.05
0.44%
MSCI USA Mid Cap Index

FNX MSCI ESG Ratings

5.42 / 10
62.06
36.00
5.05%
6.17%
214.14

FNX Benchmark Comparison Holdings

450
318
88
14.48%

FNX Benchmark Comparison Summary


FNX
Segment Benchmark
450
318
$7.93B
$21.19B
62.58
51.67
2.61
3.55
1.28%
1.13%
Low
Low

FNX Benchmark Comparison Market Cap Size


FNX
Segment Benchmark
9.87%
84.19%
89.95%
15.81%
0.18%
0.00%
0.00%
0.00%