FSZ

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

FSZ Fund Description

FSZ tracks a tiered, equal-weighted index of 40 Swiss companies selected from the NASDAQ Switzerland Index. It aims to outperform the broader market using a quant-based methodology.

FSZ Factset Analytics Insight

FSZ seeks to outperform its market benchmark by using a quantitative model to select, rank and weight stocks from the NASDAQ Switzerland Index based on a variety of growth and value style factors. Specifically, growth factors includes 3-, 6- and 12-month price appreciation, sales to price and one year sales growth, while value factors includes book value to price, cash flow to price and return on assets. Based on their style ranking, the top-40 selected stocks are divided into quintiles, and the top-ranked quintiles receives greater weight in the index. Stocks within each quintile are equally weighted. This method makes the fund’s performance deviate from its benchmark. The index is rebalanced and reconstituted semi-annually each January and July.

FSZ MSCI ESG Analytics Insight

First Trust Switzerland AlphaDEX Fund has an MSCI ESG Fund Rating of AA based on a score of 8.02 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 Switzerland AlphaDEX Fund ranks in the 87th percentile within its peer group and in the 32nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FSZ 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 10/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FSZ 0.95% 1.14% 16.46% 32.77% 17.61% 13.67% --
FSZ (NAV) 2.29% 1.13% 15.34% 32.23% 17.66% 13.65% --
Nasdaq AlphaDEX Switzerland Index -- -- -- -- -- -- --
MSCI Switzerland IMI 3.78% 0.45% 11.91% 23.71% 17.51% 13.33% 9.84%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FSZ Summary Data

First Trust
02/14/12
Open-Ended Fund
0.80%
$104.22M
$389.09K
0.56%

FSZ Portfolio Data

$34.58B
19.90
2.27
1.38%
N/A
40

FSZ Index Data

Nasdaq AlphaDEX Switzerland Index
Tiered
Multi-Factor
MSCI Switzerland IMI

FSZ Portfolio Management

0.80%
-1.25%
1.57%
-9.07%

FSZ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FSZ Fund Structure

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

FSZ Factset Analytics Block Liquidity

As of 10/28/21
5
4
3
2
1

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

FSZ Tradability

5,774
$389.09K
2,217
$149.81K
0.56%
$0.39
-0.02%
1.24% / -1.53%
None
31.00%
50,000
0.05
0.02%
0.67%
0
$69.36
4

FSZ Sector/Industry Breakdown


FSZ
Segment Benchmark
28.46%
15.89%
19.00%
9.91%
14.80%
7.86%
14.11%
34.85%
8.46%
5.92%
4.37%
0.13%
4.30%
2.90%
3.98%
0.82%
2.51%
21.45%

FSZ Top 10 Holdings[View All]

5.46%
4.81%
4.43%
4.12%
4.01%
3.85%
3.67%
3.57%
3.20%
3.20%
40.31%

FSZ Countries


FSZ
Segment Benchmark
100.00%
100.00%

FSZ Regions


FSZ
Segment Benchmark
100.00%
100.00%

FSZ Economic Development


FSZ
Segment Benchmark
100.00%
100.00%

FSZ Performance Statistics

0.82
1.04
0.95
1.13
0.37%
MSCI Switzerland IMI

FSZ MSCI ESG Ratings

8.02 / 10
31.79
86.52
7.55%
--
185.23

FSZ Benchmark Comparison Holdings

40
121
40
37.56%

FSZ Benchmark Comparison Summary


FSZ
Segment Benchmark
40
121
$34.58B
$166.94B
19.90
25.55
2.27
3.47
2.25%
2.30%
Medium
High

FSZ Benchmark Comparison Market Cap Size


FSZ
Segment Benchmark
52.47%
88.22%
47.53%
9.61%
0.00%
2.08%
0.00%
0.10%