FTA

First Trust Large Cap Value AlphaDEX Fund
A

65
*Unless otherwise stated, data provided by FactSet.

FTA Fund Description

FTA tracks an index that selects and weights value stocks from the S&P 500 Value Index using fundamental factors including sales, book value and cash flows.

FTA Factset Analytics Insight

FTA employs a quant-based methodology in an attempt to select winners from the S&P 500 value index, then weights them equally across five tiers, rebalancing quarterly. It skews toward midcaps compared to our neutral large-cap benchmark, and has pronounced sector biases. FTA trades well each day, with small spreads and excellent underlying liquidity. However, it also charges a steep fee compared to other, more vanilla large-cap funds, though its tracking is fairly tight. 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.

FTA MSCI ESG Analytics Insight

First Trust Large Cap Value AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 4.58 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 Large Cap Value AlphaDEX Fund ranks in the 30th percentile within its peer group and in the 17th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FTA 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.

FTA Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FTA 8.22% 3.07% 14.86% -2.52% 9.72% 5.62% 11.25%
FTA (NAV) 6.17% 2.68% 14.42% -3.03% 9.45% 5.59% 11.22%
NASDAQ AlphaDEX Large Cap Value Index 6.24% 2.83% 14.98% -2.42% -- 11.47% 11.22%
MSCI USA Large Cap Value 3.68% 2.98% 17.09% 4.42% 10.72% 7.84% 11.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FTA Summary Data

First Trust
05/08/07
Open-Ended Fund
0.62%
$1.13B
$3.27M
0.04%

FTA Portfolio Data

$42.31B
12.72
1.56
1.30%
09/25/19
189

FTA Index Data

Tiered
Multi-Factor
MSCI USA Large Cap Value

FTA Portfolio Management

0.62%
-0.62%
-0.48%
-0.74%

FTA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FTA Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

FTA Factset Analytics Block Liquidity

As of 09/20/19
5
4
3
2
1

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

FTA Tradability

64,471
$3.27M
55,531
$2.77M
0.04%
$0.02
0.00%
0.32% / -0.17%
None
100.00%
50,000
1.11
0.02%
0.01%
0
$52.55
5

FTA Sector/Industry Breakdown


FTA
Segment Benchmark
25.08%
22.56%
17.20%
7.68%
12.13%
7.72%
10.70%
9.07%
9.09%
2.02%
8.35%
10.53%
5.81%
13.96%
5.34%
5.33%
4.84%
16.75%
1.45%
4.40%

FTA Top 10 Holdings[View All]

Kroger Co. 1.07%
AT&T Inc. 0.99%
Mylan N.V. 0.99%
10.21%

FTA Countries


FTA
Segment Benchmark
100.00%
100.00%

FTA Regions


FTA
Segment Benchmark
100.00%
100.00%

FTA Economic Development


FTA
Segment Benchmark
100.00%
100.00%

FTA Performance Statistics

0.88
1.09
1.03
1.05
0.36%
MSCI USA Large Cap Value

FTA MSCI ESG Ratings

BBB
4.58 / 10
17.06
30.41
7.83%
2.23%
288.56

FTA Benchmark Comparison Holdings

189
189
100
29.06%

FTA Benchmark Comparison Summary


FTA
Segment Benchmark
189
189
$42.31B
$146.00B
12.72
18.40
1.56
2.30
2.52%
2.93%
Low
Low

FTA Benchmark Comparison Market Cap Size


FTA
Segment Benchmark
69.60%
99.56%
30.03%
0.44%
0.37%
0.00%
0.00%
0.00%