FXD

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

FXD Fund Description

FXD tracks an index of large- and midcap US consumer discretionary stocks. The underlying index uses multi-factor selection and tiered equal-weighting.

FXD Factset Analytics Insight

FXD aims to outperform rather than match the US consumer discretionary sector. It uses value and growth screens to select outperforming stocks in the Russell 1000, and weights these stocks equally in tiers. The fund's methodology produces significant differences from market-like sector exposure. In fact, the fund has huge midcap exposure and significant industry tilts. This makes sense given that FXD seeks higher returns. The fund might appeal to those who favor quasi-active selection, but it is less useful for pure-play sector exposure. The index is reconstituted and rebalanced quarterly.

FXD MSCI ESG Analytics Insight

First Trust Consumer Discretionary AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.56 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 Consumer Discretionary AlphaDEX Fund ranks in the 35th percentile within its peer group and in the 47th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FXD 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 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FXD -1.61% 1.90% 18.16% 43.65% 11.15% 11.38% 12.32%
FXD (NAV) 0.03% 2.73% 20.06% 43.79% 11.74% 11.54% 12.91%
StrataQuant Consumer Discretionary Index 0.08% 2.81% 20.50% 44.84% 13.14% 13.10% 14.60%
Thomson Reuters US Cyclicals -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FXD Summary Data

First Trust
05/08/07
Open-Ended Fund
0.63%
$1.94B
$6.13M
0.06%

FXD Portfolio Data

$42.24B
20.75
4.24
0.13%
N/A
124

FXD Index Data

Tiered
Multi-Factor
Thomson Reuters US Cyclicals

FXD Portfolio Management

0.63%
-1.43%
-1.01%
-3.64%

FXD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FXD Fund Structure

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

FXD Factset Analytics Block Liquidity

As of 09/23/21
5
4
3
2
1

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

FXD Tradability

99,793
$6.13M
74,727
$4.56M
0.06%
$0.04
0.03%
0.20% / -0.24%
None
99.00%
50,000
1.49
0.02%
0.04%
16
$61.01
5

FXD Sector/Industry Breakdown


FXD
Segment Benchmark
25.64%
14.46%
12.23%
31.67%
9.01%
13.63%
8.49%
1.96%
8.19%
14.34%
8.10%
13.59%
6.30%
3.43%
6.10%
5.45%
4.62%
--
4.07%
1.06%

FXD Countries


FXD
Segment Benchmark
100.00%
100.00%

FXD Regions


FXD
Segment Benchmark
100.00%
100.00%

FXD Economic Development


FXD
Segment Benchmark
100.00%
100.00%

FXD Performance Statistics

0.71
0.87
0.87
0.86
0.66%
Thomson Reuters US Cyclicals

FXD MSCI ESG Ratings

5.56 / 10
46.62
35.11
1.19%
2.29%
36.90

FXD Benchmark Comparison Holdings

124
376
104
27.01%

FXD Benchmark Comparison Summary


FXD
Segment Benchmark
124
376
$42.24B
$531.02B
20.75
50.08
4.24
7.33
0.78%
0.65%
Low
High

FXD Benchmark Comparison Market Cap Size


FXD
Segment Benchmark
53.08%
87.82%
46.45%
9.86%
0.47%
2.14%
0.00%
0.18%