FXN

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

FXN Fund Description

The First Trust Energy AlphaDEX Fund (the “Fund”) seeks investment results that correspond generally to the price and yield (before the Fund’s fees and expenses) of an equity index called the StrataQuant Energy Index (the “Index”).

FXN Factset Analytics Insight

FXN doesn't aim to represent the broad US energy space. Instead, it tries to pick winners by employing a quant-based model and tiered equal-weighting scheme. The resulting portfolio is heavily tilted toward midcaps. The fund also comes with heavy industry tilts, away from large integrated oil & gas companies, and overweights smaller-cap industries such as drilling & exploration. The resulting beta is relatively risky but understandable in light of the fund’s strategy. The index is reconstituted and rebalanced on a quarterly basis.

FXN MSCI ESG Analytics Insight

First Trust Energy AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 7.04 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 Energy AlphaDEX Fund ranks in the 67th percentile within its peer group and in the 41st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FXN 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 11/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FXN -5.48% 21.45% 55.15% 56.93% -4.48% -4.76% -3.88%
FXN (NAV) -2.69% 18.03% 56.36% 59.80% -4.48% -3.92% -4.35%
StrataQuant Energy Index -2.64% 18.40% 57.60% 62.48% -1.08% -1.21% -2.11%
Thomson Reuters US Energy - Fossil Fuels -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FXN Summary Data

First Trust
05/08/07
Open-Ended Fund
0.64%
$410.79M
$7.20M
0.08%

FXN Portfolio Data

$24.02B
-72.99
1.94
0.34%
N/A
36

FXN Index Data

StrataQuant Energy Index
Tiered
Multi-Factor
Thomson Reuters US Energy - Fossil Fuels

FXN Portfolio Management

0.64%
-9.65%
-2.62%
-24.12%

FXN Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FXN Fund Structure

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

FXN Factset Analytics Block Liquidity

As of 11/30/21
5
4
3
2
1

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

FXN Tradability

590,588
$7.20M
465,852
$5.55M
0.08%
$0.01
0.00%
0.25% / -0.28%
None
90.00%
50,000
9.32
0.10%
0.02%
255
$12.35
5

FXN Sector/Industry Breakdown


FXN
Segment Benchmark
41.25%
23.91%
20.15%
11.08%
11.61%
7.83%
10.24%
46.72%
10.24%
6.60%
1.68%
--

FXN Countries


FXN
Segment Benchmark
100.00%
100.00%

FXN Regions


FXN
Segment Benchmark
100.00%
100.00%

FXN Economic Development


FXN
Segment Benchmark
100.00%
100.00%

FXN Performance Statistics

0.95
1.07
1.13
1.02
0.46%
Thomson Reuters US Energy - Fossil Fuels

FXN MSCI ESG Ratings

7.04 / 10
41.11
66.94
--
--
656.09

FXN Benchmark Comparison Holdings

36
117
33
42.46%

FXN Benchmark Comparison Summary


FXN
Segment Benchmark
36
117
$24.02B
$94.57B
-72.99
-52.05
1.94
1.69
2.67%
3.87%
Medium
High

FXN Benchmark Comparison Market Cap Size


FXN
Segment Benchmark
61.04%
83.57%
38.96%
11.08%
0.00%
4.96%
0.00%
0.39%