FXN

First Trust Energy AlphaDEX Fund
A

51
*Unless otherwise stated, data provided by FactSet.

FXN Fund Description

FXN tracks an index of US energy companies using a tiered weighting and proprietary selection process.

FXN Factset Analytics Insight

FXN doesn't aim to represent the US energy space; it tries to pick winners by employing a quant-based model and tiered weighting scheme. The resulting portfolio is heavily tilted toward midcaps with heavy industry tilts away from large integrated oil & gas companies—the meat and potatoes of the space—and overweights smaller-cap industries such as drilling & exploration. FXN ignores mega-cap oil & gas companies in favor of smaller drilling companies, and the resulting beta is relatively risky but understandable in light of its strategy. It's uncertain that this strategy can reliably deliver the better-than-marketlike performance it seeks. FXN trades heavily on most days, with airtight spreads. Underlying liquidity is excellent for institutional investors. While FXN charges a reasonable fee and tends to lag its index by less than its fee, tracking is less consistent than we'd like to see.

FXN MSCI ESG Analytics Insight

First Trust Energy AlphaDEX Fund has an MSCI ESG Fund Rating of BB based on a score of 3.42 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 Energy AlphaDEX Fund ranks in the 12nd percentile within its peer group and in the 15th 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.

FXN 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
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FXN -19.70% -25.71% -20.59% -44.98% -13.98% -18.82% -3.42%
FXN (NAV) -18.05% -26.70% -21.02% -42.87% -14.55% -19.05% -3.22%
StrataQuant Energy Index -18.06% -26.63% -20.71% -42.62% -14.02% -18.66% -3.22%
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
0.63%
$93.66M
$1.34M
0.10%

FXN Portfolio Data

$34.10B
16.05
1.00
1.38%
09/25/19
37

FXN Index Data

Tiered
Multi-Factor
Thomson Reuters US Energy - Fossil Fuels

FXN Portfolio Management

0.63%
-0.43%
-0.24%
-7.03%

FXN Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FXN Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

FXN Factset Analytics Block Liquidity

As of 08/16/19
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

127,472
$1.34M
100,901
$1.07M
0.10%
$0.01
-0.03%
0.15% / -0.19%
None
100.00%
50,000
2.02
0.11%
0.02%
21
$9.10
5

FXN Sector/Industry Breakdown


FXN
Segment Benchmark
55.74%
25.33%
23.60%
52.35%
6.36%
10.31%
4.04%
0.16%
3.89%
9.69%
3.23%
0.65%
3.14%
0.43%

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

0.73
1.26
1.16
1.27
1.09%
Thomson Reuters US Energy - Fossil Fuels

FXN MSCI ESG Ratings

BB
3.42 / 10
14.57
12.34
--
0.20%
571.64

FXN BENCHMARK COMPARISON HOLDINGS

37
141
41
41.27%

FXN BENCHMARK COMPARISON SUMMARY


FXN
Segment Benchmark
37
141
$34.10B
$136.25B
16.05
19.99
1.00
1.58
1.92%
3.29%
Medium
High

FXN BENCHMARK COMPARISON MARKET CAP SIZE


FXN
Segment Benchmark
46.79%
83.22%
28.88%
11.01%
24.34%
5.21%
0.00%
0.56%