FXO First Trust Financials AlphaDEX Fund

*Unless otherwise stated, data provided by FactSet.

FXO Fund Description

FXO tracks an index of large- and mid-cap US financials stocks. The underlying index uses multi-factor selection and tiered equal-weighting.

FXO Factset Analytics Insight

FXO attempts to beat the US financials market, instead of providing a market-like sector exposure. The fund applies a quant-based model to the Russell 1000 financials universe—it hopes to pick winners by determining the degree to which firms outperform or underperform on a risk-adjusted basis relative to the benchmark. The fund then equal-weights the chosen outperforming stocks in tiers. This method leads FXO to a perpetual mid-cap bias, and tilts it to different sectors, including non-financials. The index is reconstituted and rebalanced quarterly.

PERFORMANCE [as of 09/27/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FXO -11.35% -7.11% -19.50% -17.33% 7.64% 7.00% 11.39%
FXO (NAV) -11.42% -7.15% -19.48% -17.33% 7.66% 7.00% 11.37%
StrataQuant Financials Index -10.70% -6.30% -18.51% -16.20% 8.68% 7.91% 12.25%
MSCI USA IMI Financials Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FXO Summary Data

First Trust
05/08/07
Open-Ended Fund
0.61%
$1.05B
$4.31M
0.07%

FXO Portfolio Data

$36.54B
7.36
1.14
1.74%
N/A
102

FXO Index Data

Tiered
Multi-Factor
MSCI USA IMI Financials Index

FXO Portfolio Management

0.61%
-0.78%
-0.52%
-1.34%

FXO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FXO Fund Structure

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

FXO Factset Analytics Block Liquidity

As of 09/28/22
5
4
3
2
1

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

FXO Tradability

105,874
$4.31M
96,187
$3.91M
0.07%
$0.03
0.00%
0.11% / -1.84%
None
100.00%
50,000
1.92
0.02%
0.05%
53
$36.95
5

FXO Sector/Industry Breakdown


FXO
Segment Benchmark
96.26%
--
2.92%
--
0.83%
--
-0.00%
--

FXO Countries


FXO
Segment Benchmark
99.88%
--

FXO Regions


FXO
Segment Benchmark
99.88%
--

FXO Economic Development


FXO
Segment Benchmark
99.88%
--
0.00%
--

FXO Performance Statistics

--
--
--
--
--
MSCI USA IMI Financials Index

FXO Benchmark Comparison Holdings

102
--
--
--

FXO Benchmark Comparison Summary


FXO
Segment Benchmark
102
--
$36.54B
--
7.36
--
1.14
--
2.88%
--
Low
--

FXO Benchmark Comparison Market Cap Size


FXO
Segment Benchmark
45.90%
--
53.74%
--
0.24%
--
0.00%
--