FXO

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

FXO Fund Description

FXO tracks an index of large- and midcap 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.

FXO MSCI ESG Analytics Insight

First Trust Financials AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.60 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 Financials AlphaDEX Fund ranks in the 36th percentile within its peer group and in the 26th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FXO 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 08/03/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FXO -1.54% -1.11% 27.49% 69.00% 10.69% 12.96% 12.37%
FXO (NAV) -0.71% -0.99% 28.64% 69.79% 11.02% 12.98% 12.40%
StrataQuant Financials Index -0.66% -0.84% 29.11% 73.90% 14.36% 16.12% 15.27%
Thomson Reuters US Financials -- -- -- -- -- -- --
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
0.62%
$1.31B
$12.06M
0.05%

FXO Portfolio Data

$38.60B
9.84
1.33
0.82%
N/A
104

FXO Index Data

Tiered
Multi-Factor
Thomson Reuters US Financials

FXO Portfolio Management

0.62%
-4.43%
-2.93%
-10.19%

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 08/04/21
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

274,109
$12.06M
197,273
$8.75M
0.05%
$0.02
0.00%
0.13% / -0.13%
None
100.00%
50,000
3.95
0.02%
0.05%
73
$43.74
5

FXO Sector/Industry Breakdown


FXO
Segment Benchmark
43.27%
20.20%
34.66%
51.62%
21.41%
26.81%
0.34%
0.03%
0.32%
--

FXO Countries


FXO
Segment Benchmark
100.00%
100.00%

FXO Regions


FXO
Segment Benchmark
100.00%
100.00%

FXO Economic Development


FXO
Segment Benchmark
100.00%
100.00%

FXO Performance Statistics

0.94
1.10
1.12
1.06
0.43%
Thomson Reuters US Financials

FXO MSCI ESG Ratings

5.60 / 10
26.01
35.80
1.63%
0.63%
9.19

FXO Benchmark Comparison Holdings

104
357
100
34.13%

FXO Benchmark Comparison Summary


FXO
Segment Benchmark
104
357
$38.60B
$135.22B
9.84
15.35
1.33
1.62
2.11%
1.87%
Low
Medium

FXO Benchmark Comparison Market Cap Size


FXO
Segment Benchmark
42.47%
82.00%
57.54%
14.07%
0.00%
3.69%
0.00%
0.25%