FXR

First Trust Industrials/Producer Durables AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FXR Fund Description

FXR tracks an index of large- and midcap US industrial firms. The underlying index uses multi-factor selection and tiered equal-weighting.

FXR Factset Analytics Insight

FXR uses a quant-based model to select industrial stocks it believes will outperform the broad industrials sector. The fund’s tiered equal-weighting scheme tilts the fund toward midcap companies. Aside from considerably less exposure to some of the segment giants, FXR also has pronounced sector bets. Overall, the fund offers a “smart beta” approach to the US industrials space, instead of providing market-like exposure. The index is reconstituted and rebalanced on a quarterly basis.

FXR MSCI ESG Analytics Insight

First Trust Industrials/Producer Durables AlphaDEX Fund has an MSCI ESG Fund Rating of A based on a score of 7.11 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 Industrials/Producer Durables AlphaDEX Fund ranks in the 75th percentile within its peer group and in the 78th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FXR 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 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FXR -1.95% -0.07% 16.51% 43.96% 10.81% 14.99% 14.89%
FXR (NAV) -1.35% 1.50% 18.26% 49.02% 11.32% 15.51% 14.90%
StrataQuant Industrials Index -1.19% 1.73% 18.87% 50.79% 13.08% 17.25% 16.78%
Thomson Reuters US Industrials -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FXR Summary Data

First Trust
05/08/07
Open-Ended Fund
0.64%
$1.77B
$6.46M
0.06%

FXR Portfolio Data

$27.64B
21.78
3.64
0.26%
N/A
131

FXR Index Data

Tiered
Multi-Factor
Thomson Reuters US Industrials

FXR Portfolio Management

0.64%
-2.25%
-1.48%
-4.74%

FXR Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FXR Fund Structure

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

FXR Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

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

FXR Tradability

107,925
$6.46M
80,946
$4.75M
0.06%
$0.03
0.05%
0.15% / -0.09%
None
100.00%
50,000
1.62
0.02%
0.05%
10
$59.12
5

FXR Sector/Industry Breakdown


FXR
Segment Benchmark
25.81%
34.03%
12.90%
16.81%
10.75%
26.65%
10.06%
17.03%
7.57%
--
6.86%
--
3.36%
--
3.00%
2.10%
2.94%
--
2.54%
--

FXR Countries


FXR
Segment Benchmark
100.00%
99.21%
--
0.79%

FXR Regions


FXR
Segment Benchmark
100.00%
100.00%

FXR Economic Development


FXR
Segment Benchmark
100.00%
100.00%

FXR Performance Statistics

0.94
1.03
1.01
0.97
0.28%
Thomson Reuters US Industrials

FXR MSCI ESG Ratings

7.11 / 10
78.43
75.33
13.43%
3.59%
143.23

FXR Benchmark Comparison Holdings

131
326
82
30.19%

FXR Benchmark Comparison Summary


FXR
Segment Benchmark
131
326
$27.64B
$58.53B
21.78
49.03
3.64
5.28
0.96%
1.10%
Low
Low

FXR Benchmark Comparison Market Cap Size


FXR
Segment Benchmark
46.61%
79.65%
52.10%
16.70%
1.29%
3.54%
0.00%
0.12%