FXZ

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

FXZ Fund Description

FXZ tracks a tiered, equal-weighted index of large- and midcap basic materials firms in the US. Holdings are selected and weighted based on growth and value metrics.

FXZ Factset Analytics Insight

FXZ utilizes a quant-driven strategy to pick the 'best' basic materials firms in the US, using growth and value screeners. This minimalist approach, combined with a tiered equal-weighting scheme, leads to a concentrated portfolio that tilts away from large-caps and leans toward midcaps. The result is major sector tilts, with elevated risk at times. Overall, FXZ offers a “smart beta” approach to the US basic materials space, instead of providing market-like sector exposure. The index is reconstituted and rebalanced quarterly

FXZ MSCI ESG Analytics Insight

First Trust Materials AlphaDEX Fund has an MSCI ESG Fund Rating of A based on a score of 5.78 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 Materials AlphaDEX Fund ranks in the 39th percentile within its peer group and in the 23th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FXZ 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 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FXZ -3.08% -3.52% 21.15% 47.57% 11.42% 11.76% 10.45%
FXZ (NAV) -3.30% -3.57% 19.54% 44.87% 10.86% 11.59% 10.23%
StrataQuant Materials Index -3.26% -3.43% 20.08% 47.37% 13.21% 13.89% 12.61%
Thomson Reuters US Basic Materials -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FXZ Summary Data

First Trust
05/08/07
Open-Ended Fund
0.67%
$455.09M
$5.34M
0.06%

FXZ Portfolio Data

$19.29B
16.18
2.76
0.48%
N/A
37

FXZ Index Data

Tiered
Multi-Factor
Thomson Reuters US Basic Materials

FXZ Portfolio Management

0.67%
-3.41%
-2.50%
-6.55%

FXZ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FXZ Fund Structure

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

FXZ Factset Analytics Block Liquidity

As of 09/17/21
5
4
3
2
1

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

FXZ Tradability

93,119
$5.34M
65,841
$3.80M
0.06%
$0.04
0.04%
0.26% / -0.15%
None
100.00%
50,000
1.32
0.02%
0.18%
28
$57.14
5

FXZ Sector/Industry Breakdown


FXZ
Segment Benchmark
35.11%
44.04%
14.91%
6.61%
10.25%
8.92%
7.52%
2.40%
7.27%
5.51%
6.42%
4.95%
4.36%
--
4.31%
5.42%
3.84%
9.39%
2.37%
4.11%

FXZ Top 10 Holdings[View All]

Chemours Co. 4.29%
46.00%

FXZ Countries


FXZ
Segment Benchmark
100.00%
100.00%

FXZ Regions


FXZ
Segment Benchmark
100.00%
100.00%

FXZ Economic Development


FXZ
Segment Benchmark
100.00%
100.00%

FXZ Performance Statistics

0.91
1.14
1.16
1.11
0.46%
Thomson Reuters US Basic Materials

FXZ MSCI ESG Ratings

5.78 / 10
22.86
39.14
4.72%
2.97%
612.89

FXZ Benchmark Comparison Holdings

37
116
33
36.96%

FXZ Benchmark Comparison Summary


FXZ
Segment Benchmark
37
116
$19.29B
$49.87B
16.18
23.14
2.76
3.43
1.86%
1.53%
Medium
High

FXZ Benchmark Comparison Market Cap Size


FXZ
Segment Benchmark
43.37%
75.26%
56.63%
20.88%
0.00%
3.66%
0.00%
0.20%