FYC

First Trust Small Cap Growth AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FYC Fund Description

FYC tracks a quant-driven index that select stocks from a small-cap growth universe in an attempt to outperform the market.

FYC Factset Analytics Insight

FYC tracks an index which implements its proprietary AlphaDEX selection methodology to select small-cap growth stocks. The index starts by removing stocks from the NASDAQ US 700 Small Cap Index which do not trade on an eligible exchange, duplicate stocks, and do not meet liquidity screens. Then, all remaining securities are grouped into either “growth” or “value” buckets. Only those in the “growth” buckets are eligible for inclusion. Those eligible are then scored individually and the top 262 stocks are selected for inclusion in the index. The selected stocks are then split into quintiles based on their selection score, with higher scoring quintiles receiving a greater weight in the Index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced quarterly. The fund switched indexes on April 8, 2016. The selection universe differs (holdings were previously chosen from the S&P SmallCap 600 Index).

FYC MSCI ESG Analytics Insight

First Trust Small Cap Growth AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 4.57 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 Small Cap Growth AlphaDEX Fund ranks in the 14th percentile within its peer group and in the 3th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FYC 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 01/19/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FYC -4.59% -7.40% -9.27% -0.07% 15.98% 14.30% 13.54%
FYC (NAV) -6.03% -9.12% -10.68% -3.66% 15.38% 14.17% 13.27%
NASDAQ AlphaDEX Small Cap Growth Index -5.95% -8.97% -10.65% -2.93% 16.30% 15.06% --
MSCI USA Small Cap Growth Index -7.76% -13.05% -10.98% -8.68% 16.86% 14.94% 14.07%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FYC Summary Data

First Trust
04/19/11
Open-Ended Fund
0.71%
$328.09M
$2.46M
0.20%

FYC Portfolio Data

$3.14B
88.91
4.32
0.70%
N/A
262

FYC Index Data

Tiered
Multi-Factor
MSCI USA Small Cap Growth Index

FYC Portfolio Management

0.71%
-1.33%
-0.73%
-2.58%

FYC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FYC Fund Structure

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

FYC Factset Analytics Block Liquidity

As of 01/20/22
5
4
3
2
1

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

FYC Tradability

33,499
$2.46M
25,769
$1.92M
0.20%
$0.15
0.02%
0.65% / -0.23%
None
96.00%
50,000
0.52
0.01%
0.11%
0
$66.59
5

FYC Sector/Industry Breakdown


FYC
Segment Benchmark
21.02%
7.69%
20.31%
18.72%
16.31%
19.11%
15.07%
18.88%
10.52%
15.36%
5.98%
2.15%
2.87%
4.31%
2.70%
4.81%
1.67%
0.29%
1.04%
0.97%

FYC Top 10 Holdings[View All]

0.72%
Adient plc 0.72%
7.52%

FYC Countries


FYC
Segment Benchmark
100.00%
99.97%
--
0.03%

FYC Regions


FYC
Segment Benchmark
100.00%
99.97%
--
0.03%

FYC Economic Development


FYC
Segment Benchmark
100.00%
100.00%

FYC Performance Statistics

0.95
1.14
1.14
1.18
0.37%
MSCI USA Small Cap Growth Index

FYC MSCI ESG Ratings

4.57 / 10
3.05
13.82
2.91%
--
105.53

FYC Benchmark Comparison Holdings

262
1157
196
16.81%

FYC Benchmark Comparison Summary


FYC
Segment Benchmark
262
1157
$3.14B
$5.78B
88.91
117.16
4.32
4.67
0.62%
0.29%
Low
Low

FYC Benchmark Comparison Market Cap Size


FYC
Segment Benchmark
0.00%
5.62%
62.06%
73.42%
37.50%
19.75%
0.44%
1.21%