FYT

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

FYT Fund Description

FYT tracks an index of securities pulled from the NASDAQ US 700 Small Cap Index that are rescreened and weighted based on a tiered process.

FYT Factset Analytics Insight

FYT tracks an index which implements its proprietary AlphaDEX selection methodology to select small-cap value 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 “value” 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.

FYT MSCI ESG Analytics Insight

First Trust Small Cap Value AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.19 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 Value AlphaDEX Fund ranks in the 29th percentile within its peer group and in the 27th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FYT 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 10/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FYT 7.70% 7.08% 26.87% 58.72% 14.12% 11.91% 11.52%
FYT (NAV) 7.95% 5.61% 27.11% 58.99% 14.04% 11.95% 11.13%
NASDAQ AlphaDEX Small Cap Value Index 8.06% 5.83% 27.91% 60.82% 16.27% -- --
MSCI USA Small Cap Value Index 8.01% 5.78% 26.75% 55.91% 12.56% 11.91% 13.13%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FYT Summary Data

First Trust
04/18/11
Open-Ended Fund
0.72%
$219.85M
$1.78M
0.15%

FYT Portfolio Data

$2.64B
11.13
1.26
0.72%
N/A
262

FYT Index Data

Tiered
Multi-Factor
MSCI USA Small Cap Value Index

FYT Portfolio Management

0.72%
-2.44%
-1.73%
-6.10%

FYT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FYT Fund Structure

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

FYT Factset Analytics Block Liquidity

As of 10/22/21
5
4
3
2
1

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

FYT Tradability

35,790
$1.78M
23,004
$1.05M
0.15%
$0.08
0.02%
0.36% / -0.21%
None
99.00%
50,000
0.46
0.02%
0.11%
0
$52.36
5

FYT Sector/Industry Breakdown


FYT
Segment Benchmark
38.42%
39.20%
17.18%
11.38%
15.26%
13.23%
6.76%
3.30%
6.09%
5.51%
5.44%
7.91%
4.18%
3.73%
3.25%
5.19%
1.77%
6.65%
1.14%
0.70%

FYT Countries


FYT
Segment Benchmark
100.00%
100.00%

FYT Regions


FYT
Segment Benchmark
100.00%
100.00%

FYT Economic Development


FYT
Segment Benchmark
100.00%
100.00%

FYT Performance Statistics

0.93
1.15
1.29
1.11
0.39%
MSCI USA Small Cap Value Index

FYT MSCI ESG Ratings

5.19 / 10
27.48
29.04
1.62%
--
142.89

FYT Benchmark Comparison Holdings

262
1174
229
19.51%

FYT Benchmark Comparison Summary


FYT
Segment Benchmark
262
1174
$2.64B
$5.10B
11.13
30.19
1.26
1.89
1.95%
1.75%
Low
Low

FYT Benchmark Comparison Market Cap Size


FYT
Segment Benchmark
0.00%
1.96%
42.90%
71.65%
57.10%
25.25%
0.00%
1.14%