FYX

First Trust Small Cap Core AlphaDEX Fund
B

75
*Unless otherwise stated, data provided by FactSet.

FYX Fund Description

FYX tracks an index of small-cap stocks selected from the S&P 600 Index based on quantitatively driven growth and value factors.

FYX Factset Analytics Insight

FYX uses fundamental and technical factors to select and weight holdings in an attempt to beat the small-cap market, but at a premium cost. In its pursuit of alpha, FYX substantively differs from the market, but not radically so. Foremost, its small-cap exposure is a bit purer and its weighted average market cap is far lower than our benchmark's. Second, it's prone to making a lot of sector bets, deviating from the market to varying degrees at varying times. Even with a portfolio encompassing hundreds of stocks, FYX is narrow compared with the vast universe of US small-caps. All in all, FYX takes on more market risk with its approach, so weigh the extra risk exposure when comparing the latest returns. It's an easy fund to trade for both retail and block traders, thanks to small spreads in the secondary market and great liquidity in the primary market. However, the fund charges a stiff fee, though it's in line with other alpha-seeking funds, and it recovers some of its fee via solid fund management. Note: On April 8, 2016 the fund switched underlying indexes from the old "Defined" index to the current Nasdaq version. The index universe may differ slightly but the factors and methodology are the same.

FYX MSCI ESG Analytics Insight

First Trust Small Cap Core AlphaDEX Fund has an MSCI ESG Fund Rating of BB based on a score of 3.51 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 Core AlphaDEX Fund ranks in the 13th percentile within its peer group and in the 24th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FYX 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.

FYX CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FYX -7.26% -6.67% 5.62% -15.79% 6.12% 4.81% 11.29%
FYX (NAV) -7.21% -7.45% 4.76% -14.95% 5.59% 4.75% 11.15%
NASDAQ AlphaDEX Small Cap Core Index -7.18% -7.32% 5.22% -14.40% -- 8.94% 11.15%
MSCI USA Small Cap Index -5.74% -3.59% 12.43% -6.87% 8.38% 7.46% 13.01%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FYX Summary Data

First Trust
05/08/07
Open-Ended Fund
0.66%
$549.58M
$1.73M
0.09%

FYX Portfolio Data

$1.80B
21.72
1.79
1.01%
09/25/19
527

FYX Index Data

Tiered
Multi-Factor
MSCI USA Small Cap Index

FYX Portfolio Management

0.66%
-0.63%
-0.48%
-0.81%

FYX Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FYX Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

FYX Factset Analytics Block Liquidity

As of 08/16/19
5
4
3
2
1

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

FYX Tradability

28,596
$1.73M
26,053
$1.61M
0.09%
$0.06
0.00%
0.22% / -0.33%
None
100.00%
50,000
0.52
0.02%
0.08%
--
$56.69
5

FYX Sector/Industry Breakdown


FYX
Segment Benchmark
19.93%
25.93%
17.90%
12.85%
17.12%
14.54%
14.11%
15.19%
9.89%
13.76%
8.35%
4.00%
5.25%
5.58%
5.12%
4.22%
1.85%
3.01%
0.49%
0.92%

FYX Countries


FYX
Segment Benchmark
100.00%
100.00%

FYX Regions


FYX
Segment Benchmark
100.00%
100.00%

FYX Economic Development


FYX
Segment Benchmark
100.00%
100.00%

FYX Performance Statistics

0.97
1.09
1.10
1.07
0.25%
MSCI USA Small Cap Index

FYX MSCI ESG Ratings

BB
3.51 / 10
24.27
13.50
2.56%
5.70%
147.65

FYX BENCHMARK COMPARISON HOLDINGS

527
1803
520
23.44%

FYX BENCHMARK COMPARISON SUMMARY


FYX
Segment Benchmark
527
1803
$1.80B
$3.96B
21.72
41.11
1.79
2.23
1.54%
1.58%
Low
Low

FYX BENCHMARK COMPARISON MARKET CAP SIZE


FYX
Segment Benchmark
0.00%
0.03%
10.47%
62.81%
89.03%
33.87%
0.49%
3.28%