FYX

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

FYX Fund Description

FYX tracks an index of small-cap stocks selected 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. The creation of the underlying 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. Those eligible are then scored individually and the top 525 stocks are selected for inclusion in the index. Based on their selection score, the selected stocks are subsequently split into quintiles and are equally-weighted within each quintile. Those in the higher scoring quintiles then receive a greater weight in the Index. All in all, FYX takes on more market risk with its approach, so weigh the extra risk exposure when comparing the latest returns. The index is reconstituted and rebalanced quarterly. Note: On April 8, 2016 the fund switched underlying indexes from the old Defined index to the current Nasdaq version.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FYX 9.01% -0.75% -12.38% -6.26% 13.29% 9.87% 11.39%
FYX (NAV) 8.91% -0.81% -12.42% -6.43% 13.25% 9.84% 11.38%
MSCI USA Small Cap Index 10.09% -0.16% -12.44% -9.86% 10.62% 9.52% 12.11%
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
0.61%
$821.58M
$4.14M
0.15%

FYX Portfolio Data

$2.31B
13.56
1.59
1.13%
N/A
524

FYX Index Data

Tiered
Multi-Factor
MSCI USA Small Cap Index

FYX Portfolio Management

0.61%
-0.69%
-0.49%
-1.20%

FYX Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FYX Fund Structure

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

FYX Factset Analytics Block Liquidity

As of 08/04/22
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

51,722
$4.14M
35,084
$2.74M
0.15%
$0.12
0.00%
0.20% / -2.03%
None
94.00%
50,000
0.70
0.01%
0.09%
2
$84.72
5

FYX Sector/Industry Breakdown


FYX
Segment Benchmark
30.87%
--
7.97%
--
6.04%
--
5.83%
--
5.05%
--
4.89%
--
4.56%
--
4.37%
--
4.09%
--
4.07%
--

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

0.96
0.95
0.95
0.94
0.28%
MSCI USA Small Cap Index

FYX Benchmark Comparison Holdings

524
1984
522
23.76%

FYX Benchmark Comparison Summary


FYX
Segment Benchmark
524
1984
$2.31B
$4.75B
13.56
28.12
1.59
2.24
1.61%
1.33%
Low
Low

FYX Benchmark Comparison Market Cap Size


FYX
Segment Benchmark
0.00%
1.40%
29.05%
69.96%
70.86%
26.30%
0.09%
2.35%