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.

FYX MSCI ESG Analytics Insight

First Trust Small Cap Core AlphaDEX Fund has an MSCI ESG Fund Rating of BBB based on a score of 4.99 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 27th percentile within its peer group and in the 20th 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.

PERFORMANCE [as of 10/19/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FYX 2.79% 0.82% 21.58% 47.55% 14.44% 13.94% 12.82%
FYX (NAV) 4.02% 9.45% 23.64% 53.42% 15.27% 14.52% 13.15%
MSCI USA Small Cap Index 2.55% 8.40% 19.91% 44.59% 17.15% 15.93% 15.27%
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
0.63%
$939.33M
$3.47M
0.13%

FYX Portfolio Data

$2.82B
19.70
1.85
0.49%
N/A
527

FYX Index Data

Tiered
Multi-Factor
MSCI USA Small Cap Index

FYX Portfolio Management

0.63%
-2.05%
-1.44%
-4.42%

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 10/20/21
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

37,689
$3.47M
26,474
$2.46M
0.13%
$0.12
0.02%
0.66% / -0.17%
None
99.00%
50,000
0.53
0.01%
0.09%
3
$94.61
5

FYX Sector/Industry Breakdown


FYX
Segment Benchmark
28.37%
22.61%
15.63%
14.03%
15.18%
15.32%
13.26%
14.85%
7.38%
13.83%
5.76%
5.04%
5.57%
3.89%
4.06%
3.49%
2.72%
2.04%
1.07%
0.63%

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

0.94
1.14
1.21
1.08
0.34%
MSCI USA Small Cap Index

FYX MSCI ESG Ratings

4.99 / 10
19.86
26.67
2.12%
--
114.71

FYX Benchmark Comparison Holdings

527
1855
524
24.87%

FYX Benchmark Comparison Summary


FYX
Segment Benchmark
527
1855
$2.82B
$5.77B
19.70
49.54
1.85
2.79
1.36%
1.00%
Low
Low

FYX Benchmark Comparison Market Cap Size


FYX
Segment Benchmark
0.00%
4.83%
48.91%
73.12%
51.09%
21.12%
0.00%
0.93%