RNDM

First Trust Developed International Equity Select ETF
*Unless otherwise stated, data provided by FactSet.

RNDM Fund Description

RNDM tracks an index of developed international ex-US equities, selected for low volatility and weighted according to a tiered methodology: first market-cap followed by modified equal weights.

RNDM Factset Analytics Insight

RNDM follows an index of developed market equity, excluding the United States. The index uses a multi-step process to determine the final portfolio composition. First, securities are grouped from the parent index, the NASDAQ Developed Markets Ex-US Large Mid Cap Index, according to their country designation. Next, within each country, securities are ranked based on trailing 12-month volatility. The 25 securities with the lowest volatility from each country are selected, with country and sector weights applied that mimic the parent index’s construction. Individual securities are equally weighted within each sector. By applying these screening measures, RNDM attempts to reduce the overall risk of the portfolio by exposing the investor to global equities with reduced volatility. Because RNDM pulls from a universe of large- and midcap stocks, exposure to the small-cap space will be minimal, at best.

RNDM MSCI ESG Analytics Insight

First Trust Developed International Equity Select ETF has an MSCI ESG Fund Rating of AAA based on a score of 9.16 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 Developed International Equity Select ETF ranks in the 93th percentile within its peer group and in the 86th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

RNDM 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 01/20/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RNDM 0.55% -1.11% -1.66% 5.49% 7.55% -- --
RNDM (NAV) 1.14% -1.92% -2.58% 4.08% 7.20% -- --
MSCI World ex USA IMI 3.45% -1.22% -0.87% 8.63% 11.98% 9.17% 7.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RNDM Summary Data

First Trust
06/20/17
Open-Ended Fund
0.65%
$29.99M
$154.26K
0.36%

RNDM Portfolio Data

$53.04B
16.66
1.90
2.81%
N/A
440

RNDM Index Data

Tiered
Volatility
MSCI World ex USA IMI

RNDM Portfolio Management

0.65%
--
--
--

RNDM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

RNDM Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

RNDM Factset Analytics Block Liquidity

As of 01/21/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of RNDM. RNDM is rated a 4 out of 5.

RNDM Tradability

2,831
$154.26K
941
$52.71K
0.36%
$0.20
0.22%
2.10% / -1.16%
None
26.00%
50,000
0.02
0.09%
0.04%
0
$54.20
4

RNDM Sector/Industry Breakdown


RNDM
Segment Benchmark
24.06%
21.38%
18.37%
15.99%
11.96%
10.25%
9.40%
8.63%
9.17%
10.28%
7.96%
12.32%
6.73%
8.06%
4.87%
2.65%
3.78%
3.17%
1.13%
4.70%

RNDM Top 10 Holdings[View All]

2.28%
2.20%
2.19%
1.97%
1.96%
1.96%
1.92%
1.48%
1.35%
1.27%
18.58%

RNDM Countries


RNDM
Segment Benchmark
14.37%
21.34%
13.43%
13.74%
11.04%
9.16%
9.78%
8.43%
8.78%
7.48%
7.44%
9.18%
5.87%
6.37%
5.25%
--
4.80%
4.23%
3.47%
4.00%

RNDM Regions


RNDM
Segment Benchmark
62.50%
57.09%
29.61%
31.65%
7.44%
10.57%
0.45%
0.69%

RNDM Economic Development


RNDM
Segment Benchmark
100.00%
100.00%
--
0.00%

RNDM Performance Statistics

0.63
0.73
0.67
0.81
0.47%
MSCI World ex USA IMI

RNDM MSCI ESG Ratings

9.16 / 10
86.47
93.07
7.75%
--
100.46

RNDM Benchmark Comparison Holdings

440
3494
406
35.28%

RNDM Benchmark Comparison Summary


RNDM
Segment Benchmark
440
3494
$53.04B
$69.48B
16.66
18.42
1.90
1.82
2.77%
2.47%
Low
Low

RNDM Benchmark Comparison Market Cap Size


RNDM
Segment Benchmark
70.86%
72.75%
29.14%
19.79%
0.00%
6.98%
0.00%
0.48%