First Trust Multi Cap Value AlphaDEX Fund (FAB)
Description
The investment seeks to track the performance of the NASDAQ AlphaDEX Multi Cap Value Index. The FAB ETF contains 673 constituents. It is focused on blend holdings in the North America region.
Price $64.50 as of 2022-10-21Cost/Risk/Yield
| Dividend yield | 1.79% |
| Expense ratio | 0.7% |
| Average spread | 0.109% |
| 1Y roundtrip cost | 0.809% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.7% | 0.2% | 1.1% | -4.8% | 3.6% | -10.7% | 8.0% | -3.6% | -10.4% | 6.1% | -12.3% | ||
| 2021 | 1.0% | 9.4% | 7.3% | 3.7% | 2.4% | -2.8% | 0.1% | 2.0% | -3.1% | 4.0% | -2.7% | 6.7% | 28.1% |
| 2020 | -5.4% | -11.6% | -26.2% | 20.9% | 4.5% | 2.8% | 1.4% | 5.1% | -4.7% | 2.8% | 16.2% | 5.5% | 11.1% |
| 2019 | 11.0% | 3.0% | -1.3% | 3.9% | -10.3% | 7.7% | 0.6% | -6.9% | 6.6% | 1.2% | 4.1% | 3.8% | 23.5% |
| 2018 | 1.7% | -3.7% | -1.8% | 0.0% | 1.8% | 1.6% | 1.9% | 1.6% | -0.8% | -7.4% | 1.9% | -11.3% | -14.6% |
| 2017 | 0.7% | 3.1% | -0.6% | 0.3% | -1.9% | 2.8% | 1.0% | -2.2% | 4.2% | 0.4% | 4.5% | 1.7% | 14.0% |
| 2016 | -6.3% | 2.9% | 9.5% | 0.7% | 0.6% | -2.1% | 5.8% | 1.6% | 0.1% | -1.2% | 9.9% | 2.5% | 24.1% |
| 2015 | -4.1% | 6.6% | -1.2% | 2.0% | -1.3% | -2.7% | -3.8% | -4.5% | -4.2% | 5.7% | 0.8% | -5.6% | -12.4% |
| 2014 | -4.0% | 4.9% | 2.3% | -0.1% | 1.3% | 3.6% | -4.1% | 4.2% | -5.1% | 3.3% | 0.8% | 1.1% | 8.1% |
| 2013 | 6.9% | 0.7% | 4.2% | 0.1% | 4.8% | -1.5% | 6.2% | -3.2% | 4.2% | 5.2% | 2.6% | 2.4% | 32.7% |
| 2012 | 6.7% | 4.3% | 1.0% | -2.1% | -7.5% | 3.7% | 0.0% | 3.5% | 3.0% | -1.2% | 1.5% | 3.5% | 16.4% |
| 2011 | 2.0% | 3.8% | 1.6% | 2.1% | -1.2% | -1.6% | -4.0% | -6.5% | -8.3% | 14.4% | -0.3% | 0.2% | 2.2% |
| 8.4% | 23.6% | -4.2% | 26.5% | -3.3% | 0.8% | 13.1% | -8.9% | -18.4% | 33.5% | 39.3% | 10.4% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.21 | 0.24 | 0.31 | 0.76 | |||||||||
| 2021 | 0.12 | 0.19 | 0.29 | 0.39 | 0.99 | ||||||||
| 2020 | 0.14 | 0.24 | 0.24 | 0.31 | 0.93 | ||||||||
| 2019 | 0.11 | 0.20 | 0.36 | 0.34 | 1.02 | ||||||||
| 2018 | 0.12 | 0.29 | 0.17 | 0.35 | 0.94 | ||||||||
| 2017 | 0.13 | 0.19 | 0.16 | 0.32 | 0.81 | ||||||||
| 2016 | 0.16 | 0.18 | 0.25 | 0.59 | |||||||||
| 2015 | 0.11 | 0.16 | 0.19 | 0.20 | 0.66 | ||||||||
| 2014 | 0.13 | 0.16 | 0.17 | 0.20 | 0.66 | ||||||||
| 2013 | 0.08 | 0.13 | 0.11 | 0.14 | 0.47 | ||||||||
| 2012 | 0.17 | 0.29 | 0.46 | ||||||||||
| 2011 | 0.14 | 0.19 | 0.33 | ||||||||||
| 0.00 | 0.00 | 1.16 | 0.00 | 0.00 | 2.28 | 0.00 | 0.00 | 2.19 | 0.00 | 0.00 | 3.00 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Franklin Resources, Inc. | 0.53% |
| PG&E Corporation | 0.51% |
| DuPont de Nemours, Inc. | 0.50% |
| Arch Capital Group Ltd. | 0.48% |
| Celanese Corporation | 0.47% |
| American International Group, Inc. | 0.47% |
| Chubb Limited | 0.47% |
| Markel Corporation | 0.46% |
| Lennar Corporation Class A | 0.46% |
| Fortive Corp. | 0.46% |
| eBay Inc. | 0.46% |
| Cincinnati Financial Corporation | 0.46% |
| Cigna Corporation | 0.46% |
| Prudential Financial, Inc. | 0.46% |
| D.R. Horton, Inc. | 0.45% |
| Top 15 Weights | 7.10% |
Compare with similar ETFs
| FAB | EZM | FMIL | FTA | HSMV | TEQI | |
|---|---|---|---|---|---|---|
| Product name | First Trust Multi Cap Value AlphaDEX Fund | WisdomTree MidCap Earnings Fund | Fidelity New Millennium ETF | First Trust Large Cap Value AlphaDEX®Fund | First Trust Horizon Managed Volatility Small/Mid ETF | T. Rowe Price Equity Income ETF |
| Issuer | First Trust | WisdomTree | Fidelity | First Trust | First Trust | T. Rowe Price |
| Price | $64.5 | $46.46 | $27.48 | $59.94 | $28.7342 | $31.679 |
| Expense Ratio | 0.7% |  0.38% | 0.59% | 0.6% |  0.8% | 0.54% |
| Average Spread | 0.109% | 0.108% | 0.218% | 0.050% | 0.139% | 0.126% |
| AUM | $136,370,000 | $671,014,000 | $55,854,400 | $967,724,000 | $12,935,000 | $45,734,100 |
| Shares | 2,114,270 | 14,442,839 | 2,032,547 | 16,144,880 | 450,161 | 1,443,672 |
| Average Daily Volume | 28,203 | 55,187 | 38,697 | 71,391 | 879 | 18,280 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2007-05-08 | 2007-02-23 | 2020-06-03 | 2007-05-08 | 2020-04-06 | 2020-08-04 |
| Index Tracked | NASDAQ AlphaDEX Multi Cap Value Index | WisdomTree U.S Mid Cap Index | No Underlying Index | NASDAQ AlphaDEX Large Cap Value Index | No Underlying Index | No Underlying Index |
| Category | All Cap Equities | Small Cap Blend Equities | Large Cap Blend Equities | Large Cap Value Equities | Small Cap Blend Equities | Large Cap Value Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid/Small Caps | Mid Caps | Large Caps | Mid Caps | Large/Mid Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | U.S. | Broad | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $1.157 | $0.671 | $0.569 | $1.237 | $0.37 | $0.988 |
| Annual Dividend Yield | 0.018% | 0.014% | 0.021% | 0.021% | 0.013% | 0.031% |
| Number of Holdings | 673 | 459 | 121 | 189 | 200 | 108 |
| YTD Return | -13.25% | -16.53% | -6.15% | -13.03% | -16.59% | -11.44% |
| Beta | 1.13 | 1.12 | 0.93 | 1.06 | 0.90 | 0.80 |
| Upside Beta | 0.11 | 0.11 | 0.70 | 0.09 | 0.63 | 0.68 |
| Downside Beta | -0.11 | -0.13 | 0.12 | -0.14 | 0.00 | -0.03 |
| Volatility 1Y | 22.47% | 25.09% | 21.04% | 20.40% | 18.99% | 18.67% |
| Sharpe Ratio 3Y | 0.39 | 0.33 | 0.00 | 0.37 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 | 0.00 |