First Trust Large Cap Core AlphaDEX Fund (FEX)

Description

The investment seeks to track the performance of the NASDAQ AlphaDEX Large Cap Core Index. The FEX ETF contains 374 constituents. It is focused on blend holdings in the North America region.

Price $76.24 as of 2022-10-21

Cost/Risk/Yield

Dividend yield1.44%
Expense ratio0.59%
Average spread0.066%
1Y roundtrip cost0.656%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-5.8%-1.1%2.8%-6.2%2.3%-9.9%7.6%-2.4%-9.1%5.6%-16.2%
20210.6%4.4%3.9%4.7%1.6%1.1%1.1%3.2%-4.6%6.2%-2.2%4.5%24.5%
2020-1.9%-8.6%-18.2%15.5%6.5%2.0%4.5%4.9%-2.8%-0.5%12.5%4.1%18.0%
20199.6%3.7%0.7%3.8%-7.6%7.7%1.4%-3.7%2.2%1.1%3.8%2.4%25.2%
20185.1%-3.6%-1.3%-0.0%1.9%-0.1%2.5%3.0%-0.1%-8.5%1.7%-9.8%-9.2%
20172.3%3.8%-0.1%1.0%1.2%1.0%1.7%-0.6%2.5%2.0%3.8%1.1%19.7%
2016-5.7%1.9%7.6%-0.4%1.6%0.1%4.2%0.3%-0.4%-1.9%5.5%1.2%14.1%
2015-2.3%5.6%-0.9%0.1%0.7%-2.1%0.3%-5.3%-3.7%6.6%0.1%-2.6%-3.4%
2014-3.7%5.8%0.5%0.2%2.3%3.0%-2.4%4.2%-3.2%2.2%2.2%0.8%12.1%
20136.6%0.8%4.3%1.2%2.8%-0.8%5.6%-2.9%4.2%4.6%2.7%2.6%31.5%
20124.7%4.9%1.5%-1.0%-7.5%3.3%0.6%2.8%2.3%-0.9%1.0%2.5%14.2%
20112.1%4.3%1.0%2.7%-1.1%-1.8%-3.8%-5.9%-8.2%12.7%-1.0%-0.0%1.1%
11.7%22.1%1.7%21.6%4.7%3.5%23.2%-2.3%-20.9%29.3%30.2%6.7%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.220.240.350.81
20210.090.170.200.290.74
20200.220.210.200.250.88
20190.160.190.260.250.86
20180.120.190.130.260.70
20170.120.160.140.200.62
20160.120.160.150.200.63
20150.090.140.140.210.57
20140.110.150.130.210.59
20130.080.120.110.120.42
20120.150.290.44
20110.120.180.30
0.000.001.330.000.002.000.000.001.800.000.002.45

Sectors and Top Holdings

Security % Assets
Cloudflare Inc Class A0.71%
KKR & Co. Inc.0.56%
Tesla Inc0.52%
Franklin Resources, Inc.0.52%
Zscaler, Inc.0.51%
Blackstone Inc.0.51%
PG&E Corporation0.50%
Carlyle Group Inc0.50%
EPAM Systems, Inc.0.49%
DuPont de Nemours, Inc.0.49%
Best Buy Co., Inc.0.49%
Bath & Body Works, Inc.0.49%
SVB Financial Group0.48%
Fortinet, Inc.0.47%
Arch Capital Group Ltd.0.47%
Top 15 Weights7.71%

Compare with similar ETFs

FEX EUSA IWR JHMM TILT VO
Product nameFirst Trust Large Cap Core AlphaDEX FundiShares MSCI USA ETFiShares Russell Mid-Cap ETFJohn Hancock Multifactor Mid Cap ETFFlexShares Morningstar U.S. Market Factor Tilt Index FundVanguard Mid-Cap ETF
IssuerFirst TrustiSharesiSharesJohn HancockFlexSharesVanguard
Price$76.24$69.34$62.94$43.28$142.22$189.76
Expense Ratio0.59%better0.09%better0.19%better0.41%better0.25%better0.04%
Average Spread0.066%0.058%0.016%0.069%0.056%0.016%
AUM$1,029,840,000$385,378,000$23,202,400,000$1,938,780,000$1,372,760,000$41,246,600,000
Shares13,507,9115,557,800368,642,77244,796,2509,652,360217,361,772
Average Daily Volume34,59023,8671,867,320211,76216,550806,220
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2007-05-082010-05-052001-07-172015-09-282011-09-162004-01-26
Index TrackedNASDAQ AlphaDEX Large Cap Core IndexMSCI USA Equal Weighted IndexRussell MidcapJohn Hancock Dimensional Mid Cap IndexMorningstar US Market Factor Tilt IndexCRSP US Mid Cap
CategoryLarge Cap Blend EquitiesAll Cap EquitiesMid Cap Blend EquitiesMid Cap Growth EquitiesAll Cap EquitiesMid Cap Growth Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$1.1$1.297$0.995$0.45$2.359$3.065
Annual Dividend Yield0.014%0.019%0.016%0.010%0.017%0.016%
Number of Holdings3746278086532120362
YTD Return-16.57%-21.51%-23.37%-21.80%-21.22%-24.75%
Beta1.010.981.051.061.031.09
Upside Beta0.110.050.310.610.070.26
Downside Beta-0.15-0.250.17-0.04-0.260.10
Volatility 1Y21.36%23.22%24.42%23.81%22.95%24.47%
Sharpe Ratio 3Y0.570.390.260.340.480.28
Treynor Ratio 3Y0.010.010.000.010.010.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew