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 2022-10-21Cost/Risk/Yield
| Dividend yield | 1.44% |
| Expense ratio | 0.59% |
| Average spread | 0.066% |
| 1Y roundtrip cost | 0.656% |
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% | ||
| 2021 | 0.6% | 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% |
| 2019 | 9.6% | 3.7% | 0.7% | 3.8% | -7.6% | 7.7% | 1.4% | -3.7% | 2.2% | 1.1% | 3.8% | 2.4% | 25.2% |
| 2018 | 5.1% | -3.6% | -1.3% | -0.0% | 1.9% | -0.1% | 2.5% | 3.0% | -0.1% | -8.5% | 1.7% | -9.8% | -9.2% |
| 2017 | 2.3% | 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% |
| 2013 | 6.6% | 0.8% | 4.3% | 1.2% | 2.8% | -0.8% | 5.6% | -2.9% | 4.2% | 4.6% | 2.7% | 2.6% | 31.5% |
| 2012 | 4.7% | 4.9% | 1.5% | -1.0% | -7.5% | 3.3% | 0.6% | 2.8% | 2.3% | -0.9% | 1.0% | 2.5% | 14.2% |
| 2011 | 2.1% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.22 | 0.24 | 0.35 | 0.81 | |||||||||
| 2021 | 0.09 | 0.17 | 0.20 | 0.29 | 0.74 | ||||||||
| 2020 | 0.22 | 0.21 | 0.20 | 0.25 | 0.88 | ||||||||
| 2019 | 0.16 | 0.19 | 0.26 | 0.25 | 0.86 | ||||||||
| 2018 | 0.12 | 0.19 | 0.13 | 0.26 | 0.70 | ||||||||
| 2017 | 0.12 | 0.16 | 0.14 | 0.20 | 0.62 | ||||||||
| 2016 | 0.12 | 0.16 | 0.15 | 0.20 | 0.63 | ||||||||
| 2015 | 0.09 | 0.14 | 0.14 | 0.21 | 0.57 | ||||||||
| 2014 | 0.11 | 0.15 | 0.13 | 0.21 | 0.59 | ||||||||
| 2013 | 0.08 | 0.12 | 0.11 | 0.12 | 0.42 | ||||||||
| 2012 | 0.15 | 0.29 | 0.44 | ||||||||||
| 2011 | 0.12 | 0.18 | 0.30 | ||||||||||
| 0.00 | 0.00 | 1.33 | 0.00 | 0.00 | 2.00 | 0.00 | 0.00 | 1.80 | 0.00 | 0.00 | 2.45 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Cloudflare Inc Class A | 0.71% |
| KKR & Co. Inc. | 0.56% |
| Tesla Inc | 0.52% |
| Franklin Resources, Inc. | 0.52% |
| Zscaler, Inc. | 0.51% |
| Blackstone Inc. | 0.51% |
| PG&E Corporation | 0.50% |
| Carlyle Group Inc | 0.50% |
| 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 Group | 0.48% |
| Fortinet, Inc. | 0.47% |
| Arch Capital Group Ltd. | 0.47% |
| Top 15 Weights | 7.71% |
Compare with similar ETFs
| FEX | EUSA | IWR | JHMM | TILT | VO | |
|---|---|---|---|---|---|---|
| Product name | First Trust Large Cap Core AlphaDEX Fund | iShares MSCI USA ETF | iShares Russell Mid-Cap ETF | John Hancock Multifactor Mid Cap ETF | FlexShares Morningstar U.S. Market Factor Tilt Index Fund | Vanguard Mid-Cap ETF |
| Issuer | First Trust | iShares | iShares | John Hancock | FlexShares | Vanguard |
| Price | $76.24 | $69.34 | $62.94 | $43.28 | $142.22 | $189.76 |
| Expense Ratio | 0.59% |  0.09% | 0.19% | 0.41% | 0.25% | 0.04% |
| Average Spread | 0.066% | 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 |
| Shares | 13,507,911 | 5,557,800 | 368,642,772 | 44,796,250 | 9,652,360 | 217,361,772 |
| Average Daily Volume | 34,590 | 23,867 | 1,867,320 | 211,762 | 16,550 | 806,220 |
| 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 | 2010-05-05 | 2001-07-17 | 2015-09-28 | 2011-09-16 | 2004-01-26 |
| Index Tracked | NASDAQ AlphaDEX Large Cap Core Index | MSCI USA Equal Weighted Index | Russell Midcap | John Hancock Dimensional Mid Cap Index | Morningstar US Market Factor Tilt Index | CRSP US Mid Cap |
| Category | Large Cap Blend Equities | All Cap Equities | Mid Cap Blend Equities | Mid Cap Growth Equities | All Cap Equities | Mid Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.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 Yield | 0.014% | 0.019% | 0.016% | 0.010% | 0.017% | 0.016% |
| Number of Holdings | 374 | 627 | 808 | 653 | 2120 | 362 |
| YTD Return | -16.57% | -21.51% | -23.37% | -21.80% | -21.22% | -24.75% |
| Beta | 1.01 | 0.98 | 1.05 | 1.06 | 1.03 | 1.09 |
| Upside Beta | 0.11 | 0.05 | 0.31 | 0.61 | 0.07 | 0.26 |
| Downside Beta | -0.15 | -0.25 | 0.17 | -0.04 | -0.26 | 0.10 |
| Volatility 1Y | 21.36% | 23.22% | 24.42% | 23.81% | 22.95% | 24.47% |
| Sharpe Ratio 3Y | 0.57 | 0.39 | 0.26 | 0.34 | 0.48 | 0.28 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 | 0.00 |