First Trust Japan AlphaDEX Fund (FJP)
Description
The investment seeks to track the performance of the Nasdaq AlphaDEX Japan Index. The FJP ETF contains 101 constituents. It is focused on blend holdings in the Asia-Pacific region.
Price $37.77 as of 2022-10-21Cost/Risk/Yield
| Dividend yield | 3.87% |
| Expense ratio | 0.8% |
| Average spread | 0.556% |
| 1Y roundtrip cost | 1.356% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -2.1% | 0.1% | 1.2% | -9.6% | 2.7% | -8.3% | 2.6% | -1.3% | -9.6% | 0.1% | -24.4% | ||
| 2021 | -1.3% | 1.2% | 3.7% | -2.3% | 0.4% | -1.4% | -0.8% | 1.8% | 2.6% | -3.1% | -4.4% | 2.9% | -0.8% |
| 2020 | -3.7% | -9.6% | -8.0% | 5.4% | 7.9% | 0.7% | -1.7% | 6.4% | 1.8% | -4.6% | 8.8% | 2.3% | 5.6% |
| 2019 | 3.9% | -0.6% | 0.2% | 0.5% | -7.0% | 4.5% | -1.7% | -3.0% | 4.6% | 4.2% | 1.1% | 1.5% | 8.1% |
| 2018 | 2.9% | -3.5% | -0.9% | -0.5% | -1.5% | -3.6% | 0.8% | -0.9% | 4.4% | -11.1% | 2.7% | -8.0% | -19.3% |
| 2017 | 3.1% | 2.3% | 1.5% | 0.4% | 1.2% | 1.7% | 2.7% | 0.8% | 2.3% | 3.7% | 3.3% | 1.8% | 24.7% |
| 2016 | -4.4% | -5.6% | 6.6% | -0.9% | 3.8% | -2.3% | 3.4% | -0.3% | 5.4% | 1.3% | -4.6% | 0.9% | 3.2% |
| 2015 | 3.4% | 5.4% | 1.5% | 0.4% | 2.3% | -1.7% | 0.5% | -6.6% | -5.1% | 7.0% | 2.5% | -3.4% | 6.1% |
| 2014 | -5.7% | 2.4% | -2.9% | -1.4% | 5.4% | 5.9% | 0.6% | -0.9% | -2.2% | 0.6% | -2.6% | -0.9% | -1.7% |
| 2013 | -0.1% | 3.1% | 5.5% | 10.5% | -5.1% | 1.3% | 3.4% | -3.2% | 10.3% | -1.5% | 2.4% | 0.8% | 27.3% |
| 2012 | 2.5% | 2.0% | 1.6% | -4.0% | -8.7% | 4.7% | -3.4% | 3.3% | 0.6% | 0.0% | -3.0% | 3.8% | -0.5% |
| 2011 | -2.8% | 6.2% | 3.4% | -12.9% | 4.4% | -3.5% | -1.5% | -1.7% | -8.4% | ||||
| -1.5% | -2.8% | 10.0% | -1.5% | -1.5% | 7.7% | 9.7% | -16.8% | 19.3% | -7.0% | 4.6% | -0.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.78 | 0.78 | |||||||||||
| 2021 | 0.01 | 0.52 | 0.69 | 1.21 | |||||||||
| 2020 | 0.34 | 0.17 | 0.51 | ||||||||||
| 2019 | 0.44 | 0.16 | 0.81 | 1.41 | |||||||||
| 2018 | 0.40 | 0.34 | 0.74 | ||||||||||
| 2017 | 0.33 | 0.45 | 0.78 | ||||||||||
| 2016 | 0.21 | 0.48 | 0.69 | ||||||||||
| 2015 | 0.25 | 0.16 | 0.40 | ||||||||||
| 2014 | 0.32 | 0.17 | 0.49 | ||||||||||
| 2013 | 0.02 | 0.21 | 0.10 | 0.32 | |||||||||
| 2012 | 0.28 | 0.30 | 0.58 | ||||||||||
| 2011 | 0.23 | 0.23 | |||||||||||
| 0.00 | 0.00 | 0.03 | 0.00 | 0.00 | 4.07 | 0.00 | 0.00 | 0.16 | 0.00 | 0.00 | 3.89 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| FJP | EWJE | IJUL | IVAL | LDEM | QLVE | |
|---|---|---|---|---|---|---|
| Product name | First Trust Japan AlphaDEX Fund | iShares MSCI Japan Equal Weighted ETF | Innovator MSCI EAFE Power Buffer ETF | ValueShares International Quantitative Value ETF | iShares ESG MSCI EM Leaders ETF | FlexShares Emerging Markets Quality Low Volatility Index Fund |
| Issuer | First Trust | iShares | Innovator | Alpha Architect | iShares | FlexShares |
| Price | $37.77 | $31.945 | $21.44 | $21.15 | $40.3425 | $20.67 |
| Expense Ratio | 0.8% |  0.15% |  0.86% | 0.59% | 0.16% | 0.4% |
| Average Spread | 0.556% | 0.188% | 0.560% | 0.284% | 0.273% | 0.290% |
| AUM | $26,035,800 | $6,328,940 | $49,783,800 | $105,517,000 | $563,920,000 | $12,360,000 |
| Shares | 689,324 | 198,120 | 2,322,006 | 4,988,995 | 13,978,321 | 597,969 |
| Average Daily Volume | 8,067 | 1,045 | 177,247 | 29,671 | 30,820 | 7,790 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-04-18 | 2019-03-05 | 2019-07-01 | 2014-12-17 | 2020-02-05 | 2019-07-15 |
| Index Tracked | Nasdaq AlphaDEX Japan Index | MSCI Japan Equal Weighted Index | No Underlying Index | Alpha Architect International Quantitative Value Index | MSCI EM Extended ESG Leaders 5% Issuer Capped Index | Northern Trust Emerging Markets Quality Low Volatility Index |
| Category | Japan Equities | Japan Equities | Volatility Hedged Equity | Global Equities | Emerging Markets Equities | Volatility Hedged Equity |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | |
| Value or Growth | Blend | Blend | Blend | Value | Blend | Blend |
| Region | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | |
| Countries | Japan | Japan | EAFE | Broad | Broad | Pacific ex-Japan |
| Annual Dividend Rate | $1.462 | $0 | $0 | $0.674 | $1.205 | $0.735 |
| Annual Dividend Yield | 0.039% | 0.000% | 0.000% | 0.032% | 0.030% | 0.036% |
| Number of Holdings | 101 | 271 | 0 | 50 | 476 | 149 |
| YTD Return | -22.76% | -14.10% | -12.56% | -19.61% | -29.36% | -19.20% |
| Beta | 0.53 | 0.53 | 0.39 | 0.11 | 0.64 | 0.49 |
| Upside Beta | -0.24 | 0.32 | 0.26 | 0.09 | 0.37 | 0.33 |
| Downside Beta | -0.39 | -0.10 | -0.17 | -0.45 | -0.60 | -0.34 |
| Volatility 1Y | 20.87% | 16.68% | 11.45% | 22.45% | 22.37% | 14.78% |
| Sharpe Ratio 3Y | -0.62 | -0.16 | -0.53 | -0.56 | 0.00 | -0.46 |
| Treynor Ratio 3Y | -0.02 | 0.00 | -0.01 | -0.08 | 0.00 | -0.01 |