First Trust Mid Cap Value AlphaDEX Fund (FNK)
Description
The investment seeks to track the performance of the NASDAQ AlphaDEX Mid Cap Value Index. The FNK ETF contains 226 constituents. It is focused on blend holdings in the North America region.
Price $39.71 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.7% |
| Expense ratio | 0.7% |
| Average spread | 0.126% |
| 1Y roundtrip cost | 0.826% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -2.5% | 0.8% | 0.9% | -4.9% | 3.2% | -10.7% | 9.6% | -3.5% | -10.9% | 4.1% | -13.9% | ||
| 2021 | 1.5% | 9.9% | 7.6% | 5.2% | 1.8% | -3.0% | 0.5% | 2.7% | -3.0% | 4.4% | -3.4% | 6.1% | 30.3% |
| 2020 | -5.4% | -11.7% | -29.7% | 20.1% | 4.5% | 4.8% | 0.3% | 5.2% | -5.0% | 4.4% | 17.1% | 6.9% | 11.5% |
| 2019 | 12.6% | 3.1% | -2.1% | 4.0% | -11.1% | 8.3% | 0.4% | -8.2% | 6.6% | 1.4% | 3.2% | 3.2% | 21.3% |
| 2018 | 0.9% | -5.3% | 0.2% | -0.1% | 3.5% | 0.7% | 1.9% | 2.1% | -1.4% | -8.1% | 2.9% | -11.9% | -14.5% |
| 2017 | 1.2% | 1.6% | -1.1% | -0.0% | -3.0% | 3.3% | 0.8% | -1.7% | 4.3% | 0.7% | 3.8% | 1.4% | 11.5% |
| 2016 | -5.6% | 1.5% | 11.2% | 1.5% | 1.0% | -2.9% | 5.7% | 1.3% | -0.0% | -1.8% | 10.3% | 2.6% | 24.6% |
| 2015 | -4.7% | 6.2% | -0.6% | 2.3% | -0.7% | -2.3% | -4.1% | -3.4% | -5.3% | 5.4% | 1.3% | -7.6% | -13.4% |
| 2014 | -2.8% | 4.3% | 1.9% | -0.6% | 1.5% | 4.3% | -5.7% | 5.0% | -6.1% | 3.5% | 0.2% | 0.8% | 6.3% |
| 2013 | 7.7% | 1.8% | 4.9% | -1.2% | 5.0% | -2.7% | 6.8% | -2.5% | 3.7% | 4.8% | 2.4% | 2.9% | 33.7% |
| 2012 | 6.2% | 6.0% | 1.1% | -1.3% | -7.9% | 3.4% | -0.6% | 2.2% | 2.8% | -1.1% | 2.0% | 3.4% | 16.2% |
| 2011 | -0.8% | -1.5% | -3.6% | -8.2% | -9.4% | 15.4% | 0.1% | 0.3% | -7.7% | ||||
| 9.2% | 18.3% | -5.7% | 25.0% | -2.9% | 1.7% | 12.0% | -9.0% | -23.7% | 33.0% | 39.9% | 8.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.13 | 0.14 | 0.18 | 0.46 | |||||||||
| 2021 | 0.04 | 0.13 | 0.20 | 0.22 | 0.60 | ||||||||
| 2020 | 0.07 | 0.14 | 0.14 | 0.22 | 0.58 | ||||||||
| 2019 | 0.03 | 0.10 | 0.26 | 0.26 | 0.65 | ||||||||
| 2018 | 0.04 | 0.18 | 0.10 | 0.22 | 0.54 | ||||||||
| 2017 | 0.06 | 0.11 | 0.12 | 0.22 | 0.51 | ||||||||
| 2016 | 0.12 | 0.11 | 0.15 | 0.38 | |||||||||
| 2015 | 0.06 | 0.10 | 0.09 | 0.13 | 0.38 | ||||||||
| 2014 | 0.06 | 0.05 | 0.10 | 0.13 | 0.33 | ||||||||
| 2013 | 0.04 | 0.06 | 0.05 | 0.07 | 0.23 | ||||||||
| 2012 | 0.08 | 0.14 | 0.22 | ||||||||||
| 2011 | 0.04 | 0.07 | 0.11 | ||||||||||
| 0.00 | 0.00 | 0.53 | 0.00 | 0.00 | 1.26 | 0.00 | 0.00 | 1.35 | 0.00 | 0.00 | 1.84 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| FNK | FMIL | HSMV | SIXS | TEQI | VNMC | |
|---|---|---|---|---|---|---|
| Product name | First Trust Mid Cap Value AlphaDEX Fund | Fidelity New Millennium ETF | First Trust Horizon Managed Volatility Small/Mid ETF | 6 Meridian Small Cap Equity ETF | T. Rowe Price Equity Income ETF | Natixis Vaughan Nelson Mid Cap ETF |
| Issuer | First Trust | Fidelity | First Trust | Meridian | T. Rowe Price | Natixis |
| Price | $39.71 | $27.48 | $28.7342 | $38.676 | $31.679 | $26.194 |
| Expense Ratio | 0.7% |  0.59% |  0.8% | 1% | 0.54% | 0.85% |
| Average Spread | 0.126% | 0.218% | 0.139% | 0.336% | 0.126% | 0.191% |
| AUM | $125,074,000 | $55,854,400 | $12,935,000 | $48,223,100 | $45,734,100 | $6,776,200 |
| Shares | 3,149,690 | 2,032,547 | 450,161 | 1,246,849 | 1,443,672 | 258,693 |
| Average Daily Volume | 52,175 | 38,697 | 879 | 740 | 18,280 | 37 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-04-19 | 2020-06-03 | 2020-04-06 | 2020-05-11 | 2020-08-04 | 2020-09-17 |
| Index Tracked | NASDAQ AlphaDEX Mid Cap Value Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index |
| Category | Small Cap Value Equities | Large Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities | Large Cap Value Equities | Mid Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Mid Caps | Mid/Small 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. | Broad | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.676 | $0.569 | $0.37 | $0.598 | $0.988 | $4.138 |
| Annual Dividend Yield | 0.017% | 0.021% | 0.013% | 0.015% | 0.031% | 0.158% |
| Number of Holdings | 226 | 121 | 200 | 88 | 108 | 0 |
| YTD Return | -14.79% | -6.15% | -16.59% | -24.88% | -11.44% | -18.14% |
| Beta | 1.17 | 0.93 | 0.90 | 1.15 | 0.80 | 0.89 |
| Upside Beta | 0.01 | 0.70 | 0.63 | 0.82 | 0.68 | 0.18 |
| Downside Beta | -0.28 | 0.12 | 0.00 | -0.08 | -0.03 | -0.60 |
| Volatility 1Y | 24.71% | 21.04% | 18.99% | 20.97% | 18.67% | 20.54% |
| Sharpe Ratio 3Y | 0.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |