First Trust Financials AlphaDEX Fund (FXO)
Description
The investment seeks to track the performance of the StrataQuant Financials Index. The FXO ETF contains 107 constituents. It is focused on blend holdings in the North America region.
Price $37.88 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.51% |
| Expense ratio | 0.62% |
| Average spread | 0.053% |
| 1Y roundtrip cost | 0.673% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -0.2% | 0.2% | -0.4% | -9.6% | 5.2% | -10.6% | 6.8% | -1.7% | -9.0% | 2.9% | -16.5% | ||
| 2021 | 1.9% | 12.3% | 6.5% | 5.8% | 3.5% | -3.8% | -0.7% | 5.2% | -2.6% | 6.8% | -4.6% | 3.4% | 33.8% |
| 2020 | -1.7% | -10.8% | -27.4% | 13.1% | 2.9% | 4.5% | 1.5% | 2.9% | -3.6% | 7.6% | 15.9% | 9.0% | 13.9% |
| 2019 | 10.6% | 3.6% | -2.1% | 6.0% | -6.4% | 5.8% | 2.1% | -4.4% | 3.5% | 0.4% | 4.1% | 1.5% | 24.8% |
| 2018 | 2.9% | -3.5% | 0.1% | 0.0% | 1.8% | -0.3% | 2.2% | 2.5% | -2.2% | -6.8% | 2.1% | -10.3% | -11.4% |
| 2017 | 0.8% | 4.5% | -2.4% | 0.3% | -0.9% | 4.2% | 2.8% | -1.4% | 2.7% | 2.3% | 3.0% | 0.9% | 16.8% |
| 2016 | -8.1% | -1.0% | 7.4% | 2.5% | 3.4% | -3.1% | 4.2% | 2.5% | -1.2% | -0.9% | 9.0% | 3.5% | 18.2% |
| 2015 | -3.8% | 4.9% | 0.7% | -0.5% | 1.8% | -0.5% | 3.0% | -6.3% | -1.6% | 5.9% | 1.3% | -3.1% | 1.8% |
| 2014 | -4.4% | 3.7% | 1.6% | -1.4% | 1.0% | 2.8% | -2.7% | 4.4% | -3.0% | 3.8% | 2.2% | 0.9% | 8.9% |
| 2013 | 8.1% | 2.7% | 4.6% | 1.2% | 3.1% | -0.3% | 5.5% | -3.7% | 3.8% | 4.5% | 3.7% | 2.0% | 35.1% |
| 2012 | 6.5% | 5.3% | 4.5% | -1.5% | -7.2% | 3.9% | -0.9% | 3.1% | 1.9% | 1.7% | 0.4% | 2.1% | 20.0% |
| 2011 | 2.1% | 4.1% | -1.0% | 1.8% | -2.2% | -3.0% | -4.2% | -7.8% | -9.1% | 13.7% | -1.9% | 1.5% | -5.9% |
| 14.7% | 26.0% | -7.8% | 17.8% | 6.1% | -0.4% | 19.7% | -4.7% | -20.4% | 41.8% | 35.1% | 11.4% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.16 | 0.18 | 0.31 | 0.65 | |||||||||
| 2021 | 0.16 | 0.19 | 0.23 | 0.30 | 0.88 | ||||||||
| 2020 | 0.20 | 0.22 | 0.26 | 0.21 | 0.89 | ||||||||
| 2019 | 0.06 | 0.10 | 0.18 | 0.24 | 0.58 | ||||||||
| 2018 | 0.10 | 0.17 | 0.13 | 0.30 | 0.70 | ||||||||
| 2017 | 0.09 | 0.11 | 0.08 | 0.22 | 0.51 | ||||||||
| 2016 | 0.03 | 0.10 | 0.09 | 0.14 | 0.36 | ||||||||
| 2015 | 0.04 | 0.07 | 0.09 | 0.15 | 0.35 | ||||||||
| 2014 | 0.06 | 0.10 | 0.08 | 0.12 | 0.36 | ||||||||
| 2013 | 0.05 | 0.06 | 0.06 | 0.10 | 0.26 | ||||||||
| 2012 | 0.08 | 0.21 | 0.29 | ||||||||||
| 2011 | 0.21 | 0.12 | 0.33 | ||||||||||
| 0.00 | 0.00 | 0.96 | 0.00 | 0.00 | 1.58 | 0.00 | 0.00 | 1.51 | 0.00 | 0.00 | 2.12 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| FXO | FMIL | IVOV | RWK | SIXS | TEQI | |
|---|---|---|---|---|---|---|
| Product name | First Trust Financials AlphaDEX Fund | Fidelity New Millennium ETF | Vanguard S&P Mid-Cap 400 Value ETF | Oppenheimer Mid Cap Revenue ETF | 6 Meridian Small Cap Equity ETF | T. Rowe Price Equity Income ETF |
| Issuer | First Trust | Fidelity | Vanguard | Invesco | Meridian | T. Rowe Price |
| Price | $37.88 | $27.48 | $143.71 | $78.47 | $38.676 | $31.679 |
| Expense Ratio | 0.62% |  0.59% | 0.15% | 0.39% |  1% | 0.54% |
| Average Spread | 0.053% | 0.218% | 0.090% | 0.242% | 0.336% | 0.126% |
| AUM | $1,183,020,000 | $55,854,400 | $689,198,000 | $336,492,000 | $48,223,100 | $45,734,100 |
| Shares | 31,230,673 | 2,032,547 | 4,795,757 | 4,288,159 | 1,246,849 | 1,443,672 |
| Average Daily Volume | 123,074 | 38,697 | 22,251 | 35,287 | 740 | 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 | 2020-06-03 | 2010-09-09 | 2008-02-22 | 2020-05-11 | 2020-08-04 |
| Index Tracked | StrataQuant Financials Index | No Underlying Index | S&P Mid Cap 400 Value | S&P MidCap 400 Revenue-Weighted Index | No Underlying Index | No Underlying Index |
| Category | Financials Equities | Large Cap Blend Equities | Mid Cap Value Equities | Small Cap Blend Equities | Small Cap Blend Equities | Large Cap Value Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Mid Caps | Mid Caps | Mid/Small Caps | Large/Mid Caps | |
| Value or Growth | Blend | Blend | Value | 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 | $0.951 | $0.569 | $3.005 | $0.985 | $0.598 | $0.988 |
| Annual Dividend Yield | 0.025% | 0.021% | 0.021% | 0.013% | 0.015% | 0.031% |
| Number of Holdings | 107 | 121 | 306 | 392 | 88 | 108 |
| YTD Return | -16.82% | -6.15% | -14.78% | -16.32% | -24.88% | -11.44% |
| Beta | 1.26 | 0.93 | 1.12 | 1.16 | 1.15 | 0.80 |
| Upside Beta | 0.13 | 0.70 | 0.02 | 0.10 | 0.82 | 0.68 |
| Downside Beta | -0.22 | 0.12 | -0.30 | -0.16 | -0.08 | -0.03 |
| Volatility 1Y | 25.65% | 21.04% | 23.32% | 27.19% | 20.97% | 18.67% |
| Sharpe Ratio 3Y | 0.39 | 0.00 | 0.35 | 0.53 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.01 | 0.01 | 0.00 | 0.00 |