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 2022-10-20

Cost/Risk/Yield

Dividend yield2.51%
Expense ratio0.62%
Average spread0.053%
1Y roundtrip cost0.673%

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%
20211.9%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%
201910.6%3.6%-2.1%6.0%-6.4%5.8%2.1%-4.4%3.5%0.4%4.1%1.5%24.8%
20182.9%-3.5%0.1%0.0%1.8%-0.3%2.2%2.5%-2.2%-6.8%2.1%-10.3%-11.4%
20170.8%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%
20138.1%2.7%4.6%1.2%3.1%-0.3%5.5%-3.7%3.8%4.5%3.7%2.0%35.1%
20126.5%5.3%4.5%-1.5%-7.2%3.9%-0.9%3.1%1.9%1.7%0.4%2.1%20.0%
20112.1%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
20220.160.180.310.65
20210.160.190.230.300.88
20200.200.220.260.210.89
20190.060.100.180.240.58
20180.100.170.130.300.70
20170.090.110.080.220.51
20160.030.100.090.140.36
20150.040.070.090.150.35
20140.060.100.080.120.36
20130.050.060.060.100.26
20120.080.210.29
20110.210.120.33
0.000.000.960.000.001.580.000.001.510.000.002.12

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

FXO FMIL IVOV RWK SIXS TEQI
Product nameFirst Trust Financials AlphaDEX FundFidelity New Millennium ETFVanguard S&P Mid-Cap 400 Value ETFOppenheimer Mid Cap Revenue ETF6 Meridian Small Cap Equity ETFT. Rowe Price Equity Income ETF
IssuerFirst TrustFidelityVanguardInvescoMeridianT. Rowe Price
Price$37.88$27.48$143.71$78.47$38.676$31.679
Expense Ratio0.62%better0.59%better0.15%better0.39%worse1%better0.54%
Average Spread0.053%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
Shares31,230,6732,032,5474,795,7574,288,1591,246,8491,443,672
Average Daily Volume123,07438,69722,25135,28774018,280
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2007-05-082020-06-032010-09-092008-02-222020-05-112020-08-04
Index TrackedStrataQuant Financials IndexNo Underlying IndexS&P Mid Cap 400 ValueS&P MidCap 400 Revenue-Weighted IndexNo Underlying IndexNo Underlying Index
CategoryFinancials EquitiesLarge Cap Blend EquitiesMid Cap Value EquitiesSmall Cap Blend EquitiesSmall Cap Blend EquitiesLarge Cap Value Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsMid CapsMid CapsMid/Small CapsLarge/Mid Caps
Value or GrowthBlendBlendValueBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.BroadU.S.U.S.U.S.U.S.
Annual Dividend Rate$0.951$0.569$3.005$0.985$0.598$0.988
Annual Dividend Yield0.025%0.021%0.021%0.013%0.015%0.031%
Number of Holdings10712130639288108
YTD Return-16.82%-6.15%-14.78%-16.32%-24.88%-11.44%
Beta1.260.931.121.161.150.80
Upside Beta0.130.700.020.100.820.68
Downside Beta-0.220.12-0.30-0.16-0.08-0.03
Volatility 1Y25.65%21.04%23.32%27.19%20.97%18.67%
Sharpe Ratio 3Y0.390.000.350.530.000.00
Treynor Ratio 3Y0.010.000.010.010.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew