First Trust Materials AlphaDEX Fund (FXZ)

Description

The investment seeks to track the performance of the StrataQuant Materials Index. The FXZ ETF contains 37 constituents. It is focused on blend holdings in the North America region.

Price $55.32 as of 2022-10-20

Cost/Risk/Yield

Dividend yield1.68%
Expense ratio0.67%
Average spread0.054%
1Y roundtrip cost0.724%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-5.4%10.7%10.2%-2.8%2.3%-20.3%9.6%-2.8%-13.3%6.6%-5.2%
2021-1.2%7.8%8.0%4.7%7.1%-6.8%0.7%1.3%-4.2%7.4%-3.9%8.0%28.8%
2020-7.9%-8.8%-18.4%15.7%6.3%3.8%3.2%6.1%-0.6%3.2%17.3%6.3%26.2%
201911.1%3.6%-1.3%2.0%-10.9%11.9%-0.2%-7.8%5.7%1.0%4.8%2.1%22.1%
20183.4%-4.7%-2.2%-1.8%4.1%-2.7%3.7%-2.2%-2.1%-12.4%3.8%-10.4%-23.7%
20175.3%0.5%0.1%0.6%-0.9%2.6%-0.0%0.5%4.2%3.5%1.1%4.2%21.7%
2016-7.5%6.5%11.7%4.8%-0.6%0.8%6.2%0.9%-1.1%-3.1%9.2%-0.5%27.5%
2015-5.3%8.6%-1.9%2.0%1.2%-3.5%-2.9%-3.7%-8.4%10.2%-0.1%-4.8%-8.7%
2014-3.7%6.5%0.4%-1.2%2.0%2.0%-4.7%4.0%-4.8%-1.4%0.7%-0.3%-0.4%
20135.6%-1.6%2.3%-2.1%3.6%-4.0%5.3%-1.1%5.3%5.2%1.7%4.7%24.7%
201212.8%3.4%1.8%0.1%-10.2%1.9%-0.1%3.9%2.9%-0.7%3.2%5.1%24.1%
20112.1%2.5%2.3%1.9%-0.5%-2.2%-3.7%-10.0%-16.2%16.6%2.1%-2.4%-7.4%
9.3%35.0%12.8%23.9%3.5%-16.4%17.2%-11.0%-32.5%36.1%39.9%12.0%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.090.250.340.69
20210.130.150.170.240.69
20200.140.150.240.190.72
20190.080.080.270.200.63
20180.030.140.110.170.46
20170.090.130.090.140.44
20160.090.080.080.170.42
20150.030.070.100.150.35
20140.080.110.120.240.55
20130.050.100.060.080.29
20120.270.450.72
20110.080.08
0.000.000.820.000.001.610.000.001.590.000.002.04

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

FXZ FLV FMIL PYZ SMDY TEQI
Product nameFirst Trust Materials AlphaDEX FundAmerican Century Focused Large Cap Value ETFFidelity New Millennium ETFPowerShares DWA Basic Materials Momentum Portfolio ETFSyntax Stratified MidCap ETFT. Rowe Price Equity Income ETF
IssuerFirst TrustAmerican CenturyFidelityInvescoSyntaxT. Rowe Price
Price$55.3189$55.29$27.48$74.94$32.589$31.679
Expense Ratio0.67%better0.42%better0.59%better0.6%better0.35%better0.54%
Average Spread0.054%0.163%0.218%0.107%0.307%0.126%
AUM$459,298,000$219,939,000$55,854,400$124,301,000$8,156,960$45,734,100
Shares8,302,7303,977,9182,032,5471,658,670250,2981,443,672
Average Daily Volume189,0715,49438,69710,59769718,280
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2007-05-082020-03-312020-06-032006-10-122015-01-012020-08-04
Index TrackedStrataQuant Materials IndexNo Underlying IndexNo Underlying IndexDWA Basic Materials Technical Leaders IndexSyntax Stratified MidCap IndexNo Underlying Index
CategoryMaterialsGlobal EquitiesLarge Cap Blend EquitiesMaterialsMid Cap Blend EquitiesLarge Cap Value Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid/Small CapsMid CapsLarge/Mid Caps
Value or GrowthBlendValueBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.BroadU.S.U.S.U.S.
Annual Dividend Rate$0.928$2.265$0.569$0.841$0.937$0.988
Annual Dividend Yield0.017%0.041%0.021%0.011%0.029%0.031%
Number of Holdings374712132400108
YTD Return-9.92%-8.67%-6.15%-20.07%-20.01%-11.44%
Beta1.280.810.931.291.100.80
Upside Beta0.200.630.700.150.820.68
Downside Beta-0.150.040.12-0.120.02-0.03
Volatility 1Y29.05%16.35%21.04%31.84%24.87%18.67%
Sharpe Ratio 3Y0.930.000.000.500.000.00
Treynor Ratio 3Y0.020.000.000.010.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew