First Trust Large Cap Value AlphaDEX Fund
Ticker
FTA
ISIN
US33735J101
Price
USD 94.54
Change Today
+0.34 / 0.367 %
Price 1 year ago
89.62 / 5.485 %
Morningstar
2
52 Week Low
89.38
52 Week High
94.95
200 Day Moving Average 92.95
92.95
50-day Moving Average
92.95
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.812% |
| Average Annual Volatility | 3.378% |
| Sharpe Ratio | 1.72 |
| Sortino Ratio | 0.79 |
| Maximum Drawdown | -1.0% |
| Maximum Drawdown Date | 2026-02-23 |
| Calmar Ratio | -86.00 |
Company information
Summary
The investment seeks investment results that correspond generally to the price and yield (before the fund's fees and expenses) of an equity index called the Nasdaq AlphaDEX® Large Cap Value Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in the common stocks that comprise the index. The index is designed to select value stocks from the NASDAQ US 500 Large Cap Index TM (the "base index") that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX® selection methodology.
Market
US
Category
Large Value
Expense Ratio
0.59%
Fund family
First Trust
Morningstar
2
Yield
0.0214
Exchange
NGM
| Sector | Weight |
|---|---|
| Financial services | 26.19% |
| Utilities | 14.04% |
| Healthcare | 10.76% |
| Consumer cyclical | 9.84% |
| Technology | 9.65% |
| Industrials | 8.29% |
| Consumer defensive | 7.01% |
| Basic materials | 6.04% |
| Energy | 5.22% |
| Communication services | 4.59% |
| Realestate | 2.02% |
| Country | Ratio |
|---|---|
| United States | 99.10 |
| Switzerland | 0.90 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BIIB | Biogen Inc | 1.08% |
| ALL | Allstate Corp | 0.99% |
| CINF | Cincinnati Financial Corp | 0.99% |
| CVS | CVS Health Corp | 0.97% |
| ALLY | Ally Financial Inc | 0.96% |
| BRK.B | Berkshire Hathaway Inc Class B | 0.95% |
| PNC | PNC Financial Services Group Inc | 0.95% |
| BK | Bank of New York Mellon Corp | 0.94% |
| LH | Laboratory Corp of America Holdings | 0.94% |
| KR | The Kroger Co | 0.93% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CDL | VictoryShares US Large Cap High Div Volatility Wtd ETF | NGM | 0.35% | 4 | +9.57 | ||
| DLN | WisdomTree U.S. LargeCap Dividend Fund | US97717W307 | PCX | 0.28% | 5 | +6.48 | |
| FNDE | Schwab Fundamental Emerging Markets Large Company Index ETF | US808524730 | PCX | 0.39% | 4 | -7.31 | |
| FNDF | Schwab Fundamental International Large Company Index ETF | US808524755 | PCX | 0.25% | 4 | +5.93 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| LGLV | SPDR SSGA US Large Cap Low Volatility Index ETF | US78468R804 | PCX | 0.12% | 4 | +5.93 | |
| NULG | Nuveen ESG Large-Cap Growth ETF | US67092P201 | BTS | 0.25% | 5 | -0.90 | |
| PWB | Invesco Dynamic Large Cap Growth ETF | US46137V746 | PCX | 0.55% | 4 | -3.02 | |
| SCHG | Schwab U.S. Large-Cap Growth ETF | US808524300 | PCX | 0.04% | 4 | -8.38 | |
| SCHX | Schwab U.S. Large-Cap ETF | US808524201 | PCX | 0.03% | 4 | -0.70 | |
| VV | Vanguard Large Cap Index Fund | US922908637 | PCX | 0.04% | 4 | -1.22 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend. - Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend. - Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction. - Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend. - Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce. - Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk. - Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.