First Trust Multi Cap Value AlphaDEX Fund (FAB)

Key Metrics

TER 0.66% per year

Distribution policy Distributing

Fund size USD 168 M

Inception date May 8, 2007

Holdings 676

Fund currency USD

Fund domicile US

Provider First Trust

For full official fund details, factsheets, and holdings, visit ftportfolios.com (opens in new tab).

Historical Return

Last updated: Oct 01, 2026

1 Year +12.5% +1.8% Div

3 Years (avg.) +13.0% +1.8% Div

5 Years (avg.) +6.8% +1.8% Div

Risk & Analysis Metrics

Last updated: Oct 01, 2026

Volatility

11.92% 1 Year

16.16% 3 Years

18.16% 5 Years

21.74% 10 Years

Max Drawdown

-8.74% 1 Year

-23.61% 3 Years

-23.61% 5 Years

-47.84% 10 Years

Sharpe Ratio

0.58 1 Year

0.53 3 Years

0.21 5 Years

0.27 10 Years

Return Triangle (Heatmap)

Last updated: Oct 01, 2026

	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2011	-1.8%	5.4%	13.8%	12.2%	6.5%	9.5%	9.8%	6.1%	7.6%	6.9%	8.9%	7.3%	7.8%	7.6%	7.6%
2012		13.2%	22.5%	17.3%	8.7%	11.9%	11.9%	7.3%	8.9%	7.9%	10.0%	8.2%	8.6%	8.3%	8.3%
2013			32.6%	19.4%	7.3%	11.5%	11.6%	6.4%	8.3%	7.3%	9.7%	7.7%	8.2%	7.9%	8.0%
2014				7.4%	-3.5%	5.3%	6.9%	1.8%	4.6%	4.1%	7.1%	5.2%	6.0%	5.9%	6.1%
2015					-13.4%	4.2%	6.7%	0.4%	4.1%	3.5%	7.1%	4.9%	5.9%	5.8%	6.0%
2016						25.4%	18.5%	5.5%	9.0%	7.3%	10.9%	7.9%	8.5%	8.2%	8.2%
2017							11.9%	-3.2%	4.0%	3.2%	8.2%	5.2%	6.3%	6.2%	6.4%
2018								-16.3%	0.3%	0.4%	7.3%	3.9%	5.4%	5.4%	5.8%
2019									20.2%	10.0%	16.6%	9.7%	10.4%	9.5%	9.4%
2020										0.6%	14.9%	6.4%	8.1%	7.5%	7.6%
2021											31.2%	9.4%	10.7%	9.3%	9.1%
2022												-8.9%	1.7%	2.8%	4.2%
2023													13.5%	9.2%	8.9%
2024														5.2%	6.8%
2025															8.4%

Distributions

*by ETF Portfolio Weight Last updated: Oct 01, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

18%

1y 3y N/A N/A

5 - 10%

23%

1y 3y N/A N/A

10 - 15%

16%

1y 3y N/A N/A

15 - 20%

13%

1y 3y N/A N/A

20 - 30%

13%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

23%

1y 3y N/A N/A

10 - 15

32%

1y 3y N/A N/A

15 - 20

22%

1y 3y N/A N/A

20 - 25

10%

1y 3y N/A N/A

25 - 35

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.0%

1y 3y N/A N/A

Small Cap

8.6%

1y 3y N/A N/A

Mid Cap

35.0%

1y 3y N/A N/A

Large Cap

54.3%

1y 3y N/A N/A

Mega Cap

2.1%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Oct 04, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$59.8B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.98%	2.02%
Beta Indicates the relationship between the price performance of a share and the market.	0.87	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	17.84	23.08
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-28.92	-
Profitable Companies	95%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	24.52	19.24
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	2.61	9.85
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	1.85	12.6

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	14.0	11.97
Enterprise Value to Revenue Enterprise value divided by revenue	3.61	13.3
Total Debt to Enterprise Value Total debt divided by enterprise value	0.32	0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	1.06	0.32
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	12.45%	21.62%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+6.1%	+55.1%
Return on Equity Equity divided by market cap.	13.83%	1.73%
Return on Assets Indicates a company's profitability in relation to its total assets.	4.95%	3.97%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	8.69%	3.60%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Cognizant Technology Solutions Corp. - Ordinary Shares - Class A

CTSH - Information

Market Cap $26.36B

P/E Ratio 12.6

Dividends 2.2%

Total Investment $1.04M

Weight 0.62%

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Accenture plc - Ordinary Shares - Class A

ACN - Information

Market Cap $121.72B

P/E Ratio 14.6

Dividends 3.3%

Total Investment $967.98K

Weight 0.57%

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PayPal Holdings Inc

PYPL - Information

Market Cap $45.17B

P/E Ratio 9.9

Dividends 1.1%

Total Investment $961.99K

Weight 0.57%

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Global Payments, Inc.

GPN - Information

Market Cap $19.46B

P/E Ratio -20.1

Dividends 1.3%

Total Investment $841.47K

Weight 0.50%

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Conoco Phillips

COP - Manufacturing

Market Cap $154.42B

P/E Ratio 16.8

Dividends 2.7%

Total Investment $841.43K

Weight 0.50%

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General Motors Company

GM - Manufacturing

Market Cap $70.79B

P/E Ratio 39.1

Dividends 0.9%

Total Investment $837.06K

Weight 0.50%

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Fidelity National Information Services, Inc.

FIS - Information

Market Cap $16.77B

P/E Ratio 5.0

Dividends 5.3%

Total Investment $836.17K

Weight 0.50%

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EOG Resources, Inc.

EOG - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $75.3B

P/E Ratio 10.9

Dividends 2.9%

Total Investment $832.37K

Weight 0.49%

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Travelers Companies Inc.

TRV - Finance and Insurance

Market Cap $75.17B

P/E Ratio 9.5

Dividends 1.3%

Total Investment $823.59K

Weight 0.49%

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AT&T, Inc.

T - Information

Market Cap $179.83B

P/E Ratio 8.0

Dividends 4.6%

Total Investment $815.56K

Weight 0.48%

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Allstate Corp (The)

ALL - Finance and Insurance

Market Cap $57.6B

P/E Ratio 4.4

Dividends 1.9%

Total Investment $805.71K

Weight 0.48%

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Verizon Communications Inc

VZ - Information

Market Cap $191.74B

P/E Ratio 12.0

Dividends 6.1%

Total Investment $802.79K

Weight 0.48%

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Fiserv, Inc.

FISV - Information

Market Cap $23.66B

P/E Ratio 8.5

Dividends 0.0%

Total Investment $798.58K

Weight 0.47%

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Zimmer Biomet Holdings Inc

ZBH - Manufacturing

Market Cap $17.08B

P/E Ratio 21.4

Dividends 1.1%

Total Investment $792.3K

Weight 0.47%

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Hartford Financial Services Group Inc.

HIG - Finance and Insurance

Market Cap $34.55B

P/E Ratio 8.1

Dividends 1.9%

Total Investment $777.52K

Weight 0.46%

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American International Group Inc

AIG - Finance and Insurance

Market Cap $39.73B

P/E Ratio 13.6

Dividends 2.5%

Total Investment $765.53K

Weight 0.45%

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Arch Capital Group Ltd

ACGL - Finance and Insurance

Market Cap $33.04B

P/E Ratio 7.2

Dividends 0.0%

Total Investment $752.06K

Weight 0.45%

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PG&E Corp.

PCG - Utilities

Market Cap $33.02B

P/E Ratio 8.9

Dividends 1.6%

Total Investment $750.29K

Weight 0.45%

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Chesapeake Energy Corp. - Ordinary Shares - New

CHK - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $10.7B

P/E Ratio 7.3

Dividends 2.7%

Total Investment $748.76K

Weight 0.44%

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Sun Communities, Inc.

SUI - Finance and Insurance

Market Cap $13.65B

P/E Ratio -15.7

Dividends 4.0%

Total Investment $747.67K

Weight 0.44%

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Manufacturing	25.2%
Finance and Insurance	25.2%
Information	9.1%
Utilities	7.8%
Mining, Quarrying, and Oil and Gas Extraction	7.5%
Retail Trade	5.9%
Transportation and Warehousing	3.6%
Construction	2.3%
Professional, Scientific, and Technical Services	1.8%
Real Estate and Rental and Leasing	1.7%
Wholesale Trade	1.2%
Administrative and Support and Waste Management and Remediation Services	1.1%
Energy	0.6%
Health Care and Social Assistance	0.6%
Management of Companies and Enterprises	0.4%
Educational Services	0.3%
Finance	0.3%
Accommodation and Food Services	0.3%
Arts, Entertainment, and Recreation	0.3%
Agriculture, Forestry, Fishing and Hunting	0.3%
Industrials	0.2%
Other Services (except Public Administration)	0.2%
Transportation	0.2%
Real Estate	0.1%
Energy Minerals	0.1%
Financial Services	0.1%
Industrial Services	0.1%
Other	3.6%

United States	94.4%
Bermuda	2.3%
Ireland	1.6%
Switzerland	1.0%
Other	0.2%
Puerto Rico	0.2%
Cayman Islands	0.1%
United Kingdom	0.1%
Netherlands	0.1%
Other	0.0%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

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Average metrics of all companies in portfolio

Sectors

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