First Trust Multi Cap Value AlphaDEX Fund (FAB)

Key Metrics

TER 66.00% per year

Distribution policy Distributing

Fund size USD 127 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: Jun 15, 2026

1 Year +26.1% +1.6% Div

3 Years (avg.) +12.8% +1.6% Div

5 Years (avg.) +6.8% +1.6% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

13.12% 1 Year

16.36% 3 Years

18.41% 5 Years

21.88% 10 Years

Max Drawdown

-6.76% 1 Year

-23.61% 3 Years

-23.61% 5 Years

-47.84% 10 Years

Sharpe Ratio

1.33 1 Year

0.52 3 Years

0.21 5 Years

0.31 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 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: Jun 15, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

21%

1y 3y N/A N/A

5 - 10%

22%

1y 3y N/A N/A

10 - 15%

17%

1y 3y N/A N/A

15 - 20%

11%

1y 3y N/A N/A

20 - 30%

11%

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

17%

1y 3y N/A N/A

10 - 15

27%

1y 3y N/A N/A

15 - 20

18%

1y 3y N/A N/A

20 - 25

12%

1y 3y N/A N/A

25 - 35

11%

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

9.5%

1y 3y N/A N/A

Mid Cap

33.0%

1y 3y N/A N/A

Large Cap

54.4%

1y 3y N/A N/A

Mega Cap

3.2%

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: Jun 21, 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.	$40B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	2.00%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	0.85	-
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.	20.62	28.29
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	-30.96	-
Profitable Companies	93%	-
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.	22.3	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	2.29	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	2.41	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	16.64	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	3.22	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.29	0.05
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.	0.71	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	11.76%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	-0.9%	-117.9%
Return on Equity Equity divided by market cap.	12.28%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	5.28%	3.29%
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.	7.46%	3.31%

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

Schlumberger Ltd.

SLB - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $71.9B

P/E Ratio 21.8

Dividends 2.4%

Total Investment $684.67K

Weight 0.54%

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CF Industries Holdings Inc

CF - Manufacturing

Market Cap $15.81B

P/E Ratio 9.2

Dividends 1.9%

Total Investment $654.75K

Weight 0.52%

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Exxon Mobil Corp.

XOM - Manufacturing

Market Cap $571.22B

P/E Ratio 22.8

Dividends 3.0%

Total Investment $638.14K

Weight 0.50%

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Chevron Corp.

CVX - Manufacturing

Market Cap $345.8B

P/E Ratio 30.0

Dividends 4.0%

Total Investment $630.47K

Weight 0.50%

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Conoco Phillips

COP - Manufacturing

Market Cap $131.26B

P/E Ratio 18.3

Dividends 3.1%

Total Investment $604.74K

Weight 0.48%

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Occidental Petroleum Corp.

OXY - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $51.54B

P/E Ratio 10.7

Dividends 1.9%

Total Investment $599.56K

Weight 0.47%

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Devon Energy Corp.

DVN - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $26.17B

P/E Ratio 11.7

Dividends 2.5%

Total Investment $596.23K

Weight 0.47%

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Cabot Oil & Gas Corp.

COG - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $17.09B

P/E Ratio 14.9

Dividends 2.7%

Total Investment $595.38K

Weight 0.47%

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Verizon Communications Inc

VZ - Information

Market Cap $189.45B

P/E Ratio 11.0

Dividends 6.1%

Total Investment $593.72K

Weight 0.47%

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Diamondback Energy Inc

FANG - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $51.62B

P/E Ratio 215.9

Dividends 2.3%

Total Investment $592.35K

Weight 0.47%

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Target Corp

TGT - Retail Trade

Market Cap $59.38B

P/E Ratio 17.2

Dividends 3.5%

Total Investment $586.1K

Weight 0.46%

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EQT Corp

EQT - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $31.74B

P/E Ratio 9.4

Dividends 1.3%

Total Investment $585.04K

Weight 0.46%

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Smurfit WestRock plc

Market Cap $23.18B

P/E Ratio 63.4

Dividends 3.9%

Total Investment $584.73K

Weight 0.46%

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EOG Resources, Inc.

EOG - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $69.23B

P/E Ratio 12.7

Dividends 3.1%

Total Investment $579.94K

Weight 0.46%

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PulteGroup Inc

PHM - Construction

Market Cap $24.18B

P/E Ratio 11.9

Dividends 0.8%

Total Investment $579.42K

Weight 0.46%

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Lennar Corp. - Ordinary Shares - Class A

LEN - Construction

Market Cap $22.28B

P/E Ratio 13.4

Dividends 2.2%

Total Investment $577.81K

Weight 0.46%

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Pfizer Inc.

PFE - Manufacturing

Market Cap $143.74B

P/E Ratio 19.2

Dividends 6.8%

Total Investment $576.76K

Weight 0.45%

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Ford Motor Co.

F - Manufacturing

Market Cap $54.95B

P/E Ratio -9.1

Dividends 4.3%

Total Investment $574.62K

Weight 0.45%

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AT&T, Inc.

T - Information

Market Cap $179.83B

P/E Ratio 7.2

Dividends 5.0%

Total Investment $573.11K

Weight 0.45%

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Edison International

EIX - Utilities

Market Cap $27.66B

P/E Ratio 7.8

Dividends 4.7%

Total Investment $563.63K

Weight 0.44%

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Manufacturing	27.7%
Finance and Insurance	23.3%
Utilities	9.9%
Mining, Quarrying, and Oil and Gas Extraction	8.7%
Information	6.0%
Retail Trade	4.6%
Transportation and Warehousing	4.1%
Construction	3.6%
Professional, Scientific, and Technical Services	2.1%
Wholesale Trade	1.4%
Health Care and Social Assistance	1.2%
Real Estate and Rental and Leasing	1.0%
Administrative and Support and Waste Management and Remediation Services	0.7%
Accommodation and Food Services	0.4%
Other Services (except Public Administration)	0.4%
Agriculture, Forestry, Fishing and Hunting	0.3%
Management of Companies and Enterprises	0.3%
Energy	0.3%
Educational Services	0.2%
Real Estate	0.2%
Finance	0.2%
Transportation	0.1%
Consumer Services	0.1%
Industrial Services	0.1%
Technology	0.1%
Arts, Entertainment, and Recreation	0.0%
Other	3.0%

United States	98.1%
Other	0.9%
Switzerland	0.7%
Bermuda	0.1%
Netherlands	0.1%
Colombia	0.1%

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

Latest News

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Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Schlumberger Ltd.

Schlumberger Ltd.

CF Industries Holdings Inc

CF Industries Holdings Inc

Exxon Mobil Corp.

Exxon Mobil Corp.

Chevron Corp.

Chevron Corp.

Conoco Phillips

Conoco Phillips

Occidental Petroleum Corp.

Occidental Petroleum Corp.

Devon Energy Corp.

Devon Energy Corp.

Cabot Oil & Gas Corp.

Cabot Oil & Gas Corp.

Verizon Communications Inc

Verizon Communications Inc

Diamondback Energy Inc

Diamondback Energy Inc

Target Corp

Target Corp

EQT Corp

EQT Corp

Smurfit WestRock plc

Smurfit WestRock plc

EOG Resources, Inc.

EOG Resources, Inc.

PulteGroup Inc

PulteGroup Inc

Lennar Corp. - Ordinary Shares - Class A

Lennar Corp. - Ordinary Shares - Class A

Pfizer Inc.

Pfizer Inc.

Ford Motor Co.

Ford Motor Co.

AT&T, Inc.

AT&T, Inc.

Edison International

Edison International

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