First Trust Financials AlphaDEX Fund (FXO)

Key Metrics

TER 60.00% per year

Distribution policy Distributing

Fund size USD 2,161 M

Inception date May 8, 2007

Holdings 106

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 +13.9% +2.1% Div

3 Years (avg.) +16.7% +2.1% Div

5 Years (avg.) +6.5% +2.1% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

14.87% 1 Year

18.43% 3 Years

21.55% 5 Years

23.88% 10 Years

Max Drawdown

-12.49% 1 Year

-22.20% 3 Years

-30.98% 5 Years

-48.55% 10 Years

Sharpe Ratio

0.57 1 Year

0.66 3 Years

0.19 5 Years

0.35 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	-10.8%	2.0%	12.1%	11.1%	8.7%	10.3%	11.0%	7.6%	9.3%	8.5%	10.8%	8.7%	8.5%	9.6%	9.7%
2012		16.8%	25.6%	19.5%	14.2%	15.1%	15.1%	10.5%	12.1%	10.9%	13.3%	10.7%	10.3%	11.3%	11.3%
2013			35.1%	20.9%	13.4%	14.7%	14.8%	9.5%	11.4%	10.2%	12.9%	10.1%	9.7%	10.9%	10.9%
2014				8.1%	3.9%	8.6%	10.2%	5.0%	7.9%	7.1%	10.4%	7.7%	7.4%	8.9%	9.1%
2015					-0.2%	8.8%	10.9%	4.2%	7.9%	6.9%	10.7%	7.6%	7.4%	9.0%	9.2%
2016						18.6%	16.9%	5.7%	10.0%	8.4%	12.6%	8.8%	8.4%	10.0%	10.2%
2017							15.2%	-0.2%	7.3%	6.0%	11.5%	7.2%	7.0%	9.0%	9.3%
2018								-13.5%	3.5%	3.0%	10.6%	5.7%	5.7%	8.2%	8.6%
2019									23.8%	12.4%	20.0%	11.1%	10.0%	12.3%	12.2%
2020										2.1%	18.1%	7.2%	6.7%	10.1%	10.4%
2021											36.7%	9.8%	8.3%	12.2%	12.1%
2022												-11.9%	-3.6%	5.0%	6.7%
2023													5.5%	14.6%	13.7%
2024														24.6%	18.0%
2025															11.8%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

1y 3y N/A N/A

5 - 10%

1y 3y N/A N/A

10 - 15%

11%

1y 3y N/A N/A

15 - 20%

26%

1y 3y N/A N/A

20 - 30%

21%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

15%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

30%

1y 3y N/A N/A

10 - 15

42%

1y 3y N/A N/A

15 - 20

13%

1y 3y N/A N/A

20 - 25

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

1.6%

1y 3y N/A N/A

Mid Cap

33.0%

1y 3y N/A N/A

Large Cap

61.1%

1y 3y N/A N/A

Mega Cap

4.3%

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.	$38.6B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.98%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	0.92	-
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.	14.46	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	-54.76	-
Profitable Companies	96%	-
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.	27.08	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	2.94	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	1.84	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	8.74	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	4.26	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.34	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.	1.04	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	22.29%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+25.6%	-117.9%
Return on Equity Equity divided by market cap.	19.47%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	4.31%	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.	6.50%	3.31%

Sectors

Finance and Insurance	92.2%
Management of Companies and Enterprises	1.2%
Information	0.8%
Finance	0.6%
Administrative and Support and Waste Management and Remediation Services	0.3%
Other	4.8%

Countries

United States	89.7%
Bermuda	7.2%
Puerto Rico	1.1%
Switzerland	0.9%
United Kingdom	0.5%
Brazil	0.5%
Other	0.1%

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

SEI Investments Co.

SEIC - Finance and Insurance

Market Cap $10.76B

P/E Ratio 14.7

Dividends 1.2%

Total Investment $38.33M

Weight 1.77%

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Nu Holdings Ltd - Ordinary Shares Class A

Market Cap $61.56B

P/E Ratio 19.4

Dividends 0.0%

Total Investment $37.95M

Weight 1.76%

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Invesco Ltd

IVZ - Finance and Insurance

Market Cap $12.47B

P/E Ratio -52.1

Dividends 3.0%

Total Investment $37.18M

Weight 1.72%

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Bank OZK

OZK - Finance and Insurance

Market Cap $5.38B

P/E Ratio 7.7

Dividends 3.7%

Total Investment $36.99M

Weight 1.71%

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Bank Of New York Mellon Corp

BK - Finance and Insurance

Market Cap $97.4B

P/E Ratio 17.7

Dividends 1.5%

Total Investment $36.97M

Weight 1.71%

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T. Rowe Price Group Inc.

TROW - Finance and Insurance

Market Cap $23.07B

P/E Ratio 11.5

Dividends 4.8%

Total Investment $36.94M

Weight 1.71%

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First American Financial Corp

FAF - Finance and Insurance

Market Cap $6.99B

P/E Ratio 10.5

Dividends 3.2%

Total Investment $36.8M

Weight 1.70%

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New Residential Investment Corp

NRZ - Finance and Insurance

Market Cap $5.16B

P/E Ratio 7.0

Dividends 10.9%

Total Investment $35.92M

Weight 1.66%

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RenaissanceRe Holdings Ltd

RNR - Finance and Insurance

Market Cap $12.75B

P/E Ratio 4.5

Dividends 0.5%

Total Investment $35.86M

Weight 1.66%

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Arch Capital Group Ltd

ACGL - Finance and Insurance

Market Cap $31.86B

P/E Ratio 6.9

Dividends 0.0%

Total Investment $35.84M

Weight 1.66%

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Citigroup Inc

C - Finance and Insurance

Market Cap $244.05B

P/E Ratio 17.5

Dividends 1.7%

Total Investment $35.49M

Weight 1.64%

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Brighthouse Financial Inc

BHF - Finance and Insurance

Market Cap $3.63B

P/E Ratio -22.8

Dividends 0.0%

Total Investment $35.39M

Weight 1.64%

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Kemper Corporation

KMPR - Finance and Insurance

Market Cap $1.47B

P/E Ratio 35.1

Dividends 5.1%

Total Investment $34.79M

Weight 1.61%

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Axis Capital Holdings Ltd

AXS - Finance and Insurance

Market Cap $7.45B

P/E Ratio 7.4

Dividends 1.7%

Total Investment $34.48M

Weight 1.60%

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Allstate Corp (The)

ALL - Finance and Insurance

Market Cap $56.93B

P/E Ratio 4.8

Dividends 1.9%

Total Investment $34.22M

Weight 1.58%

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Virtu Financial Inc - Ordinary Shares - Class A

VIRT - Finance and Insurance

Market Cap $13.34B

P/E Ratio 9.9

Dividends 1.5%

Total Investment $33.97M

Weight 1.57%

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Assured Guaranty Ltd

AGO - Finance and Insurance

Market Cap $3.39B

P/E Ratio 8.9

Dividends 1.9%

Total Investment $33.79M

Weight 1.56%

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Lincoln National Corp.

LNC - Finance and Insurance

Market Cap $7.11B

P/E Ratio 4.1

Dividends 4.8%

Total Investment $33.44M

Weight 1.55%

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TPG Inc - Ordinary Shares - Class A

TPG

Market Cap $16.12B

P/E Ratio 48.0

Dividends 5.3%

Total Investment $33.03M

Weight 1.53%

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MGIC Investment Corp

MTG - Finance and Insurance

Market Cap $5.51B

P/E Ratio 7.8

Dividends 2.3%

Total Investment $32.97M

Weight 1.53%

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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

BNY Mellon Earnings Top Expectations. Why the Stock Is Falling.

BNY Declares Dividends

BNY Reports Fourth Quarter 2025 Results

Average metrics of all companies in portfolio

Sectors

Countries