First Trust Small Cap Core AlphaDEX Fund (FYX)

Key Metrics

TER 0.58% per year

Distribution policy Distributing

Fund size USD 1,214 M

Inception date May 8, 2007

Holdings 527

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: Jul 01, 2026

1 Year +46.6% +0.9% Div

3 Years (avg.) +20.3% +0.9% Div

5 Years (avg.) +8.9% +0.9% Div

Risk & Analysis Metrics

Last updated: Jul 01, 2026

Volatility

17.46% 1 Year

20.07% 3 Years

21.58% 5 Years

23.95% 10 Years

Max Drawdown

-7.71% 1 Year

-28.33% 3 Years

-28.33% 5 Years

-49.70% 10 Years

Sharpe Ratio

1.81 1 Year

0.76 3 Years

0.29 5 Years

0.41 10 Years

Return Triangle (Heatmap)

Last updated: Jul 01, 2026

	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2011	-2.7%	4.4%	14.7%	11.4%	7.0%	9.7%	10.2%	7.1%	8.4%	9.3%	10.9%	7.9%	8.6%	8.8%	9.0%
2012		11.9%	24.5%	16.5%	9.5%	12.4%	12.5%	8.6%	9.8%	10.8%	12.3%	8.9%	9.6%	9.7%	9.9%
2013			38.6%	18.9%	8.7%	12.5%	12.6%	8.0%	9.5%	10.6%	12.4%	8.6%	9.4%	9.5%	9.7%
2014				2.0%	-3.7%	5.0%	6.9%	2.8%	5.3%	7.1%	9.5%	5.7%	6.8%	7.2%	7.6%
2015					-9.2%	6.5%	8.6%	3.0%	6.0%	8.0%	10.6%	6.2%	7.4%	7.7%	8.1%
2016						24.8%	18.7%	7.4%	10.1%	11.8%	14.2%	8.6%	9.6%	9.8%	10.0%
2017							12.9%	-0.4%	5.6%	8.7%	12.2%	6.1%	7.6%	8.0%	8.5%
2018								-12.2%	2.2%	7.4%	12.1%	4.8%	6.8%	7.4%	7.9%
2019									18.8%	18.7%	21.6%	9.5%	11.0%	11.0%	11.2%
2020										18.6%	23.0%	6.6%	9.1%	9.5%	9.9%
2021											27.5%	1.1%	6.1%	7.3%	8.3%
2022												-19.9%	-3.2%	1.4%	4.0%
2023													17.0%	14.0%	13.4%
2024														11.0%	11.6%
2025															12.2%

Distributions

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

Profit Margin Distribution

< 0%

22%

1y 3y N/A N/A

0 - 5%

24%

1y 3y N/A N/A

5 - 10%

19%

1y 3y N/A N/A

10 - 15%

10%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

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

21%

1y 3y N/A N/A

0 - 10

11%

1y 3y N/A N/A

10 - 15

20%

1y 3y N/A N/A

15 - 20

12%

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

13%

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

0.5%

1y 3y N/A N/A

Small Cap

35.9%

1y 3y N/A N/A

Mid Cap

62.7%

1y 3y N/A N/A

Large Cap

0.8%

1y 3y N/A N/A

Mega Cap

0.0%

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: Jul 12, 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.	$3.3B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.03%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.12	-
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.	33.52	29.97
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	-44.49	-
Profitable Companies	76%	-
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.	24.94	16.04
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	3.47	8.54
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	3.99	10.59

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	16.3	20.58
Enterprise Value to Revenue Enterprise value divided by revenue	4.73	8.35
Total Debt to Enterprise Value Total debt divided by enterprise value	0.25	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.	1.1	0.26
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	5.71%	21.03%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	-15.7%	-118.0%
Return on Equity Equity divided by market cap.	6.37%	2.68%
Return on Assets Indicates a company's profitability in relation to its total assets.	1.75%	4.06%
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.	4.15%	3.64%

Sectors

Manufacturing	32.9%
Finance and Insurance	20.2%
Professional, Scientific, and Technical Services	5.4%
Information	5.3%
Retail Trade	4.2%
Real Estate and Rental and Leasing	3.5%
Mining, Quarrying, and Oil and Gas Extraction	3.2%
Construction	2.4%
Transportation and Warehousing	2.4%
Administrative and Support and Waste Management and Remediation Services	2.1%
Wholesale Trade	2.0%
Utilities	1.3%
Health Care and Social Assistance	1.3%
Educational Services	1.2%
Energy	0.9%
Real Estate	0.8%
Accommodation and Food Services	0.7%
Finance	0.5%
Agriculture, Forestry, Fishing and Hunting	0.5%
Arts, Entertainment, and Recreation	0.5%
Technology	0.5%
Industrials	0.4%
Financial Services	0.4%
Transportation	0.3%
Healthcare	0.3%
Energy Minerals	0.3%
Industrial Services	0.1%
Other	6.6%

Countries

United States	96.2%
Bermuda	0.9%
Switzerland	0.6%
Other	0.6%
Ireland	0.4%
Colombia	0.2%
Canada	0.2%
Bahamas	0.2%
China	0.2%
Costa Rica	0.2%
United Kingdom	0.2%
Cayman Islands	0.2%

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

MaxLinear Inc

MXL - Manufacturing

Market Cap $8.18B

P/E Ratio -60.1

Dividends 0.0%

Total Investment $8.47M

Weight 0.70%

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Applied Optoelectronics Inc

AAOI - Manufacturing

Market Cap $9.62B

P/E Ratio -182.0

Dividends 0.0%

Total Investment $6.74M

Weight 0.56%

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AnaptysBio Inc

ANAB - Manufacturing

Market Cap $2.86B

P/E Ratio -78.1

Dividends 0.0%

Total Investment $5.38M

Weight 0.44%

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Inhibrx Biosciences Inc.

INBX - Manufacturing

Market Cap $1.36B

P/E Ratio -11.1

Dividends 0.0%

Total Investment $5.34M

Weight 0.44%

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MYR Group Inc

MYRG - Construction

Market Cap $6.53B

P/E Ratio 45.9

Dividends 0.0%

Total Investment $4.98M

Weight 0.41%

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Kaiser Aluminum Corp

KALU - Manufacturing

Market Cap $2.61B

P/E Ratio 16.9

Dividends 1.9%

Total Investment $4.91M

Weight 0.40%

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Garrett Motion Inc - Ordinary Shares - New

GTX - Manufacturing

Market Cap $6.05B

P/E Ratio 18.4

Dividends 0.9%

Total Investment $4.89M

Weight 0.40%

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Bel Fuse Inc. - Ordinary Shares - Class A

BELFA - Manufacturing

Market Cap $3.3B

P/E Ratio 65.2

Dividends 0.1%

Total Investment $4.84M

Weight 0.40%

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Adeia Inc

ADEA - Technology

Market Cap $3.2B

P/E Ratio 25.9

Dividends 0.7%

Total Investment $4.6M

Weight 0.38%

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Organon & Co.

OGN - Manufacturing

Market Cap $3.55B

P/E Ratio 14.2

Dividends 0.6%

Total Investment $4.59M

Weight 0.38%

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Solaris Oilfield Infrastructure Inc - Ordinary Shares - Class A

SOI - Manufacturing

Market Cap $498.11M

P/E Ratio 72.9

Dividends 0.7%

Total Investment $4.54M

Weight 0.37%

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Relay Therapeutics Inc

RLAY - Manufacturing

Market Cap $3.5B

P/E Ratio -12.7

Dividends 0.0%

Total Investment $4.52M

Weight 0.37%

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Worthington Steel Inc.

WS - Manufacturing

Market Cap $1.68B

P/E Ratio 94.4

Dividends 1.9%

Total Investment $4.4M

Weight 0.36%

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Amprius Technologies Inc

AMPX

Market Cap $1.63B

P/E Ratio -38.1

Dividends 0.0%

Total Investment $4.34M

Weight 0.36%

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PROG Holdings Inc

PRG - Retail Trade

Market Cap $1.77B

P/E Ratio 11.9

Dividends 1.2%

Total Investment $4.34M

Weight 0.36%

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Visteon Corp.

VC - Manufacturing

Market Cap $2.85B

P/E Ratio 17.3

Dividends 1.2%

Total Investment $4.26M

Weight 0.35%

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nLIGHT Inc

LASR - Manufacturing

Market Cap $4.06B

P/E Ratio -238.8

Dividends 0.0%

Total Investment $4.25M

Weight 0.35%

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DXP Enterprises, Inc.

DXPE - Real Estate and Rental and Leasing

Market Cap $2.52B

P/E Ratio 28.9

Dividends 0.0%

Total Investment $4.24M

Weight 0.35%

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Hub Group, Inc. - Ordinary Shares - Class A

HUBG - Transportation and Warehousing

Market Cap $2.8B

P/E Ratio 34.2

Dividends 1.1%

Total Investment $4.22M

Weight 0.35%

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Sphere Entertainment Co - Ordinary Shares - Class A

SPHR

Market Cap $5.34B

P/E Ratio 47.1

Dividends 0.0%

Total Investment $4.21M

Weight 0.35%

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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

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MYR Group Inc. Announces Second-Quarter 2024 Earnings Release and Conference Call Schedule

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

MaxLinear Inc

MaxLinear Inc

Applied Optoelectronics Inc

Applied Optoelectronics Inc

AnaptysBio Inc

AnaptysBio Inc

Inhibrx Biosciences Inc.

Inhibrx Biosciences Inc.

MYR Group Inc

MYR Group Inc

Kaiser Aluminum Corp

Kaiser Aluminum Corp

Garrett Motion Inc - Ordinary Shares - New

Garrett Motion Inc - Ordinary Shares - New

Bel Fuse Inc. - Ordinary Shares - Class A

Bel Fuse Inc. - Ordinary Shares - Class A

Adeia Inc

Adeia Inc

Organon & Co.

Organon & Co.

Solaris Oilfield Infrastructure Inc - Ordinary Shares - Class A

Solaris Oilfield Infrastructure Inc - Ordinary Shares - Class A

Relay Therapeutics Inc

Relay Therapeutics Inc

Worthington Steel Inc.

Worthington Steel Inc.

Amprius Technologies Inc

Amprius Technologies Inc

PROG Holdings Inc

PROG Holdings Inc

Visteon Corp.

Visteon Corp.

nLIGHT Inc

nLIGHT Inc

DXP Enterprises, Inc.

DXP Enterprises, Inc.

Hub Group, Inc. - Ordinary Shares - Class A

Hub Group, Inc. - Ordinary Shares - Class A

Sphere Entertainment Co - Ordinary Shares - Class A

Sphere Entertainment Co - Ordinary Shares - Class A

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