First Trust Consumer Staples AlphaDEX Fund
ALTAR
Score™
7.7% info Recommen-
dation
OVERWEIGHT
2020E    2021E
P/E
ratio
16.7x P/Sales
ratio
0.6x
P/BV
ratio
2.4x Div.
yield
1.8%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
First Trust Consumer Staples AlphaDEX Fund seeks investment results that correspond generally to the StrataQuant Consumer Staples AlphaDEX Index.

FUND BASICS
Category US Equities
Fund Sponsor First Trust Advisors LP
Website www.ftportfolios.com
Inception date May 08, 2007
Assets (mns) $247
Currency USD
Expense ratio 64 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian Bank of New York Mellon
Weighting Tiered
Index replication Full
Uses derivatives No
Options available Yes

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 41
Wgt avg mkt cap (mns) $28,405
Large cap (>$10bn) 63.8%
Mid cap ($2-10bn) 36.2%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
BOSTON BEER COMPANY INC-CL A 5.0 %
ALBERTSONS COMPANIES, INC. CLASS A 4.6 %
PILGRIM'S PRIDE CORP 4.4 %
SPROUTS FARMERS MARKET INC 4.1 %
CVS CAREMARK CORP 4.0 %
INGREDION INC 4.0 %
TYSON FOODS INC-CL A 4.0 %
KROGER CO 4.0 %
ARCHER-DANIELS-MIDLAND CO 3.6 %
NU SKIN ENTERPRISES INC - A 3.4 %
Total 41.0 %

TOP COUNTRY EXPOSURE
UNITED STATES 96.5 %
CAYMAN ISLANDS 3.4 %









HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru September 30)
Year-to-date 1 year 5 years 10 years Since Incep.
-2.7% 1.3% 4.5% 11.2% 8.4%

Market Correlations
versus... Beta R-squared
S&P500 0.76 70%
MSCI EAFE 0.73 53%
MSCI Emg. Mkts. 0.51 42%

Technical Indicators
Recent close $47.92
30d moving avg. $48.95
Annualized volatility 16.1%
Short interest (ETF) 0.1%
Short interest (Underlying) 4.3%
Relative strength (RSI) 46

Liquidity measures
Avg. volume (thou.) 21
Turnover 0.4%
Bid/Ask (% of price) 0.08%
ADV underlying (mns) $9,144

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 99 potential alternatives to the First Trust Consumer Staples AlphaDEX Fund ETF based on the alternatives' overlap in portfolio holdings with FXG. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: FXG Expense: 64 bp ALTAR Score™: 7.7%


ALTERNATIVE ETFs BASED ON OVERLAP WITH FXG
Ticker Fund
Name
Overlap1
vs FXG
(%)
Expense
ratio
(bp)
Savings
vs FXG
(bp)
ALTAR
Score™
(%)
ALTAR
vs FXG
(%)
RHS Invesco S&P 500 Equal Weight Consumer Staples ETF 45.1 40 24 6.6 -1.1
JHMS John Hancock Multifactor Consumer Staples ETF 43.8 40 24 5.9 -1.8
FTXG First Trust Nasdaq Food & Beverage ETF 39.9 60 4 5.8 -1.8
PBJ Invesco Dynamic Food & Beverage ETF 37.3 63 1 6.6 -1.1
PSL Invesco DWA Consumer Staples Momentum ETF 33.8 60 4 5.8 -1.9
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF 31.1 60 4 6.6 -1.0
IECS iShares Evolved U.S. Consumer Staples ETF 27.6 18 46 5.5 -2.2
VDC Vanguard Consumer Staples Index Fund 26.2 10 54 5.5 -2.2
XLP Consumer Staples Select Sector SPDR Fund 25.8 13 51 5.5 -2.2
FSTA Fidelity MSCI Consumer Staples Index ETF 25.7 8 56 5.5 -2.2
GBLO Global Beta Low Beta ETF 20.4 29 35 7.5 -0.2
IYK iShares U.S. Consumer Goods ETF 18.4 43 21 4.9 -2.7
SPLV Invesco S&P 500 Low Volatility ETF 17.1 25 39 5.7 -2.0
ALTL Pacer Lunt Large Cap Alternator ETF 17.1 60 4 5.3 -2.4
KXI iShares Global Consumer Staples ETF 16.8 46 18 5.5 -2.2
LSLT Salt Low truBeta US Market ETF 16.5 60 4 5.9 -1.8
RPV Invesco S&P 500 Pure Value ETF 14.3 35 29 11.0 +3.3
FTXD First Trust Nasdaq Retail ETF 13.3 60 4 5.9 -1.8
NOBL ProShares S&P 500 Dividend Aristocrats ETF 13.2 35 29 6.2 -1.5
JMIN JPMorgan U.S. Minimum Volatility ETF 13.1 12 52 5.6 -2.1
KNG Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF 13.1 75 -11 5.8 -1.9
SPVM Invesco S&P 500 Value with Momentum ETF 12.9 39 25 9.0 +1.3
RTH VanEck Vectors Retail ETF 12.8 35 29 5.2 -2.5
VALQ American Century STOXX U.S. Quality Value ETF 12.7 29 35 9.2 +1.5
HUSV First Trust Horizon Managed Volatility Domestic ETF 12.1 70 -6 5.9 -1.8
RBUS Nationwide Risk-Based U.S. Equity ETF 12.0 30 34 4.8 -2.9
SPVU Invesco S&P 500 Enhanced Value ETF 11.8 13 51 12.1 +4.4
FVL First Trust Value Line 100 Exchange-Traded Fund 11.8 70 -6 5.4 -2.3
MXDU Nationwide Maximum Diversification US Core Equity ETF 11.7 34 30 4.7 -3.0
SPMV Invesco S&P 500 Minimum Variance ETF 11.6 10 54 5.8 -1.9
RWL Invesco S&P 500 Revenue ETF 11.5 39 25 7.4 -0.3
GRES IQ Global Resources ETF 11.5 78 -14 7.5 -0.2
DEF Invesco Defensive Equity ETF 11.3 55 9 5.3 -2.4
VSMV VictoryShares US Multi-Factor Minimum Volatility ETF 11.0 35 29 7.3 -0.4
TMDV ProShares Russell US Dividend Growers ETF 11.0 36 28 5.8 -1.9
ESGS Columbia Sustainable U.S. Equity Income ETF 10.7 35 29 9.0 +1.3
LVHD Legg Mason Low Volatility High Dividend ETF 10.5 27 37 8.3 +0.7
FTCS First Trust Capital Strength ETF 10.2 58 6 5.0 -2.7
MOO VanEck Vectors Agribusiness ETF 10.2 56 8 5.4 -2.3
USDY Pacific Global US Equity Income ETF 10.0 29 35 7.0 -0.7
COWZ Pacer US Cash Cows 100 ETF 10.0 49 15 12.2 +4.5
SDY SPDR S&P Dividend ETF 10.0 35 29 7.3 -0.4
KLCD KFA Large Cap Quality Dividend Index ETF 10.0 42 22 5.6 -2.1
FTHI First Trust High Income ETF 9.8 85 -21 5.1 -2.6
CDL VictoryShares US Large Cap High Dividend Volatility Wtd Idx 9.8 35 29 9.0 +1.4
FTLB First Trust Hedged BuyWrite Income ETF 9.3 85 -21 4.9 -2.8
DTN WisdomTree U.S. Dividend ex-Financials Fund 9.2 38 26 8.2 +0.6
QVAL Alpha Architect U.S. Quantitative Value ETF 9.1 49 15 11.2 +3.5
ULVM VictoryShares USAA MSCI USA Value Momentum ETF 9.1 20 44 7.7 0.0
VSDA VictoryShares Dividend Accelerator ETF 9.0 35 29 4.9 -2.8
JKI iShares Morningstar Mid-Cap Value ETF 9.0 30 34 9.0 +1.4
GUNR Flexshares Morningstar Global Upstream Natural Resources 9.0 46 18 6.6 -1.1
IJK iShares S&P Mid-Cap 400 Growth ETF 8.7 24 40 5.0 -2.7
VIRS Pacer BioThreat Strategy ETF 8.6 70 -6 4.6 -3.0
FTA First Trust Large Cap Value AlphaDEX Fund 8.5 60 4 9.3 +1.7
VTV Vanguard Value Index Fund 8.2 4 60 7.6 -0.1
ACT AdvisorShares Vice ETF 8.2 99 -35 5.3 -2.4
CDC VictoryShares US EQ Income Enhanced Volatility Wtd Index ETF 8.1 35 29 9.1 +1.4
FLQL Franklin LibertyQ U.S. Equity ETF 8.0 15 49 6.3 -1.4
JKF iShares Morningstar Large Cap Value ETF 8.0 25 39 7.9 +0.3
VEGI iShares MSCI Global Agriculture Producers ETF 7.9 39 25 5.5 -2.2
VYM Vanguard High Dividend Yield Index ETF 7.9 6 58 7.7 -0.0
VOOV Vanguard S&P 500 Value ETF 7.9 10 54 7.5 -0.2
TPHD Timothy Plan High Dividend Stock ETF 7.7 52 12 7.5 -0.1
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 7.7 17 47 6.9 -0.8
PFM Invesco Dividend Achievers ETF 7.6 53 11 5.5 -2.2
MGV Vanguard Mega Cap Value ETF 7.6 7 57 7.5 -0.2
SPDV AAM S&P 500 High Dividend Value ETF 7.5 29 35 10.2 +2.5
RAFE PIMCO RAFI ESG U.S. ETF 7.5 29 35 7.9 +0.2
SPYV SPDR Portfolio S&P 500 Value ETF 7.5 4 60 7.5 -0.1
IVE iShares S&P 500 Value ETF 7.5 18 46 7.4 -0.3
SCHV Schwab U.S. Large-Cap Value ETF 7.4 4 60 7.0 -0.7
FTRI First Trust Indxx Global Natural Resources Income ETF 7.4 70 -6 10.0 +2.3
USMV iShares Edge MSCI Min Vol USA ETF 7.3 15 49 5.7 -2.0
DLN WisdomTree U.S. LargeCap Dividend Fund 7.3 28 36 6.6 -1.1
IUSV iShares Core S&P U.S. Value ETF 7.1 4 60 7.6 -0.0
SYV SPDR MFS Systematic Value Equity ETF 7.1 60 4 7.6 -0.1
TTFS AdvisorShares Wilshire Buyback ETF 7.1 91 -27 6.4 -1.3
FVD First Trust Value Line Dividend Index Fund 7.1 70 -6 6.4 -1.3
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF 7.1 30 34 5.7 -2.0
USLB Invesco Russell 1000 Low Beta Equal Weight ETF 7.1 35 29 5.5 -2.2
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 7.0 29 35 6.0 -1.7
ROUS Hartford Multifactor US Equity ETF 7.0 19 45 6.5 -1.1
VLUE iShares MSCI USA Value Factor ETF 6.9 15 49 11.8 +4.2
DSTL Distillate US Fundamental Stability & Value ETF 6.9 39 25 6.3 -1.4
STLV iShares Factors US Value Style ETF 6.9 25 39 7.4 -0.2
DTD WisdomTree U.S.Total Dividend Fund 6.9 28 36 6.9 -0.8
DGRW WisdomTree U.S. Quality Dividend Growth Fund 6.9 28 36 6.6 -1.1
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 6.9 75 -11 3.9 -3.8
VOE Vanguard Mid-Cap Value Index Fund 6.8 7 57 7.8 +0.1
HAP VanEck Vectors Natural Resources ETF 6.8 50 14 6.5 -1.2
DEUS Xtrackers Russell 1000 Comprehensive Factor ETF 6.8 17 47 6.4 -1.2
SYE SPDR MFS Systematic Core Equity ETF 6.8 60 4 5.8 -1.9
CFA VictoryShares US 500 Volatility Weighted Index ETF 6.7 35 29 5.8 -1.9
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 6.7 35 29 5.8 -1.9
NULV Nuveen ESG Large-Cap Value ETF 6.7 35 29 7.4 -0.2
PRF Invesco FTSE RAFI US 1000 ETF 6.6 39 25 6.9 -0.7
EQAL Invesco Russell 1000 Equal Weight ETF 6.6 20 44 6.0 -1.7
STLC iShares Factors US Blend Style ETF 6.5 25 39 5.3 -2.3

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2015 2016 2017 2018 2019 2020E 2021E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2019 2020E 2021E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
First Trust Consumer Staples AlphaDEX Fund
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 18.3 %
Divided by: Fwd. P/BV 2.2 x
Less: Expense ratio 64 bp
Equals: ALTAR Score 7.7 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.62 CATEGORY
AVERAGE
1.51
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.