First Trust Multi Cap Value AlphaDEX Fund (FAB)
FAB is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX Multi Cap Value Index. FAB launched on May 8, 2007 and has a 0.70% expense ratio.
ETF Info
US33733C1080
33733C108
May 8, 2007
North America (U.S.)
1x
NASDAQ AlphaDEX Multi Cap Value Index
Multi-Cap
Blend
Expense Ratio
FAB features an expense ratio of 0.70%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Multi Cap Value AlphaDEX Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust Multi Cap Value AlphaDEX Fund had a return of 8.46% year-to-date (YTD) and 7.85% in the last 12 months. Over the past 10 years, First Trust Multi Cap Value AlphaDEX Fund had an annualized return of 7.51%, while the S&P 500 had an annualized return of 11.21%, indicating that First Trust Multi Cap Value AlphaDEX Fund did not perform as well as the benchmark.
FAB
8.46%
-6.56%
7.42%
7.85%
9.48%
7.51%
^GSPC (Benchmark)
26.58%
0.27%
10.12%
26.27%
13.29%
11.21%
Monthly Returns
The table below presents the monthly returns of FAB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.13% | 2.20% | 6.18% | -5.22% | 3.48% | -2.33% | 8.13% | -0.73% | 0.48% | -2.05% | 8.44% | 8.46% | |
| 2023 | 10.77% | -3.67% | -4.72% | -0.96% | -5.39% | 9.14% | 6.69% | -3.70% | -3.87% | -4.12% | 7.68% | 9.24% | 15.81% |
| 2022 | -1.73% | 0.23% | 1.11% | -4.84% | 3.61% | -10.68% | 8.00% | -3.59% | -10.44% | 11.89% | 7.22% | -5.00% | -6.79% |
| 2021 | 1.05% | 9.37% | 7.34% | 3.70% | 2.37% | -2.76% | 0.10% | 2.03% | -3.07% | 4.01% | -2.75% | 6.68% | 30.83% |
| 2020 | -5.43% | -11.64% | -26.24% | 20.86% | 4.48% | 2.75% | 1.42% | 5.08% | -4.72% | 2.83% | 16.25% | 5.49% | 2.40% |
| 2019 | 11.02% | 3.04% | -1.30% | 3.87% | -10.35% | 7.72% | 0.57% | -6.86% | 6.63% | 1.25% | 4.09% | 3.79% | 23.73% |
| 2018 | 1.72% | -3.73% | -1.83% | -0.00% | 1.77% | 1.58% | 1.93% | 1.55% | -0.85% | -7.35% | 1.86% | -11.30% | -14.62% |
| 2017 | 0.65% | 3.09% | -0.63% | 0.29% | -1.86% | 2.81% | 1.02% | -2.24% | 4.19% | 0.45% | 4.54% | 1.67% | 14.61% |
| 2016 | -6.26% | 2.93% | 9.78% | 0.65% | 0.55% | -2.11% | 5.77% | 1.65% | 0.14% | -1.21% | 9.93% | 2.52% | 25.80% |
| 2015 | -4.14% | 6.55% | -1.16% | 1.98% | -1.29% | -2.71% | -3.81% | -4.47% | -4.25% | 5.68% | 0.84% | -5.59% | -12.48% |
| 2014 | -4.02% | 4.91% | 2.25% | -0.12% | 1.31% | 3.59% | -4.09% | 4.15% | -5.05% | 3.35% | 0.77% | 1.08% | 7.75% |
| 2013 | 6.89% | 0.71% | 4.20% | 0.14% | 4.81% | -1.51% | 6.22% | -3.23% | 4.23% | 5.21% | 2.61% | 2.36% | 37.31% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FAB is 35, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Multi Cap Value AlphaDEX Fund (FAB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Multi Cap Value AlphaDEX Fund provided a 1.99% dividend yield over the last twelve months, with an annual payout of $1.65 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.65 | $1.51 | $1.24 | $0.99 | $0.93 | $1.02 | $0.94 | $0.81 | $0.71 | $0.66 | $0.66 | $0.47 |
Dividend yield | 1.99% | 1.94% | 1.80% | 1.32% | 1.59% | 1.75% | 1.96% | 1.42% | 1.40% | 1.62% | 1.39% | 1.05% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Multi Cap Value AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.58 | $1.65 |
| 2023 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.54 | $1.51 |
| 2022 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.48 | $1.24 |
| 2021 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.39 | $0.99 |
| 2020 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.31 | $0.93 |
| 2019 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.34 | $1.02 |
| 2018 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.35 | $0.94 |
| 2017 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.32 | $0.81 |
| 2016 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.25 | $0.71 |
| 2015 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.66 |
| 2014 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.66 |
| 2013 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.15 | $0.47 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Multi Cap Value AlphaDEX Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Multi Cap Value AlphaDEX Fund was 63.29%, occurring on Mar 6, 2009. Recovery took 461 trading sessions.
The current First Trust Multi Cap Value AlphaDEX Fund drawdown is 7.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.29% | Jun 8, 2007 | 345 | Mar 6, 2009 | 461 | Jan 12, 2011 | 806 |
| -47.08% | Jan 17, 2020 | 45 | Mar 23, 2020 | 172 | Nov 24, 2020 | 217 |
| -26.5% | Apr 16, 2015 | 193 | Jan 20, 2016 | 208 | Nov 14, 2016 | 401 |
| -24.23% | May 11, 2011 | 101 | Oct 3, 2011 | 85 | Feb 3, 2012 | 186 |
| -21.27% | Sep 24, 2018 | 64 | Dec 24, 2018 | 246 | Dec 16, 2019 | 310 |
Volatility
Volatility Chart
The current First Trust Multi Cap Value AlphaDEX Fund volatility is 3.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.