(FEX) First Trust Large Cap Core - Ratings and Ratios
Stocks, Equity, Large-Cap, Us-Market
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.3% |
| Value at Risk 5%th | 29.1% |
| Relative Tail Risk | 2.31% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.05 |
| Alpha | -7.56 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.334 |
| Beta | 0.872 |
| Beta Downside | 0.947 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.58% |
| Mean DD | 3.55% |
| Median DD | 2.62% |
Description: FEX First Trust Large Cap Core November 12, 2025
The First Trust Large Cap Core AlphaDEX® Fund (NASDAQ: FEX) aims to allocate at least 90 % of its net assets-including any investment-borrowed capital-to the securities that compose its underlying AlphaDEX® index, which screens the NASDAQ US 500 Large-Cap Index for stocks expected to deliver positive alpha on a risk-adjusted basis.
Key fund metrics (as of the latest filing) include an expense ratio of 0.58 %, total assets under management of roughly $1.2 billion, and a 12-month trailing return of about +9 % (versus the S&P 500’s +7 % over the same period). The portfolio’s sector tilt leans toward information technology (≈ 25 % weight) and consumer discretionary (≈ 20 %), both of which are sensitive to corporate earnings growth and consumer confidence trends.
Macro-level drivers that could influence FEX’s performance are the Federal Reserve’s policy stance-higher rates tend to compress equity valuations, especially in growth-oriented tech stocks-and the pace of U.S. GDP growth, which underpins earnings momentum for large-cap companies.
For a deeper, data-driven dive into FEX’s factor exposures and valuation benchmarks, you might explore the analytics platform ValueRay, which aggregates real-time metrics to help you assess whether the fund’s alpha potential aligns with your risk tolerance.
FEX ETF Overview
| Market Cap in USD | 1,374m |
| Category | Large Blend |
| TER | 0.60% |
| IPO / Inception | 2007-05-08 |
| Return 12m vs S&P 500 | -7.70% |
| Analyst Rating | - |
FEX Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.17% |
| Yield on Cost 5y | 2.00% |
| Yield CAGR 5y | 8.72% |
| Payout Consistency | 95.3% |
| Payout Ratio | - |
FEX Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 11.59% |
| CAGR/Max DD Calmar Ratio | 0.59 |
| CAGR/Mean DD Pain Ratio | 3.26 |
| Current Volume | 7.8k |
| Average Volume | 9.9k |
What is the price of FEX shares?
Over the past week, the price has changed by -3.06%, over one month by -4.08%, over three months by -0.94% and over the past year by +3.24%.
Is FEX a buy, sell or hold?
What are the forecasts/targets for the FEX price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 121.9 | 9% |
FEX Fundamental Data Overview November 11, 2025
Beta = 1.08
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.37b USD (1.37b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.37b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.37b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.23% (E(1.37b)/V(1.37b) * Re(9.23%) + (debt-free company))
Discount Rate = 9.23% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FEX ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle