FXD First Trust Consumer Discretionary AlphaDEX Fund

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1 First Trust Consumer Discretionary AlphaDEX Fund ETF.com segment: Equity: U.S. Consumer Cyclicals Competing ETFs: JHMC, CNDF, XLY, VCR, IYC Related ETF Channels: Equity, Broad-based, Multi-factor, Consumer Cyclicals, Sectors, Smart-Beta ETFs, U.S., North America, Consumer Discretionary Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 64 FUND DESCRIPTION The First Trust Consumer Discretionary AlphaDEX ETF tracks an index of large and midcap US Consumer Discretionary stocks. The underlying index uses multifactor selection and tiered equal weighting. FACTSET ANALYTICS INSIGHT aims to outperform rather than match the Consumer Discretionary sector. It uses value and growth screens to select outperforming stocks, then applies tiered equal weighting. Rebalanced every quarter, this fund's process produces significant differences from marketlike sector exposure. The fund has much greater midcap exposure compared to our benchmark, and comes with significant industry tilts. This makes sense given that it seeks higher returns. is undeniably strong in in terms of Tradability, with high volume and low spreads. However, 's expense ratio is high for its segment, with high fees. might appeal to those who favor quasiactive selection, but it's less useful for pure play sector exposure. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap First Trust 05/08/07 Open-Ended Fund 0.63% $421.65M $4.22M 0.06% $38.25B MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of August 23, 2018 the First Trust Consumer Discretionary AlphaDEX Fund MSCI ESG Fund Quality Score is 4.18 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 11st percentile within its peer group and in the 11st percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Price / Earnings Ratio Price / Book Ratio 2.89 Distribution Yield 0.95% Next Ex-Dividend Date 09/14/18 Number of Holdings 108 INDEX DATA Index Tracked StrataQuant Consumer Discretionary Index Index Weighting Methodology Index Selection Methodology Tiered Multi-Factor Thomson Reuters US Cyclicals

2 1 Year Daily Price ($) Sep Oct Nov Dec `18 Feb Mar Apr May Jun Jul Aug 2 000k PERFORMANCE [as of 08/23/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 1.70% 7.19% 4.28% 21.80% 8.82% 9.84% 11.73% (NAV) 1.70% 7.13% 4.33% % 9.85% 12.21% StrataQuant Consumer Discretionary Index 2.24% 7.19% 5.36% 23.98% 9.74% 10.85% 12.21% Thomson Reuters US Cyclicals All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States % TOP 10 SECTORS Other Specialty Retailers 18.33% Textiles & Apparel 6.50% Media & Publishing 17.16% Personal & Household Pro 4.22% Diversified Retail 16.53% Homebuilding & Construc 4.11% Hotels & Entertainment S 13.97% Leisure Products 2.96% Automobiles & Auto Parts 9.09% Household Goods 2.52% TOP 10 HOLDINGS TJX Companies Inc 1.73% Costco Wholesale Corpor Amazon.com, Inc. Lululemon Athletica Inc 1.68% Burlington Stores, Inc. Comcast Corporation Clas 1.65% Penske Automotive Group 1.70% AMERCO 1.64% Wayfair, Inc. Class A Urban Outfitters, Inc. 1.63% Total Top 10 Weighting 16.85%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.63% -0.74% -0.65% -1.26% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% -- Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Daily

4 Daily Spread 0.15% FACTSET ANALYTICS BLOCK LIQUIDITY As of 08/24/ % 0.09% 0.06% 0.03% 0% This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 1.5% 1.0% TRADABILITY Avg. Daily Share 97, % Average Daily $ $4.22M 0.0% Median Daily Share 45, % 2 000k 1 500k 1 000k 500k Median Daily ($) Average Spread (%) Average Spread ($) $1.97M 0.06% $0.03 Oct Dec Feb Apr May Jul Aug Median Premium / Discount (12 Mo) -0.01% Max. Premium / Discount (12 Mo) 1.23% / -0.20% Impediment to Creations None Market Hours Overlap % Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 0.90 Creation Unit Cost (%) 0.02% Underlying / Unit 0.04% Open Interest on ETF Options 49 Net Asset Value (Yesterday) $43.69 ETF.com Implied Liquidity 5

5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Other Specialty Retailers Media & Publishing Diversified Retail Hotels & Entertainment Services Automobiles & Auto Parts Textiles & Apparel 18.33% 15.47% 17.16% 18.14% 16.53% 28.46% 13.97% 15.74% 9.09% 7.21% 6.50% 5.31% TJX Companies Inc Amazon.com, Inc. Burlington Stores, Inc. Penske Automotive Group, Inc. Wayfair, Inc. Class A Costco Wholesale Corporation Lululemon Athletica Inc Comcast Corporation Class A AMERCO Urban Outfitters, Inc. Total Top 10 Weighting 1.73% 1.70% 1.68% 1.65% 1.64% 1.63% 16.85% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank % Thomson Reuters US Cyclicals 4.18 / Personal & Household Products & Services Homebuilding & Construction Supplies 4.22% % 3.19% SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) 5.64% 0.71% Leisure Products 2.96% 1.49% BENCHMARK COMPARISON HOLDINGS Household Goods 2.52% 1.41% Number of Holdings 108 COUNTRIES United States % % Constituents Shared Holdings Shared Holdings Weight % REGIONS BENCHMARK COMPARISON SUMMARY North America % % Number of Holdings ECONOMIC DEVELOPMENT Weighted Average Market Cap $38.25B $233.83B Developed Countries % % Price / Earnings Ratio Price / Book Ratio Dividend Yield % 1.23% Concentration Low --

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