A look at the weighted underlying holdings of the First Trust Small Cap Core AlphaDEX Fund (FYX) shows an impressive 10.3% of holdings on a weighted basis have experienced insider buying within the past six months. Start slideshow:10 ETFs With Stocks That Insiders Are Buying AZZ Inc (AZZ), which makes up 0.39% of the First Trust Small Cap Core AlphaDEX Fund (FYX), has seen 5 directors and officers purchase shares in the past six months, according to the recent Form 4 data.