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First Trust TCW Emerging Markets Debt ETF (EFIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

First Trust TCW Emerging Markets Debt ETF (EFIX)

ETF · Currency in USD · Last updated May 14, 2025

EFIX is an actively managed ETF by First Trust. EFIX launched on Feb 18, 2021 and has a 0.95% expense ratio.

ETF Info

ISIN

US33740U6047

Issuer

First Trust

Inception Date

Feb 18, 2021

Region

Emerging Markets (Broad)

Category

Emerging Markets Bonds

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

EFIX has a high expense ratio of 0.95%, indicating above-average management fees.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons:
EFIX vs. MSD EFIX vs. GABF
Popular comparisons:
EFIX vs. MSD EFIX vs. GABF

Performance

Performance Chart

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Returns By Period

EFIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.08%

1M

9.75%

6M

-1.63%

1Y

12.74%

5Y*

15.66%

10Y*

10.77%

*Annualized

Monthly Returns

The table below presents the monthly returns of EFIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.68%-1.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EFIX is 35, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of EFIX is 3535
Overall Rank
The Sharpe Ratio Rank of EFIX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of EFIX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EFIX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of EFIX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of EFIX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust TCW Emerging Markets Debt ETF (EFIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

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There isn't enough data available to calculate the Sharpe ratio for First Trust TCW Emerging Markets Debt ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend History

First Trust TCW Emerging Markets Debt ETF doesn't pay dividends

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust TCW Emerging Markets Debt ETF. 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 TCW Emerging Markets Debt ETF was 1.68%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.68%Apr 7, 20252Apr 8, 2025———

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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