First Trust Emerging Markets AlphaDEX Fund (FEM)
FEM is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX EM Index. FEM launched on Apr 18, 2011 and has a 0.80% expense ratio.
ETF Info
US33737J1824
33737J182
Apr 18, 2011
Emerging Markets (Broad)
1x
NASDAQ AlphaDEX EM Index
Multi-Cap
Blend
Expense Ratio
FEM features an expense ratio of 0.80%, falling within the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Emerging Markets 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 Emerging Markets AlphaDEX Fund had a return of -1.36% year-to-date (YTD) and 4.55% in the last 12 months. Over the past 10 years, First Trust Emerging Markets AlphaDEX Fund had an annualized return of 3.80%, while the S&P 500 had an annualized return of 11.41%, indicating that First Trust Emerging Markets AlphaDEX Fund did not perform as well as the benchmark.
FEM
-1.36%
-3.93%
-7.43%
4.55%
-0.38%
3.80%
^GSPC (Benchmark)
0.95%
-1.87%
7.08%
25.28%
12.31%
11.41%
Monthly Returns
The table below presents the monthly returns of FEM, 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 | 0.77% | 3.68% | -0.67% | 3.28% | 3.68% | -1.25% | -1.55% | -1.95% | 5.12% | -5.46% | -0.89% | -1.25% | 3.02% |
| 2023 | 5.33% | -4.54% | 0.47% | 1.98% | -6.34% | 7.13% | 9.35% | -6.48% | -1.52% | -5.41% | 6.81% | 5.39% | 10.84% |
| 2022 | -0.62% | -0.10% | -2.90% | -4.93% | 1.55% | -9.84% | -0.58% | -0.57% | -9.99% | -0.11% | 15.86% | -0.77% | -14.24% |
| 2021 | -0.40% | 2.86% | 1.99% | 4.58% | 2.42% | -0.03% | -3.87% | 4.83% | -2.52% | -3.12% | -4.22% | 5.31% | 7.41% |
| 2020 | -5.31% | -8.28% | -23.55% | 10.21% | 4.36% | 4.69% | 9.03% | 0.21% | -3.63% | -2.36% | 11.12% | 7.67% | -1.68% |
| 2019 | 11.30% | -1.46% | 0.03% | -0.52% | -5.82% | 8.93% | -2.94% | -4.58% | 2.74% | 2.76% | 0.70% | 9.33% | 20.54% |
| 2018 | 9.75% | -4.21% | -0.08% | -2.53% | -2.59% | -5.97% | 3.05% | -5.37% | 1.11% | -7.86% | 2.90% | -3.63% | -15.51% |
| 2017 | 8.37% | 2.23% | 1.98% | -0.66% | 1.06% | 2.59% | 9.35% | 4.30% | 3.43% | -0.04% | -2.12% | 5.03% | 41.05% |
| 2016 | -5.28% | 0.00% | 13.10% | 0.88% | -6.39% | 6.67% | 6.72% | 1.42% | 1.14% | 0.77% | -2.92% | 0.07% | 15.65% |
| 2015 | -0.70% | 5.04% | -1.33% | 14.15% | -4.11% | -4.58% | -7.97% | -9.61% | -3.69% | 6.94% | -3.45% | -3.16% | -13.88% |
| 2014 | -7.41% | 3.61% | 0.50% | -0.04% | 2.21% | 3.88% | 0.87% | 2.24% | -7.30% | -0.08% | -1.31% | -7.70% | -10.95% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FEM is 13, meaning it’s performing worse than 87% of other ETFs on our website when it comes to balancing risk and reward. Below is 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 Emerging Markets AlphaDEX Fund (FEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Emerging Markets AlphaDEX Fund provided a 3.71% dividend yield over the last twelve months, with an annual payout of $0.81 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.81 | $1.10 | $1.30 | $1.08 | $0.68 | $0.88 | $0.80 | $0.68 | $0.46 | $0.65 | $0.61 |
Dividend yield | 3.71% | 3.66% | 4.97% | 6.16% | 4.15% | 2.68% | 3.30% | 3.52% | 2.45% | 2.26% | 3.62% | 2.85% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Emerging Markets 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.15 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.09 | $1.10 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.20 | $1.30 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.22 | $1.08 |
| 2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.00 | $0.68 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.09 | $0.88 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.07 | $0.80 |
| 2017 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 | $0.68 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.01 | $0.46 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.04 | $0.65 |
| 2014 | $0.23 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.07 | $0.61 |
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 Emerging Markets 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 Emerging Markets AlphaDEX Fund was 46.24%, occurring on Mar 18, 2020. Recovery took 287 trading sessions.
The current First Trust Emerging Markets AlphaDEX Fund drawdown is 11.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.24% | Jan 29, 2018 | 538 | Mar 18, 2020 | 287 | May 7, 2021 | 825 |
| -41.84% | Apr 28, 2011 | 1189 | Jan 20, 2016 | 403 | Aug 24, 2017 | 1592 |
| -31.72% | Sep 14, 2021 | 275 | Oct 14, 2022 | 399 | May 17, 2024 | 674 |
| -13.48% | May 20, 2024 | 163 | Jan 13, 2025 | — | — | — |
| -8.6% | Jun 3, 2021 | 56 | Aug 20, 2021 | 11 | Sep 7, 2021 | 67 |
Volatility
Volatility Chart
The current First Trust Emerging Markets AlphaDEX Fund volatility is 4.32%, 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.