PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
First Trust Emerging Markets Local Currency Bond E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33739P2020

CUSIP

33739P202

Issuer

First Trust

Inception Date

Nov 4, 2014

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

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.


Popular comparisons:
FEMB vs. BWZ FEMB vs. VRIG FEMB vs. PCY FEMB vs. EMB FEMB vs. FALN FEMB vs. FLRT FEMB vs. FNILX FEMB vs. IGIB FEMB vs. EMLC
Popular comparisons:
FEMB vs. BWZ FEMB vs. VRIG FEMB vs. PCY FEMB vs. EMB FEMB vs. FALN FEMB vs. FLRT FEMB vs. FNILX FEMB vs. IGIB FEMB vs. EMLC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Emerging Markets Local Currency Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.22%
12.33%
FEMB (First Trust Emerging Markets Local Currency Bond ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Emerging Markets Local Currency Bond ETF had a return of -2.61% year-to-date (YTD) and 1.72% in the last 12 months. Over the past 10 years, First Trust Emerging Markets Local Currency Bond ETF had an annualized return of -0.79%, while the S&P 500 had an annualized return of 11.13%, indicating that First Trust Emerging Markets Local Currency Bond ETF did not perform as well as the benchmark.


FEMB

YTD

-2.61%

1M

-2.23%

6M

-0.79%

1Y

1.72%

5Y (annualized)

-1.29%

10Y (annualized)

-0.79%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.22%-0.59%-0.17%-3.22%1.95%-0.83%1.92%2.76%3.27%-5.14%-2.61%
20235.97%-4.28%5.49%0.78%-0.56%4.71%2.63%-3.25%-3.74%-0.87%6.39%3.49%17.12%
20221.02%-1.91%-0.99%-6.60%1.83%-5.43%-1.15%-0.27%-5.39%-0.07%7.67%1.05%-10.50%
2021-2.03%-3.86%-2.81%1.75%2.60%-1.59%-1.03%0.53%-4.62%-1.28%-2.86%1.18%-13.40%
2020-1.16%-3.67%-13.80%3.92%7.08%-0.26%3.48%-0.59%-2.38%0.94%6.84%4.56%3.16%
20194.39%0.15%-0.72%-0.17%-0.28%4.12%1.44%-2.97%1.16%1.30%-1.01%3.81%11.52%
20184.39%-1.60%-0.02%-2.50%-5.56%-3.27%2.77%-4.31%0.62%-1.21%2.84%0.93%-7.19%
20171.98%2.62%2.05%0.72%2.00%-1.29%4.63%-0.03%-0.53%-3.28%0.04%2.66%11.92%
2016-1.40%1.67%8.74%1.27%-4.87%5.66%-0.74%1.79%0.73%-1.01%-5.19%1.25%7.31%
20152.54%-2.94%-5.42%3.51%-0.69%-4.15%-1.07%-3.15%-2.40%2.08%-0.73%-2.24%-14.10%
20141.16%-4.48%-3.37%

Expense Ratio

FEMB features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for FEMB: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FEMB is 8, indicating that it is in the bottom 8% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FEMB is 88
Combined Rank
The Sharpe Ratio Rank of FEMB is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMB is 77
Sortino Ratio Rank
The Omega Ratio Rank of FEMB is 77
Omega Ratio Rank
The Calmar Ratio Rank of FEMB is 88
Calmar Ratio Rank
The Martin Ratio Rank of FEMB is 88
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 Emerging Markets Local Currency Bond ETF (FEMB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FEMB, currently valued at 0.10, compared to the broader market0.002.004.000.102.46
The chart of Sortino ratio for FEMB, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.0012.000.223.31
The chart of Omega ratio for FEMB, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.46
The chart of Calmar ratio for FEMB, currently valued at 0.07, compared to the broader market0.005.0010.0015.000.073.55
The chart of Martin ratio for FEMB, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00100.000.2815.76
FEMB
^GSPC

The current First Trust Emerging Markets Local Currency Bond ETF Sharpe ratio is 0.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Emerging Markets Local Currency Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.10
2.46
FEMB (First Trust Emerging Markets Local Currency Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Emerging Markets Local Currency Bond ETF provided a 5.35% dividend yield over the last twelve months, with an annual payout of $1.45 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.45$1.50$1.67$1.91$2.01$2.11$2.17$2.69$2.34$1.94$0.30

Dividend yield

5.35%5.15%6.36%6.12%5.29%5.40%5.86%6.38%5.83%4.89%0.62%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Emerging Markets Local Currency Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.00$1.32
2023$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$1.50
2022$0.15$0.14$0.16$0.15$0.14$0.14$0.14$0.14$0.14$0.14$0.13$0.13$1.67
2021$0.16$0.15$0.16$0.17$0.17$0.16$0.16$0.17$0.16$0.17$0.16$0.13$1.91
2020$0.19$0.15$0.16$0.20$0.14$0.17$0.16$0.19$0.17$0.16$0.17$0.16$2.01
2019$0.18$0.18$0.18$0.18$0.17$0.17$0.19$0.16$0.17$0.19$0.17$0.18$2.11
2018$0.21$0.15$0.21$0.22$0.18$0.18$0.18$0.19$0.15$0.20$0.16$0.15$2.17
2017$0.21$0.19$0.18$0.19$0.21$0.21$0.21$0.21$0.24$0.21$0.33$0.29$2.69
2016$0.15$0.18$0.30$0.19$0.22$0.27$0.14$0.22$0.15$0.18$0.19$0.17$2.34
2015$0.15$0.15$0.20$0.18$0.20$0.17$0.17$0.16$0.16$0.11$0.14$0.16$1.94
2014$0.09$0.21$0.30

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.43%
-1.40%
FEMB (First Trust Emerging Markets Local Currency Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Emerging Markets Local Currency Bond 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 Emerging Markets Local Currency Bond ETF was 30.44%, occurring on Oct 19, 2022. The portfolio has not yet recovered.

The current First Trust Emerging Markets Local Currency Bond ETF drawdown is 12.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.44%Dec 21, 2020461Oct 19, 2022
-23.92%Feb 2, 2018537Mar 23, 2020180Dec 7, 2020717
-20.51%Dec 2, 201478Jan 27, 2016339Sep 1, 2017417
-7.13%Sep 11, 201748Nov 15, 201745Jan 23, 201893
-0.78%Nov 7, 20141Nov 7, 20142Nov 18, 20143

Volatility

Volatility Chart

The current First Trust Emerging Markets Local Currency Bond ETF volatility is 3.26%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.26%
4.07%
FEMB (First Trust Emerging Markets Local Currency Bond ETF)
Benchmark (^GSPC)