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First Trust Emerging Markets Small Cap AlphaDEX Fu...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33737J3077

CUSIP

33737J307

Issuer

First Trust

Inception Date

Feb 15, 2012

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

NASDAQ AlphaDEX EM Small Cap Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

FEMS features an expense ratio of 0.80%, falling within the medium range.


Expense ratio chart for FEMS: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

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:
FEMS vs. EWX FEMS vs. EYLD FEMS vs. EDIV FEMS vs. SSO FEMS vs. FNDF FEMS vs. VOO FEMS vs. PPA FEMS vs. EMFM FEMS vs. EEMS FEMS vs. AVEM
Popular comparisons:
FEMS vs. EWX FEMS vs. EYLD FEMS vs. EDIV FEMS vs. SSO FEMS vs. FNDF FEMS vs. VOO FEMS vs. PPA FEMS vs. EMFM FEMS vs. EEMS FEMS vs. AVEM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Emerging Markets Small Cap 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.


100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
100.39%
334.99%
FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)

Returns By Period

First Trust Emerging Markets Small Cap AlphaDEX Fund had a return of 2.76% year-to-date (YTD) and 5.23% in the last 12 months. Over the past 10 years, First Trust Emerging Markets Small Cap AlphaDEX Fund had an annualized return of 5.92%, while the S&P 500 had an annualized return of 11.06%, indicating that First Trust Emerging Markets Small Cap AlphaDEX Fund did not perform as well as the benchmark.


FEMS

YTD

2.76%

1M

-0.29%

6M

-4.60%

1Y

5.23%

5Y*

4.80%

10Y*

5.92%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.25%2.90%-0.47%0.78%3.85%1.54%-0.17%-2.46%4.82%-4.77%-0.29%2.76%
20232.88%-4.49%-2.48%-2.10%-2.99%4.76%8.58%-0.56%-0.33%-7.44%4.66%4.18%3.55%
20220.39%-2.21%3.31%-5.58%1.28%-8.53%-1.64%3.38%-7.73%4.39%15.47%1.52%1.85%
2021-0.34%5.78%1.69%4.80%1.54%1.63%-5.16%1.94%-4.62%-2.65%-3.88%3.71%3.76%
2020-6.98%-6.54%-26.72%10.66%8.27%9.93%6.57%1.83%-3.78%-3.31%16.54%9.28%7.86%
201910.50%-0.67%0.62%-0.08%-6.62%6.87%2.08%-4.16%1.39%4.31%1.62%11.31%28.89%
20188.14%-4.93%1.19%-6.06%-2.01%-6.37%3.45%-5.69%-2.06%-10.14%5.39%-4.66%-22.63%
20178.76%6.69%4.02%0.25%-1.23%3.21%6.56%7.76%-0.56%2.08%-3.74%7.67%49.02%
2016-5.08%3.06%10.15%0.96%-3.20%5.30%8.52%0.56%2.15%-0.88%-6.98%0.07%14.04%
2015-0.74%2.67%-0.88%12.05%-1.20%-6.34%-9.08%-10.57%-0.68%6.10%-2.28%-2.04%-14.08%
2014-3.78%7.37%-1.38%-1.75%3.72%-0.14%1.89%2.95%-5.62%-4.13%-0.49%-5.00%-6.97%
20135.94%1.18%0.13%2.79%-0.37%-11.17%0.30%-5.83%9.89%3.10%1.27%0.45%6.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FEMS is 26, 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 FEMS is 2626
Overall Rank
The Sharpe Ratio Rank of FEMS is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMS is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FEMS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FEMS is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FEMS is 2525
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 Small Cap AlphaDEX Fund (FEMS) 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 FEMS, currently valued at 0.39, compared to the broader market0.002.004.000.392.10
The chart of Sortino ratio for FEMS, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.0010.000.622.80
The chart of Omega ratio for FEMS, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.39
The chart of Calmar ratio for FEMS, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.443.09
The chart of Martin ratio for FEMS, currently valued at 1.41, compared to the broader market0.0020.0040.0060.0080.00100.001.4113.49
FEMS
^GSPC

The current First Trust Emerging Markets Small Cap AlphaDEX Fund Sharpe ratio is 0.39. 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 Small Cap AlphaDEX Fund 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.39
2.10
FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Emerging Markets Small Cap AlphaDEX Fund provided a 3.93% dividend yield over the last twelve months, with an annual payout of $1.50 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.50$1.79$1.77$2.51$1.19$1.73$1.51$1.47$0.73$0.89$1.13$0.64

Dividend yield

3.93%4.65%4.55%6.25%2.90%4.38%4.68%3.39%2.42%3.28%3.49%1.79%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Emerging Markets Small Cap AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.17$0.00$0.00$0.54$0.00$0.00$0.34$0.00$0.00$0.45$1.50
2023$0.00$0.00$0.10$0.00$0.00$0.67$0.00$0.00$0.65$0.00$0.00$0.37$1.79
2022$0.00$0.00$0.12$0.00$0.00$0.81$0.00$0.00$0.75$0.00$0.00$0.09$1.77
2021$0.00$0.00$0.51$0.00$0.00$0.43$0.00$0.00$0.73$0.00$0.00$0.84$2.51
2020$0.00$0.00$0.19$0.00$0.00$0.34$0.00$0.00$0.42$0.00$0.00$0.25$1.19
2019$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.71$0.00$0.00$0.65$1.73
2018$0.00$0.00$0.18$0.00$0.00$0.49$0.00$0.00$0.42$0.00$0.00$0.42$1.51
2017$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.74$0.00$0.00$0.44$1.47
2016$0.00$0.00$0.02$0.00$0.00$0.29$0.00$0.00$0.32$0.00$0.00$0.11$0.73
2015$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.33$0.00$0.00$0.26$0.89
2014$0.00$0.00$0.05$0.00$0.00$0.22$0.00$0.00$0.42$0.00$0.00$0.44$1.13
2013$0.09$0.00$0.00$0.17$0.00$0.00$0.24$0.00$0.00$0.15$0.64

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
-2.62%
FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Emerging Markets Small Cap 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 Small Cap AlphaDEX Fund was 47.85%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current First Trust Emerging Markets Small Cap AlphaDEX Fund drawdown is 8.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.85%Jan 29, 2018541Mar 23, 2020201Jan 7, 2021742
-45.48%Mar 14, 201216Jun 4, 20121207Aug 22, 20171223
-30.4%Jun 4, 2021334Sep 29, 2022
-8.28%Sep 18, 201757Dec 6, 201716Dec 29, 201773
-6.77%May 10, 20216May 17, 20219May 28, 202115

Volatility

Volatility Chart

The current First Trust Emerging Markets Small Cap AlphaDEX Fund volatility is 5.54%, 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.54%
3.79%
FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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