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First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS)

ETF · Currency in USD · Last updated May 25, 2022

FEMS is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX EM Small Cap Index. FEMS launched on Feb 15, 2012 and has a 0.80% expense ratio.

ETF Info

Trading Data

  • Previous Close$37.36
  • Year Range$35.65 - $47.56
  • EMA (50)$38.52
  • EMA (200)$40.41
  • Average Volume$12.62K

FEMSShare Price Chart


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FEMSPerformance

The chart shows the growth of $10,000 invested in First Trust Emerging Markets Small Cap AlphaDEX Fund on Feb 24, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,237 for a total return of roughly 72.37%. All prices are adjusted for splits and dividends.


FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)

FEMSReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-4.38%-7.73%
YTD-6.76%-17.30%
6M-5.47%-15.83%
1Y-11.49%-5.16%
5Y4.90%10.40%
10Y7.44%10.63%

FEMSMonthly Returns Heatmap


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FEMSSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Emerging Markets Small Cap AlphaDEX Fund Sharpe ratio is -0.65. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)

FEMSDividend History

First Trust Emerging Markets Small Cap AlphaDEX Fund granted a 5.66% dividend yield in the last twelve months, as of May 25, 2022. The annual payout for that period amounted to $2.11 per share.


PeriodTTM2021202020192018201720162015201420132012
Dividend$2.11$2.51$1.19$1.73$1.51$1.47$0.73$0.89$1.13$0.64$0.68

Dividend yield

5.66%6.26%3.09%4.83%5.43%4.09%3.02%4.20%4.60%2.43%2.72%

FEMSDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)

FEMSWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Emerging Markets Small Cap AlphaDEX Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the First Trust Emerging Markets Small Cap AlphaDEX Fund is 47.85%, recorded on Mar 23, 2020. It took 201 trading sessions for the portfolio to recover.


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
-25.04%Jun 4, 2021238May 12, 2022
-8.28%Sep 18, 201757Dec 6, 201716Dec 29, 201773
-6.77%Apr 30, 202112May 17, 20219May 28, 202121
-5.9%Feb 18, 202113Mar 8, 202122Apr 8, 202135
-4.78%Jan 21, 20217Jan 29, 20215Feb 5, 202112
-1.8%Apr 9, 20212Apr 12, 20214Apr 16, 20216
-1.69%Jan 15, 20211Jan 15, 20212Jan 20, 20213
-1.13%Jan 11, 20211Jan 11, 20212Jan 13, 20213

FEMSVolatility Chart

Current First Trust Emerging Markets Small Cap AlphaDEX Fund volatility is 27.73%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund)
Benchmark (^GSPC)

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