First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS)
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
US33737J3077
33737J307
Feb 15, 2012
Emerging Markets (Broad)
1x
NASDAQ AlphaDEX EM Small Cap Index
Mid-Cap
Blend
Share Price Chart
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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.
Returns By Period
First Trust Emerging Markets Small Cap AlphaDEX Fund had a return of 1.90% year-to-date (YTD) and 5.54% in the last 12 months. Over the past 10 years, First Trust Emerging Markets Small Cap AlphaDEX Fund had an annualized return of 5.28%, while the S&P 500 had an annualized return of 11.16%, indicating that First Trust Emerging Markets Small Cap AlphaDEX Fund did not perform as well as the benchmark.
FEMS
1.90%
-2.78%
-7.56%
5.54%
5.85%
5.28%
^GSPC (Benchmark)
23.62%
0.54%
11.19%
30.63%
13.61%
11.16%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.25% | 2.90% | -0.47% | 0.77% | 3.85% | 1.54% | -0.17% | -2.46% | 4.82% | -4.77% | 1.90% | ||
| 2023 | 2.88% | -4.49% | -2.48% | -2.10% | -2.99% | 4.76% | 8.58% | -0.56% | -0.33% | -7.44% | 4.66% | 4.18% | 3.55% |
| 2022 | 0.39% | -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% | -26.73% | 10.66% | 8.27% | 9.93% | 6.57% | 1.83% | -3.79% | -3.31% | 16.54% | 9.28% | 7.85% |
| 2019 | 10.50% | -0.67% | 0.62% | -0.08% | -6.62% | 6.87% | 2.08% | -4.16% | 1.39% | 4.31% | 1.62% | 11.31% | 28.89% |
| 2018 | 8.15% | -4.93% | 1.19% | -6.06% | -2.01% | -6.37% | 3.45% | -5.69% | -2.06% | -10.14% | 5.39% | -4.66% | -22.63% |
| 2017 | 8.76% | 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% | -1.39% | -1.75% | 3.72% | -0.14% | 1.89% | 2.95% | -5.62% | -4.13% | -0.49% | -5.00% | -6.97% |
| 2013 | 5.94% | 1.18% | 0.14% | 2.79% | -0.37% | -11.17% | 0.30% | -5.83% | 9.89% | 3.10% | 1.27% | 0.45% | 6.28% |
Expense Ratio
FEMS features an expense ratio of 0.80%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FEMS is 13, indicating that it is in the bottom 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
First Trust Emerging Markets Small Cap AlphaDEX Fund provided a 3.72% dividend yield over the last twelve months, with an annual payout of $1.42 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.42 | $1.79 | $1.77 | $2.51 | $1.19 | $1.73 | $1.51 | $1.47 | $0.73 | $0.89 | $1.13 | $0.64 |
Dividend yield | 3.72% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $1.05 | |
| 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.
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 9.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.85% | Jan 29, 2018 | 541 | Mar 23, 2020 | 201 | Jan 7, 2021 | 742 |
| -45.48% | Mar 14, 2012 | 16 | Jun 4, 2012 | 1207 | Aug 22, 2017 | 1223 |
| -30.4% | Jun 4, 2021 | 334 | Sep 29, 2022 | — | — | — |
| -8.28% | Sep 18, 2017 | 57 | Dec 6, 2017 | 16 | Dec 29, 2017 | 73 |
| -6.77% | May 10, 2021 | 6 | May 17, 2021 | 9 | May 28, 2021 | 15 |
Volatility
Volatility Chart
The current First Trust Emerging Markets Small Cap AlphaDEX Fund volatility is 3.77%, 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.