First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS)

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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.

First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) has returned 8.94% so far this year and 28.47% over the past 12 months. Over the last ten years, FEMS has returned 9.00% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Feb 17, 2012, FEMS's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Mar 2020 at -26.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FEMS closed higher 51% of trading days. The best single day was Mar 13, 2012 with a return of +48.1%, while the worst single day was Mar 14, 2012 at -33.3%.

First Trust Emerging Markets Small Cap AlphaDEX Fund has an annualized alpha of 0.02%, beta of 0.77, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since February 21, 2012.

• This ETF participated in 97.72% of S&P 500 Index downside but only 77.14% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.26 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

FEMS has an expense ratio of 0.80%, placing it in the medium range.

FEMS ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) and compare them to a chosen benchmark (S&P 500 Index).

First Trust Emerging Markets Small Cap AlphaDEX Fund provided a 4.40% dividend yield over the last twelve months, with an annual payout of $2.01 per share.

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.

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.

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 4.54%.

The chart below shows the rolling one-month volatility.