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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust RiverFront Dynamic Emerging Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) has returned 3.81% so far this year and 28.91% over the past 12 months.
First Trust RiverFront Dynamic Emerging Markets ETF
- 1D
- 3.53%
- 1M
- -7.56%
- YTD
- 3.81%
- 6M
- 9.28%
- 1Y
- 28.91%
- 3Y*
- 18.90%
- 5Y*
- 6.34%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 15, 2016, RFEM's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +14.2%, while the worst month was Mar 2020 at -18.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, RFEM closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +7.4%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.19% | 4.76% | -7.56% | 3.81% | |||||||||
| 2025 | 1.02% | 0.78% | 1.01% | 0.39% | 2.89% | 6.64% | -0.20% | 3.21% | 3.96% | 3.37% | 0.27% | 1.57% | 27.71% |
| 2024 | -1.97% | 3.78% | 1.79% | 0.55% | 4.01% | 3.29% | 0.02% | 0.73% | 3.93% | -4.61% | -1.04% | 0.26% | 10.85% |
| 2023 | 9.17% | -5.51% | 2.36% | -1.35% | -0.15% | 5.77% | 4.08% | -5.26% | -0.80% | -1.62% | 7.77% | 5.85% | 20.78% |
| 2022 | -0.74% | -2.79% | -0.57% | -5.96% | 1.07% | -12.07% | 2.53% | -1.68% | -11.59% | 3.15% | 14.15% | -3.80% | -19.05% |
| 2021 | 3.94% | 2.04% | 0.18% | 0.56% | 2.40% | -0.38% | -4.73% | 0.77% | -5.31% | -0.47% | -1.54% | 3.98% | 0.97% |
Benchmark Metrics
First Trust RiverFront Dynamic Emerging Markets ETF has an annualized alpha of -0.28%, beta of 0.79, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since June 16, 2016.
- This ETF participated in 81.15% of S&P 500 Index downside but only 70.62% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.28%
- Beta
- 0.79
- R²
- 0.53
- Upside Capture
- 70.62%
- Downside Capture
- 81.15%
Expense Ratio
RFEM has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RFEM ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and compare them to a chosen benchmark (S&P 500 Index).
| RFEM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 0.90 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.39 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.40 | +1.01 |
Martin ratioReturn relative to average drawdown | 9.67 | 6.61 | +3.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore RFEM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
First Trust RiverFront Dynamic Emerging Markets ETF provided a 1.97% dividend yield over the last twelve months, with an annual payout of $1.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.61 | $1.57 | $2.30 | $1.94 | $3.92 | $2.17 | $0.84 | $2.43 | $1.33 | $1.14 | $1.97 |
Dividend yield | 1.97% | 1.98% | 3.64% | 3.28% | 7.74% | 3.21% | 1.22% | 3.75% | 2.37% | 1.62% | 3.73% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust RiverFront Dynamic Emerging Markets ETF. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.65 | $1.57 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $1.24 | $2.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.63 | $1.94 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $1.61 | $0.00 | $0.00 | $1.46 | $3.92 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.90 | $2.17 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust RiverFront Dynamic Emerging Markets 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 RiverFront Dynamic Emerging Markets ETF was 42.22%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.
The current First Trust RiverFront Dynamic Emerging Markets ETF drawdown is 8.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.22% | Jan 29, 2018 | 541 | Mar 23, 2020 | 206 | Jan 14, 2021 | 747 |
| -36.01% | Feb 18, 2021 | 409 | Sep 30, 2022 | 441 | Jul 5, 2024 | 850 |
| -15.81% | Sep 27, 2024 | 132 | Apr 8, 2025 | 28 | May 19, 2025 | 160 |
| -11.65% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -10.45% | Jul 15, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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