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First Trust RiverFront Dynamic Emerging Markets ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33739P7078

CUSIP

33739P707

Issuer

First Trust

Inception Date

Jun 14, 2016

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RFEM has a high expense ratio of 0.95%, indicating higher-than-average management fees.


Expense ratio chart for RFEM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

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:
RFEM vs. ALTY RFEM vs. NFTY RFEM vs. FEM RFEM vs. EEM RFEM vs. AVEM RFEM vs. INDY
Popular comparisons:
RFEM vs. ALTY RFEM vs. NFTY RFEM vs. FEM RFEM vs. EEM RFEM vs. AVEM RFEM vs. INDY

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.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
66.27%
183.47%
RFEM (First Trust RiverFront Dynamic Emerging Markets ETF)
Benchmark (^GSPC)

Returns By Period

First Trust RiverFront Dynamic Emerging Markets ETF had a return of 8.07% year-to-date (YTD) and 9.23% in the last 12 months.


RFEM

YTD

8.07%

1M

-1.80%

6M

-3.57%

1Y

9.23%

5Y*

3.19%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.97%3.78%1.79%0.55%4.01%3.29%0.02%0.73%3.93%-4.61%-1.04%8.07%
20239.17%-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%
20213.94%2.04%0.18%0.56%2.40%-0.38%-4.73%0.77%-5.31%-0.47%-1.54%3.98%0.97%
2020-4.90%-5.18%-17.97%7.25%3.11%5.42%10.72%0.46%-1.01%0.61%6.96%5.88%8.19%
201910.72%0.02%1.00%1.07%-7.19%5.44%-1.20%-5.81%2.14%4.34%0.82%8.80%20.33%
20189.88%-4.28%0.62%-2.43%-1.91%-6.71%1.04%-3.86%-1.98%-9.81%4.26%-4.03%-18.80%
20177.27%3.83%2.22%0.75%3.29%-0.12%6.44%2.16%-0.30%2.79%-0.29%3.22%35.73%
2016-2.00%10.99%1.71%2.87%-0.39%-4.29%0.11%8.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RFEM is 33, 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 RFEM is 3333
Overall Rank
The Sharpe Ratio Rank of RFEM is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of RFEM is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RFEM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RFEM is 3636
Calmar Ratio Rank
The Martin Ratio Rank of RFEM is 3333
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 RiverFront Dynamic Emerging Markets ETF (RFEM) 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 RFEM, currently valued at 0.64, compared to the broader market0.002.004.000.641.90
The chart of Sortino ratio for RFEM, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.982.54
The chart of Omega ratio for RFEM, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.35
The chart of Calmar ratio for RFEM, currently valued at 0.62, compared to the broader market0.005.0010.0015.000.622.81
The chart of Martin ratio for RFEM, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.00100.002.5612.39
RFEM
^GSPC

The current First Trust RiverFront Dynamic Emerging Markets ETF Sharpe ratio is 0.64. 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 RiverFront Dynamic Emerging Markets ETF 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.64
1.90
RFEM (First Trust RiverFront Dynamic Emerging Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust RiverFront Dynamic Emerging Markets ETF provided a 2.68% dividend yield over the last twelve months, with an annual payout of $1.69 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$1.00$2.00$3.00$4.0020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.69$1.94$3.92$2.17$0.84$2.43$1.33$1.14$1.97

Dividend yield

2.68%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.33$0.00$0.00$0.00$1.06
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
2020$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.58$0.00$0.00$0.09$0.84
2019$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.81$0.00$0.00$1.34$2.43
2018$0.00$0.00$0.04$0.00$0.00$0.26$0.00$0.00$0.74$0.00$0.00$0.29$1.33
2017$0.00$0.00$0.06$0.00$0.00$0.16$0.00$0.00$0.41$0.00$0.00$0.53$1.14
2016$0.55$0.00$0.00$1.42$1.97

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
-10.20%
-3.58%
RFEM (First Trust RiverFront Dynamic Emerging Markets ETF)
Benchmark (^GSPC)

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 10.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.22%Jan 29, 2018541Mar 23, 2020206Jan 14, 2021747
-36.01%Feb 18, 2021409Sep 30, 2022441Jul 5, 2024850
-10.45%Jul 15, 202416Aug 5, 202435Sep 24, 202451
-10.2%Sep 27, 202458Dec 18, 2024
-9.08%Sep 23, 201637Nov 14, 201647Jan 25, 201784

Volatility

Volatility Chart

The current First Trust RiverFront Dynamic Emerging Markets ETF volatility is 4.02%, 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
4.02%
3.64%
RFEM (First Trust RiverFront Dynamic Emerging Markets ETF)
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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