FEM vs. SCHD
Compare and contrast key facts about First Trust Emerging Markets AlphaDEX Fund (FEM) and Schwab US Dividend Equity ETF (SCHD).
FEM and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEM is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX EM Index. It was launched on Apr 18, 2011. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both FEM and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEM or SCHD.
Correlation
The correlation between FEM and SCHD is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FEM vs. SCHD - Performance Comparison
Key characteristics
FEM:
-0.10
SCHD:
0.08
FEM:
0.05
SCHD:
0.32
FEM:
1.01
SCHD:
1.04
FEM:
-0.07
SCHD:
0.15
FEM:
-0.16
SCHD:
0.49
FEM:
7.81%
SCHD:
4.96%
FEM:
19.95%
SCHD:
16.03%
FEM:
-46.24%
SCHD:
-33.37%
FEM:
-5.27%
SCHD:
-11.26%
Returns By Period
In the year-to-date period, FEM achieves a 5.77% return, which is significantly higher than SCHD's -4.97% return. Over the past 10 years, FEM has underperformed SCHD with an annualized return of 2.94%, while SCHD has yielded a comparatively higher 10.39% annualized return.
FEM
5.77%
9.51%
2.52%
-2.03%
8.20%
2.94%
SCHD
-4.97%
-0.54%
-9.89%
1.26%
12.61%
10.39%
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FEM vs. SCHD - Expense Ratio Comparison
FEM has a 0.80% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
FEM vs. SCHD — Risk-Adjusted Performance Rank
FEM
SCHD
FEM vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets AlphaDEX Fund (FEM) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FEM vs. SCHD - Dividend Comparison
FEM's dividend yield for the trailing twelve months is around 3.22%, less than SCHD's 4.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEM First Trust Emerging Markets AlphaDEX Fund | 3.22% | 3.66% | 4.97% | 6.16% | 4.15% | 2.68% | 3.30% | 3.52% | 2.45% | 2.26% | 3.62% | 2.85% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
FEM vs. SCHD - Drawdown Comparison
The maximum FEM drawdown since its inception was -46.24%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FEM and SCHD. For additional features, visit the drawdowns tool.
Volatility
FEM vs. SCHD - Volatility Comparison
The current volatility for First Trust Emerging Markets AlphaDEX Fund (FEM) is 5.05%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 5.61%. This indicates that FEM experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.