FEM vs. VWO
Compare and contrast key facts about First Trust Emerging Markets AlphaDEX Fund (FEM) and Vanguard FTSE Emerging Markets ETF (VWO).
FEM and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both FEM and VWO 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 VWO.
Correlation
The correlation between FEM and VWO is 0.65, 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. VWO - Performance Comparison
Key characteristics
FEM:
-0.10
VWO:
0.55
FEM:
0.05
VWO:
0.92
FEM:
1.01
VWO:
1.12
FEM:
-0.07
VWO:
0.54
FEM:
-0.16
VWO:
1.77
FEM:
7.81%
VWO:
5.88%
FEM:
19.95%
VWO:
18.47%
FEM:
-46.24%
VWO:
-67.68%
FEM:
-5.27%
VWO:
-6.41%
Returns By Period
In the year-to-date period, FEM achieves a 5.77% return, which is significantly higher than VWO's 5.13% return. Over the past 10 years, FEM has underperformed VWO with an annualized return of 2.94%, while VWO has yielded a comparatively higher 3.65% annualized return.
FEM
5.77%
9.51%
2.52%
-2.03%
8.20%
2.94%
VWO
5.13%
8.85%
1.34%
10.07%
8.14%
3.65%
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FEM vs. VWO - Expense Ratio Comparison
FEM has a 0.80% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
FEM vs. VWO — Risk-Adjusted Performance Rank
FEM
VWO
FEM vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets AlphaDEX Fund (FEM) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
FEM's dividend yield for the trailing twelve months is around 3.22%, more than VWO's 3.06% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 3.06% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
FEM vs. VWO - Drawdown Comparison
The maximum FEM drawdown since its inception was -46.24%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FEM and VWO. For additional features, visit the drawdowns tool.
Volatility
FEM vs. VWO - Volatility Comparison
First Trust Emerging Markets AlphaDEX Fund (FEM) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 5.05% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.