Correlation
The correlation between FEMS and EEMS is 0.55, 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.
FEMS vs. EEMS
Compare and contrast key facts about First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS).
FEMS and EEMS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEMS is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX EM Small Cap Index. It was launched on Feb 15, 2012. EEMS is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap Index. It was launched on Aug 16, 2011. Both FEMS and EEMS 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: FEMS or EEMS.
Performance
FEMS vs. EEMS - Performance Comparison
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Key characteristics
FEMS:
-0.10
EEMS:
0.23
FEMS:
-0.09
EEMS:
0.37
FEMS:
0.99
EEMS:
1.05
FEMS:
-0.14
EEMS:
0.15
FEMS:
-0.39
EEMS:
0.44
FEMS:
7.60%
EEMS:
6.86%
FEMS:
18.78%
EEMS:
16.86%
FEMS:
-47.85%
EEMS:
-48.89%
FEMS:
-6.24%
EEMS:
-2.43%
Returns By Period
In the year-to-date period, FEMS achieves a 3.58% return, which is significantly lower than EEMS's 5.51% return. Over the past 10 years, FEMS has outperformed EEMS with an annualized return of 4.92%, while EEMS has yielded a comparatively lower 4.45% annualized return.
FEMS
3.58%
4.87%
1.31%
-1.90%
4.69%
10.29%
4.92%
EEMS
5.51%
7.28%
3.21%
3.94%
6.99%
13.71%
4.45%
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FEMS vs. EEMS - Expense Ratio Comparison
FEMS has a 0.80% expense ratio, which is higher than EEMS's 0.69% expense ratio.
Risk-Adjusted Performance
FEMS vs. EEMS — Risk-Adjusted Performance Rank
FEMS
EEMS
FEMS vs. EEMS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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.
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Dividends
FEMS vs. EEMS - Dividend Comparison
FEMS's dividend yield for the trailing twelve months is around 3.65%, more than EEMS's 2.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 3.65% | 3.97% | 4.65% | 4.55% | 6.25% | 2.90% | 4.38% | 4.68% | 3.39% | 2.42% | 3.28% | 3.49% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.46% | 2.60% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% |
Drawdowns
FEMS vs. EEMS - Drawdown Comparison
The maximum FEMS drawdown since its inception was -47.85%, roughly equal to the maximum EEMS drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for FEMS and EEMS.
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Volatility
FEMS vs. EEMS - Volatility Comparison
The current volatility for First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) is 3.69%, while iShares MSCI Emerging Markets Small-Cap ETF (EEMS) has a volatility of 4.14%. This indicates that FEMS experiences smaller price fluctuations and is considered to be less risky than EEMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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