FEMS vs. FNDF
Compare and contrast key facts about First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) and Schwab Fundamental International Large Company Index ETF (FNDF).
FEMS and FNDF 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. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013. Both FEMS and FNDF 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 FNDF.
Correlation
The correlation between FEMS and FNDF is 0.57, 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
FEMS vs. FNDF - Performance Comparison
Key characteristics
FEMS:
-0.01
FNDF:
0.58
FEMS:
0.12
FNDF:
0.92
FEMS:
1.02
FNDF:
1.12
FEMS:
-0.01
FNDF:
0.72
FEMS:
-0.03
FNDF:
2.11
FEMS:
7.36%
FNDF:
4.71%
FEMS:
19.06%
FNDF:
17.20%
FEMS:
-47.85%
FNDF:
-40.14%
FEMS:
-11.19%
FNDF:
-1.20%
Returns By Period
In the year-to-date period, FEMS achieves a -1.89% return, which is significantly lower than FNDF's 11.41% return. Over the past 10 years, FEMS has underperformed FNDF with an annualized return of 4.18%, while FNDF has yielded a comparatively higher 5.86% annualized return.
FEMS
-1.89%
-2.06%
-3.77%
-1.05%
11.56%
4.18%
FNDF
11.41%
0.35%
6.59%
10.59%
15.35%
5.86%
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FEMS vs. FNDF - Expense Ratio Comparison
FEMS has a 0.80% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Risk-Adjusted Performance
FEMS vs. FNDF — Risk-Adjusted Performance Rank
FEMS
FNDF
FEMS vs. FNDF - 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 Schwab Fundamental International Large Company Index ETF (FNDF). 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
FEMS vs. FNDF - Dividend Comparison
FEMS's dividend yield for the trailing twelve months is around 3.85%, more than FNDF's 3.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 3.85% | 3.97% | 4.65% | 4.55% | 6.25% | 2.90% | 4.37% | 4.68% | 3.39% | 2.42% | 3.28% | 3.48% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.60% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% |
Drawdowns
FEMS vs. FNDF - Drawdown Comparison
The maximum FEMS drawdown since its inception was -47.85%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FEMS and FNDF. For additional features, visit the drawdowns tool.
Volatility
FEMS vs. FNDF - Volatility Comparison
First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 10.90% and 11.43%, 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.