FTHF vs. TEMX

Last updated Jun 24, 2026

FTHF (First Trust Emerging Markets Human Flourishing ETF) and TEMX (Touchstone Sands Capital Emerging Markets ex-China Growth ETF) are both Emerging Markets Diversified funds. FTHF is passively managed, while TEMX is actively managed. Over the past year, FTHF returned 99.98% vs 42.77% for TEMX. Their correlation of 0.84 suggests significant overlap in exposure. FTHF charges 0.75%/yr vs 0.79%/yr for TEMX.

Performance

FTHF vs. TEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Emerging Markets Human Flourishing ETF (FTHF) and Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTHF achieves a 48.98% return, which is significantly higher than TEMX's 27.50% return.

FTHF

• 1D: -6.80%
• 1M: 6.57%
• YTD: 48.98%
• 6M: 51.53%
• 1Y: 99.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TEMX

• 1D: -5.63%
• 1M: 6.37%
• YTD: 27.50%
• 6M: 29.57%
• 1Y: 42.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTHF vs. TEMX - Yearly Performance Comparison

	2026 (YTD)	2025
FTHF First Trust Emerging Markets Human Flourishing ETF	48.98%	53.83%
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	27.50%	21.36%

Correlation

The correlation between FTHF and TEMX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Feb 26, 2025	0.84

The correlation between FTHF and TEMX has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Return for Risk

FTHF vs. TEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTHF

FTHF Risk / Return Rank: 87
FTHF Sharpe Ratio Rank: 89
FTHF Sortino Ratio Rank: 79
FTHF Omega Ratio Rank: 89
FTHF Calmar Ratio Rank: 93
FTHF Martin Ratio Rank: 86

TEMX

TEMX Risk / Return Rank: 59
TEMX Sharpe Ratio Rank: 56
TEMX Sortino Ratio Rank: 51
TEMX Omega Ratio Rank: 59
TEMX Calmar Ratio Rank: 64
TEMX Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTHF vs. TEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Human Flourishing ETF (FTHF) and Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTHF	TEMX	Difference
Sharpe ratio: Return per unit of total volatility	2.79	1.71	+1.07
Sortino ratio: Return per unit of downside risk	3.22	2.27	+0.95
Omega ratio: Gain probability vs. loss probability	1.52	1.33	+0.19
Calmar ratio: Return relative to maximum drawdown	6.16	2.88	+3.29
Martin ratio: Return relative to average drawdown	16.85	10.84	+6.02

FTHF vs. TEMX - Sharpe Ratio Comparison

The current FTHF Sharpe Ratio is 2.79, which is higher than the TEMX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FTHF and TEMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTHF vs. TEMX - Drawdown Comparison

The maximum FTHF drawdown since its inception was -17.36%, which is greater than TEMX's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for FTHF and TEMX.

Drawdown Indicators

	FTHF	TEMX	Difference
Max Drawdown Largest peak-to-trough decline	-17.36%	-14.95%	-2.41%
Max Drawdown (1Y) Largest decline over 1 year	-16.31%	-14.95%	-1.36%
Current Drawdown Current decline from peak	-6.80%	-5.63%	-1.17%
Average Drawdown Average peak-to-trough decline	-4.22%	-2.44%	-1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.95%	3.96%	+1.99%

Volatility

FTHF vs. TEMX - Volatility Comparison

First Trust Emerging Markets Human Flourishing ETF (FTHF) has a higher volatility of 17.38% compared to Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) at 13.97%. This indicates that FTHF's price experiences larger fluctuations and is considered to be riskier than TEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTHF	TEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.38%	13.97%	+3.41%
Volatility (6M) Calculated over the trailing 6-month period	28.89%	23.02%	+5.87%
Volatility (1Y) Calculated over the trailing 1-year period	36.06%	25.09%	+10.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.89%	24.83%	+2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.89%	24.83%	+2.06%

FTHF vs. TEMX - Expense Ratio Comparison

FTHF has a 0.75% expense ratio, which is lower than TEMX's 0.79% expense ratio.

Dividends

FTHF vs. TEMX - Dividend Comparison

FTHF's dividend yield for the trailing twelve months is around 3.03%, more than TEMX's 0.85% yield.

Position	TTM	2025	2024	2023
FTHF First Trust Emerging Markets Human Flourishing ETF	3.03%	4.40%	3.34%	0.51%
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF	0.85%	1.08%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTHF and TEMX in my portfolio?

FTHF and TEMX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTHF or TEMX?

FTHF has higher volatility (17.38%) compared to TEMX (13.97%). In terms of maximum drawdown, FTHF dropped -17.36% vs TEMX's -14.95%.

Which ETF is better, FTHF or TEMX?

On 1-year performance, FTHF leads with 99.98% vs 42.77% for TEMX. On fees, FTHF is cheaper at 0.75% per year. On volatility, TEMX has been the lower-risk option at 13.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTHF or TEMX?

Over the 1-year period, FTHF has performed better with a 99.98% return vs 42.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTHF or TEMX?

FTHF is cheaper with a 0.75% expense ratio, compared with 0.79% for TEMX.

Which ETF pays a higher dividend yield, FTHF or TEMX?

FTHF has the higher dividend yield at 3.03%, compared with 0.85% for TEMX.

What is the main difference between FTHF and TEMX?

They also come from different issuers: First Trust and Touchstone. Their fees differ too: 0.75% for FTHF and 0.79% for TEMX.

Which has better risk-adjusted returns?

FTHF currently has the higher Sharpe Ratio (2.79 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.