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PEMX vs. FPA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEMX vs. FPA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Emerging Markets Ex-China ETF (PEMX) and First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEMX achieves a 37.04% return, which is significantly lower than FPA's 47.02% return.


PEMX

1D
0.38%
1M
8.00%
YTD
37.04%
6M
41.88%
1Y
68.11%
3Y*
32.32%
5Y*
10Y*

FPA

1D
-0.27%
1M
3.70%
YTD
47.02%
6M
47.32%
1Y
65.35%
3Y*
29.68%
5Y*
12.60%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEMX vs. FPA - Yearly Performance Comparison


2026 (YTD)202520242023
PEMX
Putnam Emerging Markets Ex-China ETF
37.04%34.01%17.21%15.13%
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
47.02%43.16%3.95%7.42%

Correlation

The correlation between PEMX and FPA is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since May 18, 2023

0.66

The correlation between PEMX and FPA has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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Return for Risk

PEMX vs. FPA — Risk / Return Rank

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

PEMX
PEMX Risk / Return Rank: 8989
Overall Rank
PEMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PEMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PEMX Omega Ratio Rank: 8989
Omega Ratio Rank
PEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PEMX Martin Ratio Rank: 8989
Martin Ratio Rank

FPA
FPA Risk / Return Rank: 8383
Overall Rank
FPA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FPA Sortino Ratio Rank: 7878
Sortino Ratio Rank
FPA Omega Ratio Rank: 8181
Omega Ratio Rank
FPA Calmar Ratio Rank: 8787
Calmar Ratio Rank
FPA Martin Ratio Rank: 8484
Martin Ratio Rank
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.

PEMX vs. FPA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Emerging Markets Ex-China ETF (PEMX) and First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA). 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.


PEMXFPADifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.49

1.42

+0.07

Calmar ratioReturn relative to maximum drawdown

4.56

4.32

+0.24

Martin ratioReturn relative to average drawdown

17.36

14.88

+2.48

PEMX vs. FPA - Sharpe Ratio Comparison

The current PEMX Sharpe Ratio is 2.79, which is comparable to the FPA Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of PEMX and FPA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PEMX vs. FPA - Drawdown Comparison

The maximum PEMX drawdown since its inception was -14.91%, smaller than the maximum FPA drawdown of -52.91%. Use the drawdown chart below to compare losses from any high point for PEMX and FPA.


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Drawdown Indicators


PEMXFPADifference

Max Drawdown

Largest peak-to-trough decline

-14.91%

-52.91%

+38.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-15.37%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-14.91%

-20.66%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.54%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

Current Drawdown

Current decline from peak

-2.98%

-6.94%

+3.96%

Average Drawdown

Average peak-to-trough decline

-2.86%

-13.47%

+10.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

4.46%

-0.67%

Volatility

PEMX vs. FPA - Volatility Comparison

The current volatility for Putnam Emerging Markets Ex-China ETF (PEMX) is 12.65%, while First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) has a volatility of 14.55%. This indicates that PEMX experiences smaller price fluctuations and is considered to be less risky than FPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEMXFPADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.65%

14.55%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

21.23%

24.45%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.64%

27.61%

-3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

24.43%

-5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

22.63%

-3.69%

PEMX vs. FPA - Expense Ratio Comparison

PEMX has a 0.85% expense ratio, which is higher than FPA's 0.80% expense ratio.


Dividends

PEMX vs. FPA - Dividend Comparison

PEMX's dividend yield for the trailing twelve months is around 5.11%, more than FPA's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FPA
First Trust Asia Pacific ex-Japan AlphaDEX Fund
3.63%4.71%3.40%3.02%4.22%5.12%1.59%3.90%2.81%3.15%2.42%1.74%
PEMX
Putnam Emerging Markets Ex-China ETF
5.11%7.00%5.00%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PEMX and FPA have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPA has higher volatility (14.55%) compared to PEMX (12.65%). In terms of maximum drawdown, PEMX dropped -14.91% vs FPA's -52.91%.

On 3-year performance, PEMX leads with 32.32% vs 29.68% for FPA. On fees, FPA is cheaper at 0.80% per year. On volatility, PEMX has been the lower-risk option at 12.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PEMX has performed better with a 32.32% return vs 29.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FPA is cheaper with a 0.80% expense ratio, compared with 0.85% for PEMX.

PEMX has the higher dividend yield at 5.11%, compared with 3.63% for FPA.

PEMX is categorized as Emerging Markets Diversified, while FPA is Asia Pacific Equities. They also come from different issuers: Putnam and First Trust. Their fees differ too: 0.85% for PEMX and 0.80% for FPA.

PEMX currently has the higher Sharpe Ratio (2.79 vs 2.41), 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.

Portfolio Optimizer

Find the right allocation for PEMX and FPA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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