First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS)

Description

The investment seeks to track the performance of the NASDAQ AlphaDEX Emerging Markets Small Cap Index. The FEMS ETF contains 199 constituents. It is focused on blend holdings in the Asia-Pacific region.

Price $33.72 as of 2022-10-21

Cost/Risk/Yield

Dividend yield7.46%
Expense ratio0.8%
Average spread0.534%
1Y roundtrip cost1.334%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.4%-2.2%3.3%-5.6%1.3%-8.5%-1.6%3.4%-7.7%5.7%-11.6%
2021-0.3%5.8%1.7%4.8%1.6%1.6%-5.2%1.9%-4.6%-2.6%-3.9%3.7%4.5%
2020-7.0%-6.6%-26.7%10.6%8.3%9.9%6.6%1.8%-3.8%-3.3%16.5%9.3%15.7%
201910.5%-0.7%0.6%-0.1%-6.6%6.9%2.1%-4.2%1.4%4.3%1.6%11.3%27.2%
20188.1%-4.9%1.2%-6.1%-2.0%-6.4%3.5%-5.7%-2.1%-10.1%5.4%-4.7%-23.7%
20178.8%6.7%4.0%0.2%-1.2%3.2%6.6%7.8%-0.6%2.1%-3.7%7.7%41.5%
2016-5.1%3.1%10.2%1.0%-3.2%5.3%8.5%0.6%2.2%-0.9%-7.0%0.1%14.6%
2015-0.7%2.7%-0.9%12.0%-1.2%-6.3%-9.1%-10.6%-0.7%6.1%-2.3%-2.0%-13.0%
2014-3.8%7.4%-1.4%-1.7%3.7%-0.1%1.9%2.9%-5.6%-4.1%-0.5%-5.0%-6.4%
20135.9%1.2%0.1%2.8%-0.4%-11.2%0.3%-5.8%9.9%3.1%1.3%0.5%7.7%
2012-2.2%-5.7%-9.1%1.1%4.3%2.1%3.8%5.0%4.0%9.7%13.1%
16.8%12.4%-10.1%12.3%-8.9%-4.5%17.8%-5.7%-7.8%5.2%11.5%30.5%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.120.810.751.68
20210.510.430.730.842.51
20200.180.340.420.251.19
20190.380.700.651.73
20180.180.490.420.411.51
20170.290.740.441.47
20160.020.280.320.110.73
20150.290.330.260.89
20140.050.220.420.441.13
20130.090.170.240.150.64
20120.320.230.140.68
0.000.001.160.000.004.020.000.005.310.000.003.68

Sectors and Top Holdings

Security % Assets
Royal Bafokeng Platinum Limited1.23%
Hong Seng Consolidated Berhad1.08%
Harmony Gold Mining Co. Ltd.0.96%
BOE Varitronix Ltd0.96%
Turkiye Petrol Rafinerileri A.S.0.95%
DMCI Holdings Inc.0.91%
Aksa Akrilik Kimya Sanayi A.S.0.90%
Faraday Technology Corp.0.90%
National Aluminium Co. Ltd.0.89%
CIMC Enric Holdings Limited0.87%
PSG Group Limited0.86%
Kossan Rubber Industries Bhd.0.86%
African Rainbow Minerals Limited0.85%
Dogan Sirketler Grubu Holding A.S.0.84%
Tofas Turk Otomobil Fabrikasi A.S.0.84%
Top 15 Weights13.90%

Compare with similar ETFs

FEMS FRDM JHEM LDEM NIFE RESE
Product nameFirst Trust Emerging Markets Small Cap AlphaDEX FundFreedom 100 Emerging Markets ETFJohn Hancock Multifactor Emerging Markets ETFiShares ESG MSCI EM Leaders ETFDirexion Fallen Knives ETFWisdomTree Emerging Markets Dividend Fund
IssuerFirst TrustAlpha ArchitectJohn HancockiSharesDirexionWisdomTree
Price$33.72$25.485$21.63$40.3425$45.1958$24.618
Expense Ratio0.8%better0.49%better0.49%better0.16%better0.5%better0.32%
Average Spread0.534%0.471%0.185%0.273%0.376%0.406%
AUM$121,813,000$79,732,200$511,333,000$563,920,000$3,438,410$22,071,800
Shares3,612,4753,128,59323,640,00013,978,32176,078896,571
Average Daily Volume21,29763,58966,79030,8207,7993,410
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2012-02-152019-05-232018-09-272020-02-052020-06-112016-04-07
Index TrackedNASDAQ AlphaDEX Emerging Markets Small Cap IndexLife + Liberty Freedom 100 Emerging Markets IndexJohn Hancock Dimensional Emerging Markets IndexMSCI EM Extended ESG Leaders 5% Issuer Capped IndexIndxx US Fallen Knives IndexNo Underlying Index
CategoryEmerging Markets EquitiesForeign Large Cap EquitiesEmerging Markets EquitiesEmerging Markets EquitiesSmall Cap Blend EquitiesAsia Pacific Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid/Small CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsLarge/Mid/Small CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionAsia-PacificAsia-PacificAsia-PacificAsia-PacificNorth AmericaAsia-Pacific
CountriesBroadBroadBroadBroadU.S.Pacific ex-Japan
Annual Dividend Rate$2.515$0.5$0.727$1.205$0$1.051
Annual Dividend Yield0.075%0.020%0.034%0.030%0.000%0.043%
Number of Holdings19910069747650298
YTD Return-12.02%-23.05%-24.96%-29.36%-20.95%-28.18%
Beta0.950.940.780.640.700.71
Upside Beta0.310.650.550.370.060.42
Downside Beta-0.420.120.12-0.60-0.88-0.50
Volatility 1Y20.56%22.62%20.20%22.37%38.34%21.06%
Sharpe Ratio 3Y0.15-0.09-0.290.000.000.00
Treynor Ratio 3Y0.000.00-0.010.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew