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 2022-10-21Cost/Risk/Yield
| Dividend yield | 7.46% |
| Expense ratio | 0.8% |
| Average spread | 0.534% |
| 1Y roundtrip cost | 1.334% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.4% | -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% |
| 2019 | 10.5% | -0.7% | 0.6% | -0.1% | -6.6% | 6.9% | 2.1% | -4.2% | 1.4% | 4.3% | 1.6% | 11.3% | 27.2% |
| 2018 | 8.1% | -4.9% | 1.2% | -6.1% | -2.0% | -6.4% | 3.5% | -5.7% | -2.1% | -10.1% | 5.4% | -4.7% | -23.7% |
| 2017 | 8.8% | 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% |
| 2013 | 5.9% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.12 | 0.81 | 0.75 | 1.68 | |||||||||
| 2021 | 0.51 | 0.43 | 0.73 | 0.84 | 2.51 | ||||||||
| 2020 | 0.18 | 0.34 | 0.42 | 0.25 | 1.19 | ||||||||
| 2019 | 0.38 | 0.70 | 0.65 | 1.73 | |||||||||
| 2018 | 0.18 | 0.49 | 0.42 | 0.41 | 1.51 | ||||||||
| 2017 | 0.29 | 0.74 | 0.44 | 1.47 | |||||||||
| 2016 | 0.02 | 0.28 | 0.32 | 0.11 | 0.73 | ||||||||
| 2015 | 0.29 | 0.33 | 0.26 | 0.89 | |||||||||
| 2014 | 0.05 | 0.22 | 0.42 | 0.44 | 1.13 | ||||||||
| 2013 | 0.09 | 0.17 | 0.24 | 0.15 | 0.64 | ||||||||
| 2012 | 0.32 | 0.23 | 0.14 | 0.68 | |||||||||
| 0.00 | 0.00 | 1.16 | 0.00 | 0.00 | 4.02 | 0.00 | 0.00 | 5.31 | 0.00 | 0.00 | 3.68 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Royal Bafokeng Platinum Limited | 1.23% |
| Hong Seng Consolidated Berhad | 1.08% |
| Harmony Gold Mining Co. Ltd. | 0.96% |
| BOE Varitronix Ltd | 0.96% |
| 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 Limited | 0.87% |
| PSG Group Limited | 0.86% |
| Kossan Rubber Industries Bhd. | 0.86% |
| African Rainbow Minerals Limited | 0.85% |
| Dogan Sirketler Grubu Holding A.S. | 0.84% |
| Tofas Turk Otomobil Fabrikasi A.S. | 0.84% |
| Top 15 Weights | 13.90% |
Compare with similar ETFs
| FEMS | FRDM | JHEM | LDEM | NIFE | RESE | |
|---|---|---|---|---|---|---|
| Product name | First Trust Emerging Markets Small Cap AlphaDEX Fund | Freedom 100 Emerging Markets ETF | John Hancock Multifactor Emerging Markets ETF | iShares ESG MSCI EM Leaders ETF | Direxion Fallen Knives ETF | WisdomTree Emerging Markets Dividend Fund |
| Issuer | First Trust | Alpha Architect | John Hancock | iShares | Direxion | WisdomTree |
| Price | $33.72 | $25.485 | $21.63 | $40.3425 | $45.1958 | $24.618 |
| Expense Ratio | 0.8% |  0.49% | 0.49% | 0.16% | 0.5% | 0.32% |
| Average Spread | 0.534% | 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 |
| Shares | 3,612,475 | 3,128,593 | 23,640,000 | 13,978,321 | 76,078 | 896,571 |
| Average Daily Volume | 21,297 | 63,589 | 66,790 | 30,820 | 7,799 | 3,410 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2012-02-15 | 2019-05-23 | 2018-09-27 | 2020-02-05 | 2020-06-11 | 2016-04-07 |
| Index Tracked | NASDAQ AlphaDEX Emerging Markets Small Cap Index | Life + Liberty Freedom 100 Emerging Markets Index | John Hancock Dimensional Emerging Markets Index | MSCI EM Extended ESG Leaders 5% Issuer Capped Index | Indxx US Fallen Knives Index | No Underlying Index |
| Category | Emerging Markets Equities | Foreign Large Cap Equities | Emerging Markets Equities | Emerging Markets Equities | Small Cap Blend Equities | Asia Pacific Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid/Small Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific | North America | Asia-Pacific |
| Countries | Broad | Broad | Broad | Broad | U.S. | Pacific ex-Japan |
| Annual Dividend Rate | $2.515 | $0.5 | $0.727 | $1.205 | $0 | $1.051 |
| Annual Dividend Yield | 0.075% | 0.020% | 0.034% | 0.030% | 0.000% | 0.043% |
| Number of Holdings | 199 | 100 | 697 | 476 | 50 | 298 |
| YTD Return | -12.02% | -23.05% | -24.96% | -29.36% | -20.95% | -28.18% |
| Beta | 0.95 | 0.94 | 0.78 | 0.64 | 0.70 | 0.71 |
| Upside Beta | 0.31 | 0.65 | 0.55 | 0.37 | 0.06 | 0.42 |
| Downside Beta | -0.42 | 0.12 | 0.12 | -0.60 | -0.88 | -0.50 |
| Volatility 1Y | 20.56% | 22.62% | 20.20% | 22.37% | 38.34% | 21.06% |
| Sharpe Ratio 3Y | 0.15 | -0.09 | -0.29 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.00 | 0.00 | -0.01 | 0.00 | 0.00 | 0.00 |