Find A Portfolio/Ticker
Comparison Box
FEM: First Trust Emerging Markets AlphaDEX® Fund (ETF)
Basic Info 22.83 0.07(0.31%) March 27
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (36%) |
Start Date: | 04/19/2011 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 5.58% |
Expenses | 0.80% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/19/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | 4.0 | 15.7 | 1.7 | 2.6 | 3.5 | 1.4 | 10.8 | -14.3 | 7.3 | -1.7 | 20.6 | -15.5 | 41.0 | 15.6 | -13.8 | -10.9 | -3.3 | 21.2 | -23.6 |
Sharpe Ratio | NA | 1.08 | 0.77 | -0.11 | 0.06 | 0.12 | 0.03 | 0.43 | -0.7 | 0.37 | -0.05 | 1.24 | -0.79 | 2.97 | 0.68 | -0.59 | -0.66 | -0.19 | 1.12 | -1.02 |
Draw Down(%) | NA | 3.2 | 13.3 | 31.7 | 43.0 | 46.2 | 46.2 | 13.3 | 28.6 | 13.4 | 43.0 | 12.4 | 26.2 | 7.1 | 12.5 | 31.2 | 20.1 | 18.6 | 20.5 | 32.4 |
Standard Deviation(%) | NA | 13.6 | 15.0 | 18.5 | 23.6 | 21.7 | 21.9 | 15.5 | 22.6 | 19.7 | 37.7 | 15.5 | 21.2 | 13.7 | 22.7 | 23.5 | 16.5 | 17.7 | 19.1 | 31.2 |
Treynor Ratio | NA | 0.14 | 0.11 | -0.02 | 0.01 | 0.02 | 0.01 | 0.07 | -0.16 | 0.07 | -0.02 | 0.17 | -0.15 | 0.3 | 0.13 | -0.11 | -0.1 | -0.03 | 0.2 | -0.33 |
Alpha | NA | 0.03 | 0.02 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.02 | 0.03 | -0.07 | -0.01 | 0.01 | 0.0 | 0.01 | 0.03 | -0.05 | 0.01 | 0.01 | -0.02 |
Beta | NA | 1.02 | 1.04 | 0.99 | 1.11 | 1.14 | 1.11 | 0.97 | 0.99 | 1.03 | 1.24 | 1.12 | 1.16 | 1.33 | 1.18 | 1.21 | 1.1 | 1.11 | 1.07 | 0.97 |
RSquared | NA | 0.71 | 0.68 | 0.7 | 0.78 | 0.79 | 0.8 | 0.6 | 0.78 | 0.7 | 0.85 | 0.82 | 0.83 | 0.74 | 0.82 | 0.87 | 0.74 | 0.77 | 0.83 | 0.82 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/19/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
Top Rated Funds in DIVERSIFIED EMERGING MKTS
Best Mutual Funds
- VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) 0.08% (99%)
- GEMMX (GMO EMERGING MARKETS FUND CLASS VI) 0.30% (97%)
- EMGYX (WELLS FARGO EMERGING MARKETS EQUITY FUND ADMINISTRATOR CLASS) 0.27% (96%)
- DFEVX (EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS) 0.0% (96%)
- HIEMX (VIRTUS EMERGING MARKETS OPPORTUNITIES FUND CLASS I) 0.14% (95%)
- AOTIX (ALLIANZGI EMERGING MARKETS OPPORTUNITIES FUND INSTITUTIONAL) 0.34% (95%)
- DEMSX (EMERGING MARKETS SMALL CAP PORTFOLIO EMERGING MARKETS SMALL CAP PORTFOLIO - INSTITUTIONAL CLASS) 0.35% (95%)
- RNWFX (NEW WORLD FUND INC CLASS R-5) 0.28% (94%)
- DFCEX (EMERGING MARKETS CORE EQUITY PORTFOLIO EMERGING MARKETS CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS) 0.0% (94%)
- IJEMX (VY(R) JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO CLASS I) 0.16% (93%)
Best ETFs
- EEM (iShares MSCI Emerging Markets ETF) 0.17% (100%)
- BKF (iShares MSCI BIC ETF) 0.38% (99%)
- DEM (WisdomTree Emerging Markets High Dividend Fund) 0.60% (99%)
- DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) 0.85% (98%)
- EWX (SPDR® S&P Emerging Markets Small Cap ETF) 0.32% (98%)
- PIE (Invesco DWA Emerging Markets Momentum ETF) 0.63% (98%)
- PXH (Invesco FTSE RAFI Emerging Markets ETF) 0.42% (97%)
- VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) 0.26% (97%)
- SCHE (Schwab Emerging Markets Equity ETF) 0.20% (43%)
- EMIF (iShares Emerging Markets Infrastructure ETF) 1.10% (43%)
Best Closed End Funds
- EMF (Templeton Emerging Markets Closed Fund) 0.08% (100%)
- IHD (Voya Emerging Markets High Dividend Equity Fund) 0.0% (35%)