Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEM (First Trust Emerging Markets AlphaDEX Fund) | 20.28% | 41.41% | 20.55% | 7.31% | 9.68% | 4.22% | NA | … | … |
Data as of 06/04/2026, Common starting date is 04/19/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEM (First Trust Emerging Markets AlphaDEX Fund) | 04/19/2011 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | 41.41 | 20.55 | 7.31 | 9.68 | 4.22 | NA | … | … | 20.28 | 28.35 | 3.02 | 10.84 | -14.24 | 7.40 | -1.69 | 20.56 | -15.49 | 41.03 | 15.61 | -13.84 | -10.95 | -3.29 | 21.17 | -23.58 |
| Sharpe Ratio | NA | 2.26 | 1.03 | 0.28 | 0.40 | NA | NA | … | … | 2.39 | 1.45 | -0.04 | 0.47 | -0.70 | 0.37 | -0.05 | 1.23 | -0.80 | 2.97 | 0.68 | -0.59 | -0.66 | -0.19 | 1.12 | -1.02 |
| Standard Deviation(%) | NA | 17.42 | 17.48 | 18.39 | 21.14 | NA | NA | … | … | 21.99 | 17.61 | 16.22 | 15.46 | 22.58 | 19.67 | 37.74 | 15.48 | 21.16 | 13.66 | 22.68 | 23.50 | 16.54 | 17.68 | 19.10 | 31.17 |
| Draw Down(%) | NA | 9.31 | 18.79 | 31.73 | 46.21 | NA | NA | … | … | 9.31 | 16.43 | 11.78 | 13.33 | 28.58 | 13.44 | 43.02 | 12.37 | 26.22 | 7.06 | 12.52 | 31.21 | 20.13 | 18.58 | 20.53 | 32.38 |
| Yield(%) | 0.00 | 3.54 | 4.34 | 3.57 | 4.58 | 2.62 | 1.93 | … | … | 0.12 | 3.89 | 3.68 | 5.22 | 4.89 | 4.21 | 2.51 | 3.84 | 2.83 | 3.32 | 2.62 | 3.03 | 2.53 | 2.41 | 2.55 | 0.70 |
Data as of 06/04/2026, Common starting date is 04/19/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEM (First Trust Emerging Markets AlphaDEX Fund) |
-12.07%
Jan 2013 – Jan 2016 |
-7.03%
May 2011 – May 2016 |
0.72%
Oct 2012 – Oct 2022 |
4.04%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEM (First Trust Emerging Markets AlphaDEX Fund) |
22.03%
May 2023 – May 2026 |
12.56%
May 2016 – May 2021 |
10.32%
Feb 2016 – Feb 2026 |
4.04%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart