Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund) | 10.02% | 4.63% | 11.28% | 7.60% | 7.47% | NA | NA | 6.20% |
Data as of 07/25/2025, AR inception is 02/17/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund) | 02/17/2012 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.63 | 4.63 | 11.28 | 7.60 | 7.47 | NA | NA | 6.20 | 10.02 | 1.88 | 3.55 | 1.84 | 3.77 | 7.81 | 28.92 | -22.61 | 48.98 | 14.02 | -14.08 | -6.96 | 6.29 | 14.76 |
| Sharpe Ratio | NA | -0.07 | 0.49 | 0.30 | 0.24 | NA | NA | 0.19 | 0.77 | -0.29 | -0.04 | 0.02 | 0.21 | 0.21 | 1.83 | -1.19 | 3.63 | 0.63 | -0.56 | -0.42 | 0.34 | 0.27 |
| Standard Deviation(%) | NA | 18.71 | 17.62 | 18.11 | 21.12 | NA | NA | 25.58 | 19.43 | 16.37 | 16.39 | 21.26 | 17.95 | 35.67 | 15.07 | 20.21 | 13.38 | 21.79 | 25.14 | 16.48 | 18.27 | 63.48 |
| Draw Down(%) | NA | 20.72 | 21.29 | 30.40 | 47.82 | NA | NA | 47.82 | 16.85 | 10.29 | 13.59 | 21.21 | 19.28 | 43.98 | 13.25 | 31.23 | 8.29 | 12.11 | 31.59 | 18.30 | 20.42 | 45.48 |
| Yield(%) | 0.00 | 1.94 | 4.09 | 4.62 | 4.90 | 3.79 | 2.85 | 4.38 | 0.00 | 3.95 | 4.62 | 4.35 | 6.10 | 2.96 | 5.37 | 3.43 | 4.82 | 2.77 | 2.75 | 3.18 | 1.81 | 2.20 |
Data as of 07/25/2025, AR inception is 02/17/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund) |
-8.69%
Jan 2013 - Jan 2016 |
-1.95%
Apr 2015 - Apr 2020 |
3.11%
May 2013 - May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund) |
19.68%
Mar 2020 - Mar 2023 |
14.63%
May 2016 - May 2021 |
7.67%
May 2012 - May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart