Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund) | 10.40% | 18.36% | 12.83% | 4.36% | 9.56% | NA | NA | … | … |
Data as of 06/11/2026, Common starting date 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 | 06/11/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.64 | 18.36 | 12.83 | 4.36 | 9.56 | NA | NA | … | … | 10.40 | 16.48 | 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 | 0.96 | 0.49 | 0.06 | 0.36 | NA | NA | … | … | 0.74 | 0.83 | -0.11 | -0.01 | 0.02 | 0.21 | 0.21 | 1.82 | -1.19 | 3.63 | 0.63 | -0.56 | -0.42 | 0.34 | 0.27 |
| Standard Deviation(%) | NA | 16.52 | 17.04 | 17.78 | 20.18 | NA | NA | … | … | 20.77 | 16.53 | 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 | 8.97 | 21.10 | 26.89 | 47.82 | NA | NA | … | … | 8.97 | 16.65 | 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 | 4.91 | 4.80 | 3.89 | 5.72 | 4.25 | 3.19 | … | … | 0.71 | 4.77 | 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 06/11/2026, Common starting date 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 |
10.66%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart