Performance analysis of FEDM (FLEXSHARES ESG & CLIMATE DEVELOPED MARKETS EX-US CORE INDEX FUND)
Annual Return
Over the past 3 years, FEDM has had an average annual return of +14.02%, underperforming the benchmark SPY, which returned +22.45% annual.
Since Sep 21, 2021, FEDM has had an average annual return of +7.47%, underperforming the benchmark SPY, which returned +13.99% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.05% | +26.86% | +2.87% | +17.39% | -15.23% | +1.88% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.87% | +3.98% | -8.10% | +5.45% | +1.78% | -0.45% | +6.05% | ||||||
| 2025 | +4.10% | +1.76% | -0.13% | +4.11% | +4.66% | +1.82% | -2.22% | +3.65% | +2.43% | +0.11% | +1.86% | +2.10% | +26.86% |
| 2024 | -0.47% | +1.75% | +3.09% | -2.89% | +5.04% | -1.74% | +2.84% | +3.89% | +1.37% | -5.41% | -0.74% | -3.32% | +2.87% |
| 2023 | +8.80% | -3.21% | +2.84% | +3.35% | -4.81% | +4.45% | +2.38% | -3.72% | -4.14% | -2.85% | +9.05% | +5.40% | +17.39% |
| 2022 | -3.50% | -3.23% | +0.63% | -6.51% | +1.61% | -8.94% | +5.30% | -6.55% | -9.52% | +6.06% | +12.74% | -2.04% | -15.23% |
| 2021 | -1.71% | +3.96% | -4.69% | +4.61% | +1.88% |
Drawdown analysis of FEDM (FLEXSHARES ESG & CLIMATE DEVELOPED MARKETS EX-US CORE INDEX FUND)
The maximum drawdown for the FEDM was -29.36%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.
The current FEDM drawdown is -2.00%.
Since Sep 21, 2021 FEDM has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.36% | Nov 8, 2021 | 222 | Sep 27, 2022 | 361 | Mar 6, 2024 | 583 |
| -14.24% | Sep 26, 2024 | 132 | Apr 8, 2025 | 17 | May 2, 2025 | 149 |
| -11.92% | Feb 25, 2026 | 17 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -7.08% | Jul 12, 2024 | 16 | Aug 5, 2024 | 12 | Aug 21, 2024 | 28 |
| -4.97% | Oct 21, 2025 | 21 | Nov 19, 2025 | 23 | Dec 23, 2025 | 44 |
| -4.87% | Mar 27, 2024 | 15 | Apr 18, 2024 | 15 | May 9, 2024 | 30 |
| -4.41% | Jul 23, 2025 | 7 | Aug 1, 2025 | 11 | Aug 18, 2025 | 18 |
| -3.77% | Sep 23, 2021 | 9 | Oct 6, 2021 | 10 | Oct 20, 2021 | 19 |
| -3.65% | Jun 6, 2024 | 6 | Jun 14, 2024 | 16 | Jul 10, 2024 | 22 |
| -3.18% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -3.16% | Oct 6, 2025 | 4 | Oct 10, 2025 | 3 | Oct 15, 2025 | 7 |
| -2.79% | Jun 12, 2025 | 5 | Jun 20, 2025 | 6 | Jun 30, 2025 | 11 |
| -2.79% | Aug 22, 2025 | 6 | Sep 2, 2025 | 7 | Sep 11, 2025 | 13 |
| -2.32% | May 15, 2024 | 9 | May 29, 2024 | 5 | Jun 5, 2024 | 14 |
| -2.21% | Jan 12, 2026 | 5 | Jan 20, 2026 | 4 | Jan 26, 2026 | 9 |
| -1.93% | Jul 10, 2025 | 4 | Jul 16, 2025 | 5 | Jul 23, 2025 | 9 |
| -1.69% | Jan 27, 2026 | 7 | Feb 5, 2026 | 1 | Feb 6, 2026 | 8 |
| -1.45% | Sep 11, 2025 | 10 | Sep 25, 2025 | 3 | Sep 30, 2025 | 13 |
| -1.25% | Feb 11, 2026 | 5 | Feb 19, 2026 | 4 | Feb 25, 2026 | 9 |
| -1.16% | Jul 3, 2025 | 1 | Jul 7, 2025 | 2 | Jul 9, 2025 | 3 |
| -0.99% | May 27, 2025 | 1 | May 28, 2025 | 3 | Jun 2, 2025 | 4 |
| -0.98% | Sep 19, 2024 | 1 | Sep 20, 2024 | 4 | Sep 26, 2024 | 5 |
| -0.90% | Mar 7, 2024 | 5 | Mar 14, 2024 | 4 | Mar 20, 2024 | 9 |
| -0.88% | May 5, 2025 | 3 | May 8, 2025 | 5 | May 15, 2025 | 8 |
| -0.81% | Jun 2, 2025 | 1 | Jun 3, 2025 | 4 | Jun 9, 2025 | 5 |