Performance analysis of FEM (FIRST TRUST EMERGING MARKETS ALPHADEX FUND)
Annual Return
Over the past 3 years, FEM has had an average annual return of +21.31%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FEM has had an average annual return of +7.75%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, FEM has had an average annual return of +9.90%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Apr 19, 2011, FEM has had an average annual return of +4.14%, underperforming the benchmark SPY, which returned +14.30% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +22.12% | +28.34% | +2.99% | +10.81% | -14.21% | +7.35% | -1.69% | +20.58% | -15.50% | +41.02% | +15.62% | -13.84% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| -10.94% | -3.29% | +21.17% | -23.58% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.68% | +6.47% | -4.36% | +11.44% | -2.10% | +2.09% | +22.12% | ||||||
| 2025 | +0.71% | +0.62% | +2.57% | -1.13% | +4.08% | +5.79% | +1.21% | +6.13% | +3.82% | -0.44% | +0.35% | +1.80% | +28.34% |
| 2024 | +0.77% | +3.68% | -0.68% | +3.28% | +3.68% | -1.26% | -1.54% | -1.95% | +5.08% | -5.46% | -0.89% | -1.26% | +2.99% |
| 2023 | +5.33% | -4.55% | +0.47% | +1.98% | -6.34% | +7.12% | +9.35% | -6.48% | -1.54% | -5.41% | +6.81% | +5.38% | +10.81% |
| 2022 | -0.61% | -0.10% | -2.89% | -4.93% | +1.55% | -9.88% | -0.57% | -0.57% | -9.92% | -0.10% | +15.86% | -0.78% | -14.21% |
| 2021 | -0.39% | +2.86% | +1.98% | +4.58% | +2.42% | -0.04% | -3.88% | +4.84% | -2.55% | -3.12% | -4.21% | +5.29% | +7.35% |
| 2020 | -5.32% | -8.27% | -23.56% | +10.23% | +4.33% | +4.72% | +9% | +0.21% | -3.63% | -2.35% | +11.12% | +7.67% | -1.69% |
| 2019 | +11.30% | -1.45% | +0.03% | -0.52% | -5.82% | +8.94% | -2.93% | -4.58% | +2.74% | +2.76% | +0.70% | +9.34% | +20.58% |
| 2018 | +9.75% | -4.21% | -0.08% | -2.52% | -2.59% | -5.96% | +3.06% | -5.37% | +1.11% | -7.86% | +2.90% | -3.63% | -15.50% |
| 2017 | +8.36% | +2.23% | +1.98% | -0.66% | +1.05% | +2.60% | +9.35% | +4.29% | +3.43% | -0.04% | -2.12% | +5.01% | +41.02% |
Drawdown analysis of FEM (FIRST TRUST EMERGING MARKETS ALPHADEX FUND)
The maximum drawdown for the FEM was -46.20%, occurring on Mar 18, 2020. Recovery took 287 trading sessions.
The current FEM drawdown is -1.10%.
Since Apr 19, 2011 FEM has experienced the following drawdowns:
- 40% or more: 2 times
- 30% or more: 3 times
- 20% or more: 3 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.20% | Jan 26, 2018 | 538 | Mar 18, 2020 | 287 | May 7, 2021 | 825 |
| -41.79% | Apr 27, 2011 | 1190 | Jan 20, 2016 | 403 | Aug 24, 2017 | 1593 |
| -31.71% | Sep 13, 2021 | 275 | Oct 14, 2022 | 399 | May 17, 2024 | 674 |
| -18.82% | May 17, 2024 | 222 | Apr 8, 2025 | 44 | Jun 11, 2025 | 266 |
| -9.30% | Feb 25, 2026 | 17 | Mar 20, 2026 | 13 | Apr 9, 2026 | 30 |
| -8.61% | Jun 2, 2021 | 56 | Aug 20, 2021 | 11 | Sep 7, 2021 | 67 |
| -7.06% | Oct 5, 2017 | 44 | Dec 7, 2017 | 16 | Jan 2, 2018 | 60 |
| -6.22% | May 11, 2026 | 6 | May 19, 2026 | Ongoing | Ongoing | Ongoing |
| -4.85% | Nov 12, 2025 | 7 | Nov 21, 2025 | 21 | Dec 23, 2025 | 28 |
| -4.67% | Sep 20, 2017 | 4 | Sep 26, 2017 | 7 | Oct 5, 2017 | 11 |
| -4.66% | Jan 28, 2026 | 6 | Feb 5, 2026 | 4 | Feb 11, 2026 | 10 |
| -4.53% | Sep 22, 2025 | 14 | Oct 10, 2025 | 16 | Nov 3, 2025 | 30 |
| -4.32% | May 7, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -3.00% | Jun 12, 2025 | 5 | Jun 20, 2025 | 4 | Jun 26, 2025 | 9 |
| -2.79% | Jul 24, 2025 | 6 | Aug 1, 2025 | 3 | Aug 6, 2025 | 9 |
| -1.99% | Nov 3, 2025 | 1 | Nov 4, 2025 | 2 | Nov 6, 2025 | 3 |
| -1.67% | Apr 17, 2026 | 4 | Apr 23, 2026 | 5 | Apr 30, 2026 | 9 |
| -1.66% | Aug 22, 2025 | 8 | Sep 4, 2025 | 2 | Sep 8, 2025 | 10 |
| -1.32% | Feb 11, 2026 | 3 | Feb 17, 2026 | 3 | Feb 20, 2026 | 6 |
| -1.28% | Jul 3, 2025 | 1 | Jul 7, 2025 | 8 | Jul 17, 2025 | 9 |
| -1.21% | May 6, 2026 | 1 | May 7, 2026 | 2 | May 11, 2026 | 3 |
| -1.12% | Aug 13, 2025 | 1 | Aug 14, 2025 | 6 | Aug 22, 2025 | 7 |
| -1.08% | Jan 12, 2018 | 1 | Jan 16, 2018 | 1 | Jan 17, 2018 | 2 |
| -1.04% | Dec 26, 2025 | 3 | Dec 31, 2025 | 1 | Jan 2, 2026 | 4 |
| -0.99% | Sep 7, 2021 | 1 | Sep 8, 2021 | 1 | Sep 9, 2021 | 2 |