Performance analysis of FEMS (FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND)
Annual Return
Over the past 3 years, FEMS has had an average annual return of +13.69%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FEMS has had an average annual return of +4.43%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, FEMS has had an average annual return of +9.48%, underperforming the benchmark SPY, which returned +15.45% annual.
Since Feb 17, 2012, FEMS has had an average annual return of +6.89%, underperforming the benchmark SPY, which returned +14.69% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.18% | +16.46% | +1.87% | +3.54% | +1.88% | +3.69% | +7.81% | +28.91% | -22.61% | +48.98% | +14.02% | -14.08% |
| 2014 | 2013 | 2012 | |||||||||
| -6.95% | +6.28% | +14.75% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.24% | +5.91% | -4.07% | +4.56% | -1.48% | -0.05% | +12.18% | ||||||
| 2025 | -0.92% | -0.86% | +0.54% | -0% | +4.87% | +5.54% | +1.39% | +6.35% | +2.12% | -4.32% | +1.41% | -0.28% | +16.46% |
| 2024 | -1.25% | +2.90% | -0.47% | +0.78% | +3.84% | +1.55% | -0.17% | -2.46% | +4.81% | -4.77% | -0.28% | -2.19% | +1.87% |
| 2023 | +2.87% | -4.49% | -2.48% | -2.10% | -2.99% | +4.77% | +8.58% | -0.56% | -0.35% | -7.44% | +4.66% | +4.19% | +3.54% |
| 2022 | +0.39% | -2.21% | +3.31% | -5.58% | +1.28% | -8.55% | -1.64% | +3.39% | -7.69% | +4.39% | +15.47% | +1.52% | +1.88% |
| 2021 | -0.34% | +5.78% | +1.69% | +4.80% | +1.54% | +1.62% | -5.16% | +1.93% | -4.63% | -2.65% | -3.88% | +3.66% | +3.69% |
| 2020 | -6.98% | -6.55% | -26.74% | +10.64% | +8.28% | +9.92% | +6.57% | +1.84% | -3.79% | -3.31% | +16.54% | +9.27% | +7.81% |
| 2019 | +10.50% | -0.67% | +0.62% | -0.08% | -6.61% | +6.87% | +2.08% | -4.16% | +1.39% | +4.31% | +1.64% | +11.30% | +28.91% |
| 2018 | +8.15% | -4.93% | +1.20% | -6.06% | -2.01% | -6.36% | +3.45% | -5.69% | -2.06% | -10.14% | +5.39% | -4.66% | -22.61% |
| 2017 | +8.76% | +6.69% | +4.02% | +0.25% | -1.23% | +3.21% | +6.56% | +7.76% | -0.57% | +2.08% | -3.74% | +7.66% | +48.98% |
Drawdown analysis of FEMS (FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND)
The maximum drawdown for the FEMS was -47.83%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current FEMS drawdown is -4.87%.
Since Feb 17, 2012 FEMS has experienced the following drawdowns:
- 40% or more: 2 times
- 30% or more: 3 times
- 20% or more: 3 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.83% | Jan 26, 2018 | 541 | Mar 23, 2020 | 201 | Jan 7, 2021 | 742 |
| -45.48% | Mar 13, 2012 | 57 | Jun 4, 2012 | 1313 | Aug 22, 2017 | 1370 |
| -30.42% | Jun 3, 2021 | 334 | Sep 29, 2022 | 691 | Jul 3, 2025 | 1025 |
| -8.59% | Feb 26, 2026 | 16 | Mar 20, 2026 | 14 | Apr 10, 2026 | 30 |
| -8.30% | Sep 15, 2017 | 57 | Dec 6, 2017 | 16 | Dec 29, 2017 | 73 |
| -7.20% | May 6, 2026 | 9 | May 19, 2026 | Ongoing | Ongoing | Ongoing |
| -6.77% | Apr 29, 2021 | 12 | May 17, 2021 | 9 | May 28, 2021 | 21 |
| -6.67% | Oct 1, 2025 | 37 | Nov 21, 2025 | 31 | Jan 8, 2026 | 68 |
| -5.90% | Feb 17, 2021 | 13 | Mar 8, 2021 | 22 | Apr 8, 2021 | 35 |
| -4.78% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -4.71% | Apr 17, 2026 | 8 | Apr 29, 2026 | 5 | May 6, 2026 | 13 |
| -4.01% | Jan 27, 2026 | 7 | Feb 5, 2026 | 4 | Feb 11, 2026 | 11 |
| -1.80% | Apr 8, 2021 | 2 | Apr 12, 2021 | 4 | Apr 16, 2021 | 6 |
| -1.71% | Sep 17, 2025 | 7 | Sep 26, 2025 | 3 | Oct 1, 2025 | 10 |
| -1.69% | Jan 14, 2021 | 1 | Jan 15, 2021 | 2 | Jan 20, 2021 | 3 |
| -1.58% | Jul 23, 2025 | 6 | Jul 31, 2025 | 4 | Aug 6, 2025 | 10 |
| -1.32% | Aug 25, 2025 | 5 | Sep 2, 2025 | 3 | Sep 5, 2025 | 8 |
| -1.13% | Jan 8, 2021 | 1 | Jan 11, 2021 | 2 | Jan 13, 2021 | 3 |
| -1.07% | Jul 3, 2025 | 2 | Jul 8, 2025 | 7 | Jul 17, 2025 | 9 |
| -1.05% | Feb 11, 2026 | 1 | Feb 12, 2026 | 4 | Feb 19, 2026 | 5 |
| -0.90% | Jan 12, 2018 | 1 | Jan 16, 2018 | 1 | Jan 17, 2018 | 2 |
| -0.89% | Sep 11, 2017 | 2 | Sep 13, 2017 | 2 | Sep 15, 2017 | 4 |
| -0.85% | Aug 12, 2025 | 2 | Aug 14, 2025 | 6 | Aug 22, 2025 | 8 |
| -0.80% | Jan 22, 2018 | 1 | Jan 23, 2018 | 1 | Jan 24, 2018 | 2 |
| -0.75% | Sep 7, 2017 | 1 | Sep 8, 2017 | 1 | Sep 11, 2017 | 2 |