FIRST TRUST EMERGING MARKETS ALPHADEX FUND
Symbol: FEM
Exchange: NASDAQ
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 18/04/2011
Latest date: 20/07/2026
Current price: $30.56
Expense ratio: 0.80%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-6.72%
Ann. -31.67% (Sharpe / Sortino numerator)
Volatility
28.68%
Sharpe ratio
-1.231
VaR 95%
-3.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-6.55%
Ann. 40.55% (Sharpe / Sortino numerator)
Volatility
22.40%
Sharpe ratio
1.648
VaR 95%
-2.86%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.46%
Ann. 27.07% (Sharpe / Sortino numerator)
Volatility
19.49%
Sharpe ratio
1.202
VaR 95%
-1.94%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
24.44%
Ann. 36.51% (Sharpe / Sortino numerator)
Volatility
19.42%
Sharpe ratio
1.693
VaR 95%
-1.53%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.56%
Ann. 17.97% (Sharpe / Sortino numerator)
Volatility
18.10%
Sharpe ratio
0.793
VaR 95%
-1.63%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
51.55%
Ann. 17.15% (Sharpe / Sortino numerator)
Volatility
17.10%
Sharpe ratio
0.791
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.095%
Best day
4.529%
Worst day
-4.747%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $30.71 | $31.06 | $30.54 | $30.56 | 112,400 |
| 17/07/2026 | $30.45 | $30.85 | $30.39 | $30.82 | 97,800 |
| 16/07/2026 | $31.40 | $31.51 | $31.25 | $31.34 | 73,700 |
| 15/07/2026 | $31.84 | $31.93 | $31.49 | $31.85 | 112,000 |
| 14/07/2026 | $31.59 | $31.74 | $31.53 | $31.66 | 94,700 |
| 13/07/2026 | $31.70 | $32.06 | $31.41 | $31.44 | 102,900 |
| 10/07/2026 | $31.85 | $32.11 | $31.76 | $32.07 | 76,800 |
| 09/07/2026 | $31.53 | $31.76 | $31.53 | $31.71 | 85,100 |
| 08/07/2026 | $31.07 | $31.42 | $30.93 | $31.37 | 254,500 |
| 07/07/2026 | $31.29 | $31.40 | $30.98 | $31.10 | 107,700 |