FIRST TRUST EMERGING MARKETS ALPHADEX FUND
Symbol: FEM
Exchange: NASDAQ
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 18/04/2011
Latest date: 03/06/2026
Current price: $32.90
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
-0.66%
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
10.04%
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
22.39%
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
42.41%
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
41.93%
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
75.20%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.147%
Best day
4.529%
Worst day
-4.438%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $33.07 | $35.61 | $32.82 | $32.90 | 89,400 |
| 02/06/2026 | $33.13 | $33.41 | $33.11 | $33.36 | 71,300 |
| 01/06/2026 | $32.96 | $33.29 | $32.96 | $33.15 | 78,100 |
| 29/05/2026 | $32.80 | $32.82 | $32.60 | $32.68 | 66,600 |
| 28/05/2026 | $32.72 | $33.10 | $32.56 | $32.91 | 102,800 |
| 27/05/2026 | $33.18 | $33.29 | $33.01 | $33.12 | 110,500 |
| 26/05/2026 | $33.18 | $33.39 | $33.15 | $33.38 | 116,200 |
| 22/05/2026 | $32.54 | $32.76 | $32.45 | $32.61 | 85,200 |
| 21/05/2026 | $31.95 | $32.29 | $31.83 | $32.14 | 376,700 |
| 20/05/2026 | $31.68 | $32.11 | $31.67 | $32.08 | 81,300 |