FIRST TRUST EMERGING MARKETS ALPHADEX FUND
Symbol: FEM
Exchange: NASDAQ
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 18/04/2011
Latest date: 15/10/2026
Current price: $32.65
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
0.79%
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
3.41%
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
2.18%
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
25.54%
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
52.50%
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
73.50%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.099%
Best day
4.529%
Worst day
-4.748%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $32.43 | $32.71 | $32.34 | $32.65 | 99,100 |
| 14/10/2026 | $32.84 | $32.85 | $32.70 | $32.80 | 77,300 |
| 13/10/2026 | $33.03 | $33.15 | $33.01 | $33.13 | 54,300 |
| 12/10/2026 | $33.17 | $33.20 | $33.06 | $33.13 | 49,800 |
| 09/10/2026 | $33.05 | $33.18 | $33.05 | $33.16 | 82,400 |
| 08/10/2026 | $32.78 | $32.92 | $32.65 | $32.72 | 117,500 |
| 07/10/2026 | $33.02 | $33.09 | $32.89 | $32.94 | 84,200 |
| 06/10/2026 | $33.44 | $33.51 | $33.30 | $33.35 | 102,600 |
| 05/10/2026 | $33.31 | $33.43 | $33.26 | $33.31 | 66,200 |
| 02/10/2026 | $32.65 | $32.75 | $32.46 | $32.71 | 122,600 |