FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND
Symbol: FEMS
Exchange: NASDAQ
Sector: Technology
Category: Diversified Emerging Mkts
Inception Date: 15/02/2012
Latest Date: 17/04/2026
Current Price: $48.95
Expense Ratio: 0.80%
Assets Under Management
$251.3M
-0.26% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
9.73%
Volatility
27.30%
Sharpe Ratio
-1.564
VaR 95%
-2.73%
CVaR 95%:
-3.56%
Max Drawdown:
-4.08%
Sortino Ratio:
-2.176
Calmar Ratio:
-9.56
Return
10.10%
Volatility
20.13%
Sharpe Ratio
1.398
VaR 95%
-1.94%
CVaR 95%:
-2.92%
Max Drawdown:
-9.21%
Sortino Ratio:
1.813
Calmar Ratio:
3.45
Return
17.11%
Volatility
17.03%
Sharpe Ratio
0.377
VaR 95%
-1.59%
CVaR 95%:
-2.60%
Max Drawdown:
-9.21%
Sortino Ratio:
0.487
Calmar Ratio:
1.09
Return
42.50%
Volatility
17.80%
Sharpe Ratio
1.263
VaR 95%
-1.56%
CVaR 95%:
-2.76%
Max Drawdown:
-11.14%
Sortino Ratio:
1.516
Calmar Ratio:
2.34
Return
37.83%
Volatility
17.14%
Sharpe Ratio
0.507
VaR 95%
-1.65%
CVaR 95%:
-2.56%
Max Drawdown:
-21.10%
Sortino Ratio:
0.656
Calmar Ratio:
0.58
Return
46.91%
Volatility
16.67%
Sharpe Ratio
0.471
VaR 95%
-1.63%
CVaR 95%:
-2.41%
Max Drawdown:
-21.10%
Sortino Ratio:
0.646
Calmar Ratio:
0.54
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.149%
Best Day
5.175%
10/04/2026
Worst Day
-4.282%
03/03/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $49.08 | $49.28 | $48.73 | $48.95 | 37,200 |
| 16/04/2026 | $47.95 | $48.27 | $47.87 | $48.02 | 17,400 |
| 15/04/2026 | $47.74 | $48.27 | $47.72 | $48.05 | 26,100 |
| 14/04/2026 | $48.38 | $48.38 | $47.86 | $48.11 | 33,200 |
| 13/04/2026 | $47.68 | $48.29 | $47.41 | $48.16 | 62,800 |
| 10/04/2026 | $47.55 | $47.95 | $47.37 | $47.76 | 52,500 |
| 02/04/2026 | $45.07 | $45.76 | $45.07 | $45.41 | 49,000 |
| 01/04/2026 | $45.53 | $46.18 | $45.32 | $45.76 | 21,200 |
| 31/03/2026 | $44.75 | $45.55 | $44.41 | $45.55 | 28,700 |
| 30/03/2026 | $44.73 | $45.09 | $44.39 | $44.53 | 31,400 |