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: 15/10/2026
Current price: $45.20
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
0.98%
Ann. -39.06% (Sharpe / Sortino numerator)
Volatility
27.30%
Sharpe ratio
-1.564
VaR 95%
-2.73%
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
-0.12%
Ann. 31.77% (Sharpe / Sortino numerator)
Volatility
20.13%
Sharpe ratio
1.398
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
-4.16%
Ann. 10.04% (Sharpe / Sortino numerator)
Volatility
17.03%
Sharpe ratio
0.377
VaR 95%
-1.59%
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
11.18%
Ann. 26.11% (Sharpe / Sortino numerator)
Volatility
17.80%
Sharpe ratio
1.263
VaR 95%
-1.56%
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
26.30%
Ann. 12.32% (Sharpe / Sortino numerator)
Volatility
17.14%
Sharpe ratio
0.507
VaR 95%
-1.65%
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
35.68%
Ann. 11.47% (Sharpe / Sortino numerator)
Volatility
16.67%
Sharpe ratio
0.471
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.
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
0.049%
Best day
3.342%
Worst day
-4.389%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.15 | $45.55 | $44.89 | $45.20 | 16,100 |
| 14/10/2026 | $45.75 | $45.75 | $45.26 | $45.51 | 33,800 |
| 13/10/2026 | $46.23 | $46.27 | $45.79 | $46.02 | 18,000 |
| 12/10/2026 | $47.18 | $47.18 | $46.49 | $46.71 | 16,900 |
| 09/10/2026 | $46.87 | $47.40 | $45.61 | $47.20 | 19,500 |
| 08/10/2026 | $46.19 | $46.66 | $46.01 | $46.24 | 16,200 |
| 07/10/2026 | $46.31 | $46.31 | $45.87 | $46.08 | 4,300 |
| 06/10/2026 | $46.32 | $46.70 | $46.04 | $46.31 | 20,700 |
| 05/10/2026 | $45.89 | $46.37 | $45.82 | $46.06 | 13,500 |
| 02/10/2026 | $44.75 | $45.05 | $44.45 | $44.78 | 8,400 |