First Trust Active Factor Emerging Markets ETF
Symbol: RFEM
Exchange: NASDAQ
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 14/06/2016
Latest date: 15/10/2026
Current price: $94.75
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.01%
Ann. -50.85% (Sharpe / Sortino numerator)
Volatility
29.17%
Sharpe ratio
-1.868
VaR 95%
-3.02%
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
1.42%
Ann. 8.43% (Sharpe / Sortino numerator)
Volatility
21.34%
Sharpe ratio
0.225
VaR 95%
-2.15%
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
7.84%
Ann. 17.34% (Sharpe / Sortino numerator)
Volatility
18.22%
Sharpe ratio
0.752
VaR 95%
-1.64%
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
26.04%
Ann. 27.81% (Sharpe / Sortino numerator)
Volatility
18.14%
Sharpe ratio
1.333
VaR 95%
-1.48%
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
50.43%
Ann. 18.74% (Sharpe / Sortino numerator)
Volatility
17.04%
Sharpe ratio
0.887
VaR 95%
-1.71%
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
90.47%
Ann. 18.95% (Sharpe / Sortino numerator)
Volatility
16.01%
Sharpe ratio
0.957
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
0.1%
Best day
4.339%
Worst day
-4.604%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $94.39 | $94.76 | $94.36 | $94.75 | 2,600 |
| 14/10/2026 | $95.36 | $95.47 | $95.32 | $95.32 | 2,300 |
| 13/10/2026 | $96.31 | $96.91 | $96.31 | $96.88 | 2,900 |
| 12/10/2026 | $97.56 | $97.56 | $97.34 | $97.34 | 1,100 |
| 09/10/2026 | $98.15 | $98.15 | $97.85 | $98.02 | 1,700 |
| 08/10/2026 | $97.72 | $97.72 | $96.87 | $97.09 | 3,200 |
| 07/10/2026 | $98.41 | $98.71 | $98.41 | $98.56 | 2,700 |
| 06/10/2026 | $99.94 | $100.01 | $99.61 | $99.61 | 3,700 |
| 05/10/2026 | $100.38 | $100.61 | $100.29 | $100.29 | 2,300 |
| 02/10/2026 | $98.98 | $99.03 | $98.39 | $98.81 | 7,100 |