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: 02/04/2026
Current Price: $45.41
Expense Ratio: 0.80%
Assets Under Management
$272.6M
0.75% 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
-4.42%
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
7.02%
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
4.86%
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
25.99%
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
26.05%
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
38.34%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.098%
Best Day
5.252%
09/04/2025
Worst Day
-5.895%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $44.57 | $44.95 | $44.14 | $44.36 | 29,500 |
| 26/03/2026 | $44.77 | $44.77 | $44.08 | $44.08 | 31,000 |
| 25/03/2026 | $45.74 | $45.89 | $45.26 | $45.55 | 31,100 |
| 24/03/2026 | $44.14 | $44.60 | $43.82 | $44.18 | 73,200 |
| 23/03/2026 | $44.03 | $45.04 | $44.03 | $44.74 | 31,800 |
| 20/03/2026 | $44.45 | $44.80 | $43.70 | $43.91 | 34,300 |