FEM

First Trust Emerging Markets AlphaDEX Fund
D

63
*Unless otherwise stated, data provided by FactSet.

FEM Fund Description

FEM tracks an index of emerging markets companies selected using a quantitative methodology and weighted in tiers.

FEM Factset Analytics Insight

FEM does not promise broad exposure to emerging markets, trying instead to build a portfolio of stocks positioned to outperform. The fund uses a selection methodology focused on growth and value factors to screen firms, and a tiered weighting system to produce a distinct and changing portfolio. FEM doesn't look much like the broad market, with major sector and geographic bets that are liable to change considerably over time, so investors should review the fund's current exposure periodically. In general, the fund has a bias toward midcaps and carries a much smaller average market cap compared to our neutral EM benchmark.While the fund seeks to beat the market, its track record is inconclusive and it has typically taken on more risk than our benchmark. FEM offers middling liquidity: volumes tend to be modest but steady, and spreads are generally manageable if not thin. Block liquidity is excellent for larger investors. FEM's novel exposure doesn't come cheap, and its steep fee poses a considerable performance hurdle.

FEM MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of January 14, 2019 the First Trust Emerging Markets AlphaDEX Fund MSCI ESG Fund Quality Score is 3.45 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. FEM ranks in the 2nd percentile within its peer group and in the 3th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

FEM CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 01/14/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FEM 3.84% 2.72% 4.16% -16.66% 15.96% 2.52% --
FEM (NAV) 2.85% -0.20% 3.50% -17.34% 15.38% 2.41% --
NASDAQ AlphaDEX Emerging Markets Index 2.42% -0.06% 3.55% -16.53% -- 67.02% --
MSCI Emerging Markets Investable Market Index 2.38% 1.72% 2.71% -16.28% 12.92% 2.61% 9.00%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FEM Top 10 Countries

FEM Top 10 Sectors

FEM Top 10 Holdings [View All]

FEM Summary Data

First Trust
04/18/11
Open-Ended Fund
0.80%
$485.42M
$6.63M
0.16%

FEM Portfolio Data

$16.45B
6.98
0.99
3.40%
03/21/19
148

FEM Index Data

Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

FEM Portfolio Management

0.80%
-1.65%
0.11%
-5.10%

FEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FEM Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

FEM Factset Analytics Block Liquidity

As of 01/15/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FEM. FEM is rated a 2 out of 5.

FEM Tradability

286,013
$6.63M
251,592
$5.90M
0.16%
$0.04
0.04%
1.83% / -1.91%
None
16.00%
50,000
5.03
0.63%
3.57%
28
$23.60
2

FEM Sector/Industry Breakdown


FEM
Segment Benchmark
24.53%
7.98%
18.46%
7.50%
13.66%
25.81%
8.20%
7.50%
8.16%
2.72%
7.43%
5.90%
7.28%
26.40%
4.75%
4.01%
3.37%
6.35%
2.05%
3.18%

FEM TOP 10 HOLDINGS[View All]

1.69%
1.56%
1.54%
1.51%
1.44%
1.27%
1.19%
1.19%
1.18%
1.18%
13.75%

FEM Countries


FEM
Segment Benchmark
29.93%
21.53%
10.90%
3.36%
9.80%
12.17%
9.36%
7.32%
8.54%
9.55%
6.79%
0.69%
6.66%
7.48%
4.59%
1.21%
3.69%
2.62%
2.86%
6.13%

FEM Regions


FEM
Segment Benchmark
61.27%
73.57%
23.01%
6.16%
12.85%
11.55%
2.86%
8.06%
--
0.67%

FEM Economic Development


FEM
Segment Benchmark
60.27%
50.64%
39.73%
49.36%

FEM Performance Statistics

0.85
1.00
1.00
1.03
0.40%
MSCI Emerging Markets Investable Market Index

FEM MSCI ESG Ratings

3.45 / 10
1.52
2.91
3.14%
3.73%
1,244.31

FEM BENCHMARK COMPARISON HOLDINGS

148
2645
142
15.03%

FEM BENCHMARK COMPARISON SUMMARY


FEM
Segment Benchmark
148
2645
$16.45B
$78.80B
6.98
12.43
0.99
1.54
4.30%
2.68%
Low
Low

FEM BENCHMARK COMPARISON MARKET CAP SIZE


FEM
Segment Benchmark
20.81%
57.11%
73.16%
28.99%
6.03%
11.43%
0.00%
2.47%