FEM

First Trust Emerging Markets AlphaDEX Fund
*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 by scoring each security twice by both growth and value characteristics, assigning whatever score is highest as the stock's style score. It then takes the 150 top-scoring stocks and breaks them into quintiles, giving higher-scoring quintiles greater weight in the index. The index is rebalanced and reconstituted semi-annually.

FEM MSCI ESG Analytics Insight

First Trust Emerging Markets AlphaDEX Fund has an MSCI ESG Fund Rating of B based on a score of 2.75 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. First Trust Emerging Markets AlphaDEX Fund ranks in the 5th percentile within its peer group and in the 0th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FEM MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FEM 0.40% 3.15% 11.46% 29.32% 9.03% 8.70% 5.05%
FEM (NAV) 2.63% 2.24% 10.78% 26.17% 8.51% 8.73% 5.34%
MSCI Emerging Markets Investable Market Index 3.32% -0.01% 4.33% 19.51% 13.20% 9.85% 6.26%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FEM Summary Data

First Trust
04/18/11
Open-Ended Fund
0.80%
$480.73M
$2.07M
0.17%

FEM Portfolio Data

$16.01B
7.32
1.05
3.16%
N/A
148

FEM Index Data

Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

FEM Portfolio Management

0.80%
-1.29%
2.41%
-4.99%

FEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FEM Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

FEM Factset Analytics Block Liquidity

As of 10/21/21
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

77,442
$2.07M
53,282
$1.41M
0.17%
$0.05
-0.13%
1.17% / -1.34%
None
9.00%
50,000
1.03
0.56%
1.47%
13
$27.19
2

FEM Sector/Industry Breakdown


FEM
Segment Benchmark
26.12%
8.99%
13.53%
20.63%
12.26%
6.31%
11.55%
2.37%
10.97%
32.13%
10.01%
5.46%
8.98%
8.63%
2.78%
5.74%
1.59%
4.50%
1.55%
2.42%

FEM Top 10 Holdings[View All]

1.45%
1.40%
1.33%
1.21%
1.20%
1.20%
1.18%
1.17%
1.17%
1.14%
12.44%

FEM Countries


FEM
Segment Benchmark
42.96%
25.93%
15.42%
15.53%
13.38%
12.47%
6.91%
5.17%
6.43%
3.24%
3.43%
0.42%
2.90%
0.86%
2.36%
2.73%
1.97%
1.24%
1.75%
1.90%

FEM Regions


FEM
Segment Benchmark
75.86%
77.99%
9.02%
7.80%
8.69%
4.76%
6.43%
8.62%
--
0.84%

FEM Economic Development


FEM
Segment Benchmark
58.39%
56.57%
41.61%
43.43%

FEM Performance Statistics

0.68
1.02
0.94
1.22
0.63%
MSCI Emerging Markets Investable Market Index

FEM MSCI ESG Ratings

2.75 / 10
0.41
4.76
4.99%
--
1,440.92

FEM Benchmark Comparison Holdings

148
3168
136
9.84%

FEM Benchmark Comparison Summary


FEM
Segment Benchmark
148
3168
$16.01B
$126.32B
7.32
17.04
1.05
1.91
3.69%
2.00%
Low
Low

FEM Benchmark Comparison Market Cap Size


FEM
Segment Benchmark
35.45%
66.16%
63.76%
23.27%
0.78%
9.59%
0.00%
0.97%