FEMS

First Trust Emerging Markets Small Cap AlphaDEX Fund
*Unless otherwise stated, data provided by FactSet.

FEMS Fund Description

FEMS aims to outperform other index funds by selecting small-cap emerging markets securities using quantitative metrics.

FEMS Factset Analytics Insight

FEMS tries to outperform the competition by using a multi-factor selection methodology to choose the best-performing stocks. It makes sizable country bets, notably excluding South Korea. FEMS scores each potential holding by both value (book value-to-price, cash flow-to-price and return on assets) and growth (3-, 6- and 12-month price appreciation, sales-to-price and 1-year sales growth) characteristics, then ranks stocks by whichever trait scores highest. It takes the top 200 names, broken into equal-weighted quintiles, weighting higher-scoring quintiles more heavily. The fund makes many sector bets, but those bets are liable to change with time, so its exposure bears watching.

FEMS 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
FEMS -2.38% -4.55% 7.39% 30.30% 13.21% 9.54% --
FEMS (NAV) 0.85% -3.52% 7.54% 28.53% 13.04% 9.75% --
NASDAQ AlphaDEX Emerging Markets Small Cap Index -0.34% -3.39% 8.69% 29.99% 14.70% -- --
MSCI Emerging Markets Small Cap Index 1.36% 1.00% 19.12% 40.81% 16.70% 10.16% 7.08%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FEMS Summary Data

First Trust
02/15/12
Open-Ended Fund
0.80%
$150.94M
$695.06K
0.40%

FEMS Portfolio Data

$2.47B
6.17
0.94
4.51%
N/A
199

FEMS Index Data

Tiered
Multi-Factor
MSCI Emerging Markets Small Cap Index

FEMS Portfolio Management

0.80%
-1.89%
2.19%
-6.69%

FEMS Tax Exposures

20.00% / 39.60%
0.06%
Qualified dividends
No

FEMS Fund Structure

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

FEMS 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 FEMS. FEMS is rated a 1 out of 5.

FEMS Tradability

16,317
$695.06K
10,277
$444.02K
0.40%
$0.18
-0.28%
6.01% / -1.49%
None
17.00%
50,000
0.20
0.41%
2.00%
0
$42.66
1

FEMS Sector/Industry Breakdown


FEMS
Segment Benchmark
18.63%
17.97%
15.81%
11.95%
14.07%
16.88%
13.00%
12.08%
12.80%
13.90%
9.24%
3.48%
7.68%
6.53%
3.75%
2.87%
3.58%
1.26%
1.29%
8.46%

FEMS Top 10 Holdings[View All]

1.08%
1.06%
1.02%
0.96%
0.93%
0.91%
0.91%
0.90%
0.89%
0.89%
9.56%

FEMS Countries


FEMS
Segment Benchmark
26.13%
7.69%
26.01%
21.18%
13.73%
6.65%
10.34%
1.39%
5.11%
3.75%
4.22%
3.43%
2.63%
1.44%
2.33%
1.46%
2.15%
3.11%
1.74%
1.77%

FEMS Regions


FEMS
Segment Benchmark
64.13%
76.27%
16.80%
9.76%
13.97%
4.87%
5.11%
8.85%
--
0.26%

FEMS Economic Development


FEMS
Segment Benchmark
52.14%
48.37%
47.86%
51.63%

FEMS Performance Statistics

0.81
1.10
1.08
1.03
0.45%
MSCI Emerging Markets Small Cap Index

FEMS Benchmark Comparison Holdings

199
1815
145
10.33%

FEMS Benchmark Comparison Summary


FEMS
Segment Benchmark
199
1815
$2.47B
$1.94B
6.17
32.68
0.94
1.47
3.78%
2.03%
Low
Low

FEMS Benchmark Comparison Market Cap Size


FEMS
Segment Benchmark
2.97%
0.00%
25.92%
20.41%
68.76%
71.74%
2.35%
7.85%