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.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FEMS -10.04% -7.74% -17.36% -19.15% 2.94% -0.51% 4.78%
FEMS (NAV) -10.19% -8.48% -18.02% -20.66% 2.35% -0.63% 4.67%
NASDAQ AlphaDEX Emerging Markets Small Cap Index -8.62% -6.53% -16.02% -18.92% 4.24% 1.17% --
MSCI Emerging Markets Small Cap Index -10.16% -7.42% -25.02% -23.55% 5.10% 1.04% 2.81%
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%
$107.55M
$642.50K
0.31%

FEMS Portfolio Data

$1.59B
5.48
0.85
7.98%
N/A
206

FEMS Index Data

Tiered
Multi-Factor
MSCI Emerging Markets Small Cap Index

FEMS Portfolio Management

0.80%
-1.04%
1.93%
-3.08%

FEMS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FEMS Fund Structure

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

FEMS Factset Analytics Block Liquidity

As of 09/30/22
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

19,148
$642.50K
12,076
$415.17K
0.31%
$0.11
-0.26%
1.48% / -1.77%
None
18.32%
50,000
0.24
0.41%
1.69%
76
$31.50
1

FEMS Sector/Industry Breakdown


FEMS
Segment Benchmark
12.03%
--
11.90%
--
11.27%
--
8.94%
--
7.69%
--
7.28%
--
6.20%
--
5.65%
--
5.12%
--
5.02%
--

FEMS Top 10 Holdings[View All]

1.81%
1.78%
1.75%
1.55%
1.54%
1.44%
1.42%
1.41%
1.39%
1.39%
15.48%

FEMS Countries


FEMS
Segment Benchmark
23.08%
1.22%
18.83%
20.47%
18.46%
7.49%
10.01%
6.58%
6.28%
2.67%
4.39%
3.90%
3.33%
1.86%
2.89%
2.87%
2.50%
3.84%
2.05%
0.95%

FEMS Regions


FEMS
Segment Benchmark
56.38%
77.63%
26.04%
11.35%
15.25%
9.40%
1.39%
0.04%
0.95%
1.58%

FEMS Economic Development


FEMS
Segment Benchmark
80.14%
77.92%
19.86%
22.08%

FEMS Performance Statistics

0.74
0.96
1.10
0.95
0.59%
MSCI Emerging Markets Small Cap Index

FEMS Benchmark Comparison Holdings

206
1824
144
9.07%

FEMS Benchmark Comparison Summary


FEMS
Segment Benchmark
206
1824
$1.59B
$1.66B
5.48
13.38
0.85
1.43
6.81%
2.99%
Low
Low

FEMS Benchmark Comparison Market Cap Size


FEMS
Segment Benchmark
0.00%
0.00%
15.14%
16.34%
67.93%
70.97%
9.84%
11.92%