First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) -

Key Metrics

TER 80.00% per year

Distribution policy Distributing

Fund size USD 251 M

Inception date February 15, 2012

Holdings 205

Fund currency USD

Fund domicile US

Provider First Trust

For full official fund details, factsheets, and holdings, visit ftportfolios.com (opens in new tab).

Historical Return

Last updated: Jun 15, 2026

1 Year +13.9% +4.3% Div

3 Years (avg.) +7.2% +4.3% Div

5 Years (avg.) -0.4% +4.3% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

15.89% 1 Year

16.73% 3 Years

17.65% 5 Years

19.94% 10 Years

Max Drawdown

-8.98% 1 Year

-23.32% 3 Years

-32.85% 5 Years

-52.31% 10 Years

Sharpe Ratio

0.55 1 Year

0.22 3 Years

-0.18 5 Years

0.12 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 2026

	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2012	12.1%	6.7%	1.3%	-3.4%	0.0%	6.0%	0.5%	3.1%	3.0%	2.4%	1.8%	1.6%	1.4%	2.1%
2013		1.7%	-3.7%	-8.1%	-2.9%	4.8%	-1.3%	1.9%	1.9%	1.4%	0.8%	0.7%	0.6%	1.4%
2014			-8.8%	-12.6%	-4.3%	5.7%	-1.8%	1.9%	1.9%	1.4%	0.7%	0.6%	0.5%	1.4%
2015				-16.2%	-2.0%	11.0%	0.0%	4.2%	3.8%	2.9%	2.0%	1.7%	1.5%	2.4%
2016					14.6%	27.7%	6.0%	10.0%	8.4%	6.5%	4.9%	4.2%	3.6%	4.4%
2017						42.3%	2.0%	8.5%	6.9%	4.9%	3.3%	2.8%	2.4%	3.4%
2018							-26.9%	-5.2%	-2.9%	-2.8%	-3.1%	-2.7%	-2.4%	-0.7%
2019								22.8%	11.9%	6.9%	4.0%	3.1%	2.5%	3.7%
2020									2.0%	-0.2%	-1.6%	-1.4%	-1.2%	0.9%
2021										-2.4%	-3.4%	-2.5%	-2.0%	0.6%
2022											-4.3%	-2.5%	-1.8%	1.4%
2023												-0.6%	-0.5%	3.4%
2024													-0.5%	5.4%
2025														11.7%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%

24%

1y 3y N/A N/A

0 - 5%

1y 3y N/A N/A

5 - 10%

10%

1y 3y N/A N/A

10 - 15%

29%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

12%

1y 3y N/A N/A

30 - 40%

18%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

23%

1y 3y N/A N/A

0 - 10

25%

1y 3y N/A N/A

10 - 15

18%

1y 3y N/A N/A

15 - 20

16%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

10%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

17.1%

1y 3y N/A N/A

Small Cap

8.1%

1y 3y N/A N/A

Mid Cap

49.7%

1y 3y N/A N/A

Large Cap

25.1%

1y 3y N/A N/A

Mega Cap

0.0%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Jun 21, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$23.4B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.51%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	1.09	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	22.9	28.29
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-7.15	-
Profitable Companies	74%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	13.44	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	2.55	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	2.63	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	4.21	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	2.4	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.39	0.05
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.9	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	8.64%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+56.6%	-117.9%
Return on Equity Equity divided by market cap.	-4.12%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	-0.41%	3.29%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	18.28%	3.31%

Sectors

Manufacturing	3.8%
Mining, Quarrying, and Oil and Gas Extraction	3.3%
Information	2.3%
Transportation and Warehousing	1.3%
Finance and Insurance	0.9%
Financial Services	0.4%
Construction	0.4%
Administrative and Support and Waste Management and Remediation Services	0.3%
Other	87.4%

Countries

Taiwan	22.3%
Turkey	19.9%
Brazil	13.2%
China	10.3%
Thailand	7.7%
Indonesia	6.4%
South Africa	6.3%
Mexico	3.4%
Chile	2.9%
Philippines	2.6%
Malaysia	1.8%
India	1.1%
Luxembourg	1.0%
Poland	0.7%
Hong Kong	0.5%
Other	0.1%
Other	0.0%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Transglobe Energy Corp.

TGA - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $0

P/E Ratio 6.7

Dividends 2.7%

Total Investment $3.88M

Weight 1.55%

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Tidal ETF Trust - SoFi Smart Energy ETF

ENRG

Market Cap $2.56B

P/E Ratio

Dividends

Total Investment $3.67M

Weight 1.46%

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Aadi Bioscience Inc

AADI - Manufacturing

Market Cap $94.89M

P/E Ratio -2.6

Dividends 0.0%

Total Investment $2.97M

Weight 1.18%

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B2gold Corp

BTG - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $5.73B

P/E Ratio 10.5

Dividends 1.8%

Total Investment $2.6M

Weight 1.03%

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Telkom SA SOC Ltd - ADR

TLKGY - Information

Market Cap $612.94M

P/E Ratio 8.5

Dividends 4.3%

Total Investment $2.33M

Weight 0.93%

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Royal Caribbean Group

RCL - Transportation and Warehousing

Market Cap $83.81B

P/E Ratio 18.8

Dividends 1.6%

Total Investment $2.32M

Weight 0.92%

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Anthem Inc

ANTM - Finance and Insurance

Market Cap $114.59B

P/E Ratio 16.5

Dividends 1.8%

Total Investment $2.19M

Weight 0.87%

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Ecolab, Inc.

ECL - Manufacturing

Market Cap $75.74B

P/E Ratio 36.2

Dividends 1.1%

Total Investment $1.77M

Weight 0.70%

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DRDGold Ltd. - ADR

DRD - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $2.11B

P/E Ratio 2.1

Dividends 2.5%

Total Investment $1.7M

Weight 0.68%

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Sasol Ltd - ADR

SSL - Manufacturing

Market Cap $6.87B

P/E Ratio 50.3

Dividends 0.0%

Total Investment $1.68M

Weight 0.67%

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Ampco-Pittsburgh Corp.

AP - Manufacturing

Market Cap $219.53M

P/E Ratio -3.2

Dividends 0.0%

Total Investment $1.5M

Weight 0.60%

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Datto Holding Corp

MSP - Information

Market Cap $0

P/E Ratio 113.7

Dividends 0.0%

Total Investment $1.5M

Weight 0.60%

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Inter & Co Inc - Ordinary Shares - Class A

INTR

Market Cap $2.4B

P/E Ratio 8.7

Dividends 2.1%

Total Investment $1.37M

Weight 0.55%

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Perimeter Solutions SA

PRM

Market Cap $6.16B

P/E Ratio -30.6

Dividends 0.0%

Total Investment $1.34M

Weight 0.53%

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Usinas Siderurgicas De Minas Gerais S.A. - ADR (Representing Pref Share Cl A)

USNZY - Manufacturing

Market Cap $2.13B

P/E Ratio -3.7

Dividends 0.0%

Total Investment $1.3M

Weight 0.52%

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Sap SE - ADR

SAP - Information

Market Cap $180.87B

P/E Ratio 20.9

Dividends 1.9%

Total Investment $1.18M

Weight 0.47%

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Exchange Traded Concepts Trust - Nifty India Financials ETF

INDF - Financial Services

Market Cap $2.03B

P/E Ratio

Dividends 28.2%

Total Investment $1.03M

Weight 0.41%

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Meritage Homes Corp.

MTH - Construction

Market Cap $5.06B

P/E Ratio 13.2

Dividends 2.4%

Total Investment $910.9K

Weight 0.36%

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Boingo Wireless Inc

WIFI - Transportation and Warehousing

Market Cap

P/E Ratio 0.0

Dividends

Total Investment $894.2K

Weight 0.36%

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TransUnion

TRU - Administrative and Support and Waste Management and Remediation Services

Market Cap $12.45B

P/E Ratio 17.7

Dividends 0.7%

Total Investment $770.4K

Weight 0.31%

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Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

Telkom SA SOC (OTCMKTS:TLKGY) Stock Crosses Above 50 Day Moving Average – Here’s Why

Best Value Stocks to Buy for July 22nd

B2Gold (BTG) Declines More Than Market: Some Information for Investors

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Transglobe Energy Corp.

Transglobe Energy Corp.

Tidal ETF Trust - SoFi Smart Energy ETF

Tidal ETF Trust - SoFi Smart Energy ETF

Aadi Bioscience Inc

Aadi Bioscience Inc

B2gold Corp

B2gold Corp

Telkom SA SOC Ltd - ADR

Telkom SA SOC Ltd - ADR

Royal Caribbean Group

Royal Caribbean Group

Anthem Inc

Anthem Inc

Ecolab, Inc.

Ecolab, Inc.

DRDGold Ltd. - ADR

DRDGold Ltd. - ADR

Sasol Ltd - ADR

Sasol Ltd - ADR

Ampco-Pittsburgh Corp.

Ampco-Pittsburgh Corp.

Datto Holding Corp

Datto Holding Corp

Inter & Co Inc - Ordinary Shares - Class A

Inter & Co Inc - Ordinary Shares - Class A

Perimeter Solutions SA

Perimeter Solutions SA

Usinas Siderurgicas De Minas Gerais S.A. - ADR (Representing Pref Share Cl A)

Usinas Siderurgicas De Minas Gerais S.A. - ADR (Representing Pref Share Cl A)

Sap SE - ADR

Sap SE - ADR

Exchange Traded Concepts Trust - Nifty India Financials ETF

Exchange Traded Concepts Trust - Nifty India Financials ETF

Meritage Homes Corp.

Meritage Homes Corp.

Boingo Wireless Inc

Boingo Wireless Inc

TransUnion

TransUnion

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