First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) Total Returns
Growth of $10,000 chart
2021-03-18 to 2026-03-18 to
$
%
%
Loading chart…
| Final Value | Total Return | CAGR | Dividends | Yield on Cost | |
|---|---|---|---|---|---|
| Nominal | $12,192.56 | 21.93% | 4.05% | $2,301.82 | 23.02% |
| Real * | $9,865.49 | -1.35% | -0.27% | $2,032.79 | 20.33% |
* Adjusted to Mar 2021 purchasing power (US CPI-U) Taxes: $460.37 · Transaction costs: $3.69 Reinvested dividends with 20% tax, 0.2% cost per reinvestment.
Rolling 1-Year Returns (252 Trading Days)
| Metric | Value |
|---|---|
| Average Rolling Return | +3.76% |
| Median Rolling Return | +3.97% |
| Best Rolling Return | +31.20% |
| Worst Rolling Return | -26.15% |
| % of Windows Positive | 67.3% |
Risk Metrics
| Metric | Value |
|---|---|
| Maximum Drawdown | -31.72% |
| Drawdown Duration | 1052 Trading Days |
| Sortino Ratio | 0.44 |
| Calmar Ratio | 0.17 |
| CVaR (5%) | -2.53% |
Yearly Returns
| Year | Return | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +6.67% (+35.83% ann.) | +$666.87 | $0.00 | $0.00 | $0.00 |
| 2025 | +15.47% | +$1546.91 | $482.13 | $96.43 | $0.77 |
| 2024 | +1.12% | +$112.29 | $393.35 | $78.67 | $0.63 |
| 2023 | +2.56% | +$255.66 | $465.07 | $93.02 | $0.74 |
| 2022 | +0.85% | +$85.16 | $445.89 | $89.18 | $0.72 |
| 2021 | +2.50% | +$249.93 | $621.18 | $124.24 | $0.99 |
| 2020 | +7.03% | +$702.87 | $305.38 | $61.08 | $0.49 |
| 2019 | +27.66% | +$2766.07 | $544.27 | $108.85 | $0.87 |
| 2018 | -23.25% | $2324.65 | $351.83 | $70.37 | $0.56 |
| 2017 | +47.92% | +$4792.42 | $491.86 | $98.37 | $0.79 |
| 2016 | +13.48% | +$1348.48 | $271.06 | $54.21 | $0.43 |
| 2015 | -14.59% | $1459.09 | $275.35 | $55.07 | $0.44 |
| 2014 | -7.56% | $755.95 | $316.59 | $63.31 | $0.51 |
| 2013 | +5.90% | +$589.72 | $187.27 | $37.46 | $0.31 |
| 2012 partial | +14.22% (+16.49% ann.) | +$1421.62 | $221.51 | $44.30 | $0.35 |
Market Regime Returns
| Regime | Period | Return | Ann. Return | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Policy-led rebound / euro-sovereign-crisis overlay partial | 2012-02-17 – 2012-07-25 | -9.88% | -21.25% | $987.61 | $102.27 | $20.45 | $0.16 |
| Secular stagnation / QE / low inflation / duration bull | 2012-07-26 – 2020-02-19 | +68.51% | +7.14% | +$6851.23 | $3383.66 | $676.74 | $5.43 |
| Pandemic shock / liquidity crash | 2020-02-20 – 2020-03-23 | -39.69% | -99.69% | $3969.06 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | 2020-03-24 – 2020-11-06 | +48.41% | +88.76% | +$4841.43 | $393.77 | $78.75 | $0.64 |
| Reopening reflation / fiscal boom / supply bottlenecks | 2020-11-09 – 2021-11-29 | +14.64% | +13.84% | +$1464.24 | $544.28 | $108.86 | $0.87 |
| Inflation shock / duration crash / aggressive tightening | 2021-11-30 – 2022-11-09 | -6.23% | -6.60% | $623.09 | $647.13 | $129.43 | $1.04 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | 2022-11-10 – 2024-09-17 | +15.58% | +8.12% | +$1557.95 | $738.45 | $147.70 | $1.18 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | 2024-09-18 – 2026-03-18 | +20.12% | +13.05% | +$2011.89 | $670.95 | $134.19 | $1.08 |
Dividend History
| Date | Per Share | Yield % | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|---|---|
| 2021-03-25 | $0.5140 | 1.20% | $115.51 | $23.10 | $0.19 | 2.1765 |
| 2021-06-24 | $0.4310 | 0.92% | $97.79 | $19.56 | $0.15 | 1.6758 |
| 2021-09-23 | $0.7290 | 1.66% | $166.63 | $33.33 | $0.27 | 3.0682 |
| 2021-12-23 | $0.8360 | 2.08% | $193.65 | $38.73 | $0.31 | 3.8537 |
| 2022-03-25 | $0.1190 | 0.29% | $28.02 | $5.60 | $0.04 | 0.5496 |
| 2022-06-24 | $0.8090 | 2.27% | $190.96 | $38.19 | $0.31 | 4.3313 |
| 2022-09-23 | $0.7510 | 2.14% | $180.52 | $36.10 | $0.29 | 4.2844 |
| 2022-12-23 | $0.0920 | 0.24% | $22.51 | $4.50 | $0.04 | 0.4640 |
| 2023-03-24 | $0.1000 | 0.27% | $24.51 | $4.90 | $0.04 | 0.5291 |
| 2023-06-27 | $0.6650 | 1.81% | $163.36 | $32.67 | $0.26 | 3.6534 |
| 2023-09-22 | $0.6520 | 1.69% | $162.55 | $32.51 | $0.26 | 3.3717 |
| 2023-12-22 | $0.3700 | 0.98% | $93.49 | $18.70 | $0.15 | 1.9825 |
| 2024-03-21 | $0.1680 | 0.43% | $42.78 | $8.56 | $0.07 | 0.8661 |
| 2024-06-27 | $0.5420 | 1.33% | $138.50 | $27.70 | $0.22 | 2.7547 |
| 2024-09-26 | $0.3410 | 0.84% | $88.07 | $17.61 | $0.14 | 1.7298 |
| 2024-12-13 | $0.4450 | 1.11% | $115.70 | $23.14 | $0.19 | 2.3548 |
| 2025-03-27 | $0.0940 | 0.25% | $24.66 | $4.93 | $0.04 | 0.5195 |
| 2025-06-26 | $0.5220 | 1.30% | $137.23 | $27.45 | $0.22 | 2.7315 |
| 2025-09-25 | $0.5320 | 1.20% | $141.31 | $28.26 | $0.23 | 2.5870 |
| 2025-12-12 | $0.6490 | 1.51% | $174.07 | $34.81 | $0.28 | 3.3010 |
| Total | 20 payments | $2301.82 | $460.37 | $3.69 | 46.7848 |
VFEA.L
Vanguard FTSE Emerging Markets UCITS ETF USD Accumulation
CAGR 7.57% Total 60.44% Final $16,044.00
2019-09-24 — 2026-03-18
DGRE
WisdomTree Emerging Markets Quality Dividend Growth Fund
CAGR 4.06% Total 65.24% Final $16,524.14
2013-08-01 — 2026-03-18
FEMR.L
Fidelity Emerging Markets Equity Research Enhanced UCITS ETF USD Acc
CAGR 4.59% Total 26.93% Final $12,693.39
2020-11-24 — 2026-03-18