First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) Total Returns
Growth of $10,000 chart
2021-06-03 to 2026-06-03 to
$
%
%
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Investment Performance
Final Value
$11,286
Total Return
12.86%
CAGR
2.45%
Dividends
$1,999.67
Yield on Cost
20.00%
Rolling Returns
1-Month (21 Trading Days)
| Average | +0.42% |
| Median | +0.47% |
| Best | +16.09% |
| Worst | -13.81% |
| % of Windows Positive | 54.3% |
1-Year (252 Trading Days)
| Average | +5.85% |
| Median | +5.34% |
| Best | +52.33% |
| Worst | -26.15% |
| % of Windows Positive | 72.5% |
3-Year (756 Trading Days)
| Average | +19.13% |
| Median | +17.53% |
| Best | +52.56% |
| Worst | -11.62% |
| % of Windows Positive | 90.2% |
Risk Metrics
| Maximum Drawdown | -31.72% |
| Average Drawdown | -13.08% |
| Drawdown Duration | 1052 Trading Days |
| Sortino Ratio | 0.31 |
| Calmar Ratio | 0.08 |
| CVaR (5%) | -2.54% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +12.01% (+30.88% ann.) | +$1201.36 | $71.97 | $14.40 | $0.12 |
| 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 Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Policy-led rebound / euro-sovereign-crisis overlay partial | February 17, 2012 – July 25, 2012 | -9.88% | -21.25% | $987.61 | $102.27 | $20.45 | $0.16 |
| Secular stagnation / QE / low inflation / duration bull | July 26, 2012 – February 19, 2020 | +68.51% | +7.14% | +$6851.23 | $3383.66 | $676.74 | $5.43 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -39.69% | -99.69% | $3969.06 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +48.41% | +88.76% | +$4841.43 | $393.77 | $78.75 | $0.64 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +14.64% | +13.84% | +$1464.24 | $544.28 | $108.86 | $0.87 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -6.23% | -6.60% | $623.09 | $647.13 | $129.43 | $1.04 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +15.58% | +8.12% | +$1557.95 | $738.45 | $147.70 | $1.18 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – June 3, 2026 | +26.14% | +14.58% | +$2613.77 | $751.99 | $150.40 | $1.21 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2012-06-21 | $0.3150 | 1.16% |
| 2012-09-21 | $0.2270 | 0.79% |
| 2012-12-21 | $0.1360 | 0.41% |
| 2013-03-21 | $0.0890 | 0.24% |
| 2013-06-21 | $0.1670 | 0.50% |
| 2013-09-20 | $0.2390 | 0.67% |
| 2013-12-18 | $0.1480 | 0.42% |
| 2014-03-25 | $0.0480 | 0.13% |
| 2014-06-24 | $0.2200 | 0.60% |
| 2014-09-23 | $0.4240 | 1.13% |
| 2014-12-23 | $0.4390 | 1.33% |
| 2015-06-24 | $0.2930 | 0.83% |
| 2015-09-23 | $0.3320 | 1.19% |
| 2015-12-23 | $0.2620 | 0.95% |
| 2016-03-23 | $0.0170 | 0.06% |
| 2016-06-22 | $0.2850 | 0.96% |
| 2016-09-21 | $0.3170 | 0.96% |
| 2016-12-21 | $0.1100 | 0.37% |
| 2017-06-22 | $0.2920 | 0.80% |
| 2017-09-21 | $0.7410 | 1.69% |
| 2017-12-21 | $0.4360 | 1.05% |
| 2018-03-22 | $0.1830 | 0.40% |
| 2018-06-21 | $0.4880 | 1.23% |
| 2018-09-14 | $0.4220 | 1.18% |
| 2018-12-18 | $0.4150 | 1.25% |
| 2019-06-14 | $0.3790 | 1.12% |
| 2019-09-25 | $0.7050 | 2.01% |
| 2019-12-13 | $0.6450 | 1.69% |
| 2020-03-26 | $0.1850 | 0.73% |
| 2020-06-25 | $0.3380 | 1.04% |
| 2020-09-24 | $0.4190 | 1.25% |
| 2020-12-24 | $0.2510 | 0.63% |
| 2021-03-25 | $0.5140 | 1.20% |
| 2021-06-24 | $0.4310 | 0.92% |
| 2021-09-23 | $0.7290 | 1.66% |
| 2021-12-23 | $0.8360 | 2.08% |
| 2022-03-25 | $0.1190 | 0.29% |
| 2022-06-24 | $0.8090 | 2.27% |
| 2022-09-23 | $0.7510 | 2.14% |
| 2022-12-23 | $0.0920 | 0.24% |
| 2023-03-24 | $0.1000 | 0.27% |
| 2023-06-27 | $0.6650 | 1.81% |
| 2023-09-22 | $0.6520 | 1.69% |
| 2023-12-22 | $0.3700 | 0.98% |
| 2024-03-21 | $0.1680 | 0.43% |
| 2024-06-27 | $0.5420 | 1.33% |
| 2024-09-26 | $0.3410 | 0.84% |
| 2024-12-13 | $0.4450 | 1.11% |
| 2025-03-27 | $0.0940 | 0.25% |
| 2025-06-26 | $0.5220 | 1.30% |
| 2025-09-25 | $0.5320 | 1.20% |
| 2025-12-12 | $0.6490 | 1.51% |
| 2026-03-26 | $0.3030 | 0.67% |
| Total | 53 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-06-03 to 2026-06-03. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-24 | $86.20 | $17.24 | $0.14 | 1.4772 |
| 2021-09-23 | $146.88 | $29.38 | $0.24 | 2.7045 |
| 2021-12-23 | $170.70 | $34.14 | $0.27 | 3.3969 |
| 2022-03-25 | $24.70 | $4.94 | $0.04 | 0.4845 |
| 2022-06-24 | $168.32 | $33.67 | $0.27 | 3.8179 |
| 2022-09-23 | $159.12 | $31.82 | $0.26 | 3.7766 |
| 2022-12-23 | $19.84 | $3.97 | $0.03 | 0.4090 |
| 2023-03-24 | $21.61 | $4.32 | $0.03 | 0.4664 |
| 2023-06-27 | $144.00 | $28.80 | $0.23 | 3.2203 |
| 2023-09-22 | $143.28 | $28.66 | $0.23 | 2.9720 |
| 2023-12-22 | $82.41 | $16.48 | $0.13 | 1.7475 |
| 2024-03-21 | $37.71 | $7.54 | $0.06 | 0.7634 |
| 2024-06-27 | $122.08 | $24.41 | $0.19 | 2.4282 |
| 2024-09-26 | $77.63 | $15.53 | $0.13 | 1.5248 |
| 2024-12-13 | $101.99 | $20.40 | $0.16 | 2.0757 |
| 2025-03-27 | $21.74 | $4.35 | $0.03 | 0.4580 |
| 2025-06-26 | $120.96 | $24.19 | $0.19 | 2.4077 |
| 2025-09-25 | $124.56 | $24.91 | $0.20 | 2.2804 |
| 2025-12-12 | $153.43 | $30.68 | $0.25 | 2.9097 |
| 2026-03-26 | $72.51 | $14.50 | $0.12 | 1.3135 |
| Total | $1999.67 | $399.94 | $3.20 | 40.6339 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.