FEM ETF Analysis: Emerging Markets AlphaDEX | NASDAQ

Diversified Emerging Mkts | NASDAQ, USA | Market Cap: 738m USD | 12M Return: 29.1% | Charts, Fundamentals & Technical Analysis

Emerging Markets, Equity Securities, AlphaDEX Stocks, International Equities
Total Rating 56
Safety 60
Buy Signal -0.18
Diversified Emerging Mkts
Category Rotation: -19.3
TER: 0.80%
AUM: 738M
Avg Turnover: 3.23M
Risk 3d forecast
Volatility21.1%
VaR 5th Pctl3.79%
VaR vs Median0.05%
Reward TTM
Sharpe Ratio1.18
Rel. Str. IBD54.9
Rel. Str. Peer Group35
Character TTM
Beta0.736
Beta Downside0.673
Hurst Exponent0.403
Drawdowns 3y
Max DD18.79%
CAGR/Max DD0.83
CAGR/Mean DD3.43

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan +3.4% 31
Feb +0.3% 2
Mar -1.7% 15
Apr +0.7% 14
May -0.2% 11
Jun -0.5% 2
Jul +1.0% 20
Aug -2.0% 6
Sep +1.3% 6
Oct -2.8% 38
Nov +0.9% 5
Dec +2.6% 23

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: FEM Emerging Markets AlphaDEX

The First Trust Emerging Markets AlphaDEX® Fund (FEM) is a passively managed exchange-traded fund (ETF) that seeks to track the performance of the NASDAQ Emerging Markets Index, a broad benchmark of stocks from developing-market economies. The fund commits at least 90% of its net assets to the securities held in the index, providing investors with exposure to emerging market equities through a single traded security.

Rather than simply replicating the base index, FEM applies First Trusts proprietary AlphaDEX® selection methodology, which screens and ranks stocks using a combination of fundamental growth and value factors. The goal of this approach is to isolate securities with the potential to generate positive alpha, or risk-adjusted returns in excess of traditional capitalization-weighted benchmarks. As a small-cap diversified emerging markets ETF listed in the United States, FEM offers U.S. investors a targeted vehicle for participating in the growth of developing economies while employing an enhanced index strategy.

Headlines to Watch Out For
  • US dollar strength pressures emerging market equity returns
  • China growth slowdown weighs on largest EM index weighting
  • Fed rate cut cycle revives capital flows into emerging markets
What is the price of FEM shares?

As of July 23, 2026, the stock is trading at USD 31.91 with a total of 99,491 shares traded. Over the past week, the price has changed by +0.19%, over one month by -2.59%, over three months by -2.48% and over the past year by +29.07%.

Current recommended Stop Loss: 30.50 (which is 4.4% or 2.2 ATR below the current price).

Is FEM a buy, sell or hold?

Emerging Markets AlphaDEX has no consensus analysts rating.