FEM ETF Analysis: Emerging Markets AlphaDEX | NASDAQ

Diversified Emerging Mkts | NASDAQ, USA | Market Cap: 756m USD | 12M Return: 26.8% | Charts, Fundamentals & Technical Analysis

Emerging Markets, Equity Securities, AlphaDEX Stocks, International Equities
Total Rating 51
Safety 55
Buy Signal -0.14
Diversified Emerging Mkts
Category Rotation: -10.1
TER: 0.80%
AUM: 756M
Avg Turnover: 3.33M
Risk 3d forecast
Volatility20.4%
VaR 5th Pctl3.68%
VaR vs Median0.11%
Reward TTM
Sharpe Ratio1.03
Rel. Str. IBD47.2
Rel. Str. Peer Group22.4
Character TTM
Beta0.747
Beta Downside0.686
Hurst Exponent0.405
Drawdowns 3y
Max DD18.79%
CAGR/Max DD0.76
CAGR/Mean DD3.18

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 28, 2026, the stock is trading at USD 31.07 with a total of 73,084 shares traded. Over the past week, the price has changed by +1.66%, over one month by -1.81%, over three months by -4.15% and over the past year by +26.81%.

Current recommended Stop Loss: 30.20 (which is 2.8% or 1.4 ATR below the current price).

Is FEM a buy, sell or hold?

Emerging Markets AlphaDEX has no consensus analysts rating.