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CMDT vs FEM

Comparison between PIMCO COMMODITY STRATEGY ACTIVE EXCHANGE-TRADED FUND (CMDT, ETF) and FIRST TRUST EMERGING MARKETS ALPHADEX FUND (FEM, ETF).

CMDT vs FEM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
CMDT
$751M
FEM
$747M
Expense Ratio
Winner
CMDT
0.65%
FEM
0.80%
Max Drawdown
Winner
CMDT
14.16%
FEM
49.78%
Sharpe Ratio
Winner
CMDT
1.69
FEM
1.22
5Y Beta
Winner
CMDT
0.16
FEM
0.69
5Y Dividends CAGR
CMDT
N/A
FEM
1.78%

CMDT vs FEM - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CMDT
+4.53%
FEM
-4.19%
3M
Winner
CMDT
-0.01%
FEM
-2.72%
6M
Winner
CMDT
+15.66%
FEM
+8.51%
1Y
CMDT
+27.71%
Winner
FEM
+27.81%
5Y(CAGR)
CMDT
N/A
FEM
+7.55%
10Y(CAGR)
CMDT
N/A
FEM
+8.52%
Max(CAGR)
Winner
CMDT
+14.12%
FEM
+3.74%

CMDT vs FEM - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

YearCMDTFEM
2026+20.29%+13.63%
2025+11.76%+28.57%
2024+7.69%+3.92%
2023+5.51%+10.62%
2022N/A-15.44%
2021N/A+5.51%
2020N/A-3.18%
2019N/A+20.62%
2018N/A-16.98%
2017N/A+39.11%
2016N/A+18.71%
2015N/A-13.48%
2014N/A-8.74%
2013N/A-5.37%
2012N/A+18.21%
2011N/A-23.58%

CMDT vs FEM Drawdown Comparison

The maximum drawdown for CMDT was -13.23%, occurring on Jun 24, 2026. This drawdown has not yet recovered.

The maximum drawdown for FEM was -46.21%, occurring on Mar 18, 2020. Recovery took 825 trading sessions.

The current CMDT drawdown is -6.01%. The current FEM drawdown is -6.38%.

RankCMDTFEM
#1-13.23%
May 12, 2026 - Jun 24, 2026
-46.21%
Jan 26, 2018 - May 7, 2021
#2-9.70%
May 28, 2024 - Jan 22, 2025
-41.78%
Apr 27, 2011 - Aug 24, 2017
#3-9.44%
Feb 20, 2025 - Jun 17, 2025
-31.71%
Sep 13, 2021 - May 17, 2024
#4-8.86%
Sep 14, 2023 - Apr 2, 2024
-18.82%
May 17, 2024 - Jun 11, 2025
#5-4.35%
Jan 29, 2026 - Feb 27, 2026
-9.31%
Feb 25, 2026 - Apr 9, 2026
#6-4.04%
Jun 17, 2025 - Aug 29, 2025
-8.86%
May 11, 2026 - Jul 20, 2026
#7-3.68%
May 10, 2023 - Jun 15, 2023
-8.61%
Jun 2, 2021 - Sep 7, 2021
#8-3.62%
Jun 21, 2023 - Jul 11, 2023
-7.06%
Oct 5, 2017 - Jan 2, 2018
#9-3.42%
Mar 12, 2026 - Mar 30, 2026
-4.85%
Nov 12, 2025 - Dec 23, 2025
#10-3.13%
Apr 15, 2024 - May 17, 2024
-4.67%
Sep 20, 2017 - Oct 5, 2017
#11-3.01%
Dec 5, 2025 - Jan 5, 2026
-4.66%
Jan 28, 2026 - Feb 11, 2026
#12-3.00%
Nov 3, 2025 - Dec 5, 2025
-4.53%
Sep 22, 2025 - Nov 3, 2025
#13-2.78%
Aug 9, 2023 - Aug 31, 2023
-4.32%
May 7, 2021 - Jun 1, 2021
#14-2.15%
Apr 16, 2026 - Apr 22, 2026
-3.00%
Jun 12, 2025 - Jun 26, 2025
#15-2.14%
Sep 16, 2025 - Oct 6, 2025
-2.79%
Jul 24, 2025 - Aug 6, 2025

Correlation

Correlation between CMDT and FEM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2011 - 2026)

CMDT vs FEM dividend yield comparison.

YearCMDTFEM
20261.26%0.71%
20253.04%3.13%
20248.80%3.66%
20232.71%4.96%
20220.00%6.15%
20210.00%4.15%
20200.00%2.68%
20190.00%3.31%
20180.00%3.52%
20170.00%2.45%
20160.00%2.25%
20150.00%3.61%
20140.00%2.85%
20130.00%2.62%
20120.00%2.21%
20110.00%0.92%

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