FEM vs AVTM

Comparison between FIRST TRUST EMERGING MARKETS ALPHADEX FUND (FEM, ETF) and AVANTIS TOTAL EQUITY MARKETS ETF (AVTM, ETF).

FEM vs AVTM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEM(ETF)	AVTM(ETF)
Net Assets	$742M	$741M
Expense Ratio	0.80%	0.22%
Max Drawdown	49.78%	9.29%
Sharpe Ratio	1.54	1.08
5Y Beta	0.66	1.10
P/E Ratio	N/A	25.20
Forward P/E	N/A	19.44
5Y Dividends CAGR	4.66%	N/A
5Y EPS CAGR	N/A	27.90%
Debt to Equity	N/A	43.88%
P/S Ratio	N/A	3.19
P/B Ratio	N/A	4.46

Net Assets

Winner

FEM

$742M

AVTM

$741M

Expense Ratio

FEM

0.80%

Winner

AVTM

0.22%

Max Drawdown

FEM

49.78%

Winner

AVTM

9.29%

Sharpe Ratio

Winner

FEM

1.54

AVTM

1.08

5Y Beta

Winner

FEM

0.66

AVTM

1.10

P/E Ratio

FEM

N/A

AVTM

25.20

Forward P/E

FEM

N/A

AVTM

19.44

5Y Dividends CAGR

FEM

4.66%

AVTM

N/A

5Y EPS CAGR

FEM

N/A

AVTM

27.90%

Debt to Equity

FEM

N/A

AVTM

43.88%

P/S Ratio

FEM

N/A

AVTM

3.19

P/B Ratio

FEM

N/A

AVTM

4.46

FEM vs AVTM - Historical Returns

Returns include dividend reinvestment.

Period	FEM	AVTM
1 month	-6.60%	+2.41%
3 months	+5.36%	+9.50%
6 months	+15.85%	N/A
1 year	+34.98%	N/A
5 years(CAGR)	+6.25%	N/A
10 years(CAGR)	+9.14%	N/A
Max(CAGR)	+3.71%	+22.43%

FEM

-6.60%

Winner

AVTM

+2.41%

FEM

+5.36%

Winner

AVTM

+9.50%

FEM

+15.85%

AVTM

N/A

FEM

+34.98%

AVTM

N/A

5Y(CAGR)

FEM

+6.25%

AVTM

N/A

10Y(CAGR)

FEM

+9.14%

AVTM

N/A

Max(CAGR)

FEM

+3.71%

Winner

AVTM

+22.43%

FEM vs AVTM - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FEM	AVTM
2026	+12.63%	+7.05%
2025	+28.57%	N/A
2024	+3.92%	N/A
2023	+10.62%	N/A
2022	-15.44%	N/A
2021	+5.51%	N/A
2020	-3.18%	N/A
2019	+20.62%	N/A
2018	-16.98%	N/A
2017	+39.11%	N/A
2016	+18.71%	N/A
2015	-13.48%	N/A
2014	-8.74%	N/A
2013	-5.37%	N/A
2012	+18.21%	N/A
2011	-23.58%	N/A

FEM vs AVTM Drawdown Comparison

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

The maximum drawdown for AVTM was -9.21%, occurring on Mar 30, 2026. Recovery took 45 trading sessions.

The current FEM drawdown is -7.20%. The current AVTM drawdown is -2.67%.

Rank	FEM	AVTM
#1	-46.21% Jan 26, 2018 - May 7, 2021	-9.21% Feb 9, 2026 - Apr 15, 2026
#2	-41.78% Apr 27, 2011 - Aug 24, 2017	-2.67% Jun 4, 2026 - Jun 5, 2026
#3	-31.71% Sep 13, 2021 - May 17, 2024	-2.21% Feb 2, 2026 - Feb 6, 2026
#4	-18.82% May 17, 2024 - Jun 11, 2025	-2.09% May 14, 2026 - May 26, 2026
#5	-9.31% Feb 25, 2026 - Apr 9, 2026	-1.01% Apr 27, 2026 - Apr 30, 2026
#6	-8.61% Jun 2, 2021 - Sep 7, 2021	-0.70% May 1, 2026 - May 5, 2026
#7	-7.20% May 11, 2026 - Jun 5, 2026	-0.69% Apr 20, 2026 - Apr 22, 2026
#8	-7.06% Oct 5, 2017 - Jan 2, 2018	-0.68% May 6, 2026 - May 8, 2026
#9	-4.85% Nov 12, 2025 - Dec 23, 2025	-0.65% Jun 2, 2026 - Jun 4, 2026
#10	-4.67% Sep 20, 2017 - Oct 5, 2017	-0.51% Apr 22, 2026 - Apr 24, 2026
#11	-4.66% Jan 28, 2026 - Feb 11, 2026	-0.35% May 11, 2026 - May 13, 2026
#12	-4.53% Sep 22, 2025 - Nov 3, 2025	-0.20% May 26, 2026 - May 28, 2026
#13	-4.32% May 7, 2021 - Jun 1, 2021	N/A
#14	-3.00% Jun 12, 2025 - Jun 26, 2025	N/A
#15	-2.79% Jul 24, 2025 - Aug 6, 2025	N/A

Correlation

Correlation between FEM and AVTM is 0.70 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.70

-101

Dividend Comparison (2011 - 2026)

FEM vs AVTM dividend yield comparison.

Year	FEM	AVTM
2026	0.11%	0.08%
2025	3.13%	0.00%
2024	3.66%	0.00%
2023	4.96%	0.00%
2022	6.15%	0.00%
2021	4.15%	0.00%
2020	2.68%	0.00%
2019	3.31%	0.00%
2018	3.52%	0.00%
2017	2.45%	0.00%
2016	2.25%	0.00%
2015	3.61%	0.00%
2014	2.85%	0.00%
2013	2.62%	0.00%
2012	2.21%	0.00%
2011	0.92%	0.00%