FEM vs BBSC

Comparison between FIRST TRUST EMERGING MARKETS ALPHADEX FUND (FEM, ETF) and JPMORGAN BETABUILDERS U.S. SMALL CAP EQUITY ETF (BBSC, ETF).

5-Year PerformanceBBSC has outperformed FEM, delivering a return of +8.3% compared to +7.6%

FEM vs BBSC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEM(ETF)	BBSC(ETF)
Net Assets	$747M	$744M
Expense Ratio	0.80%	0.09%
Max Drawdown	49.78%	32.05%
Sharpe Ratio	1.22	1.45
5Y Beta	0.69	1.12
P/E Ratio	N/A	90.34
Forward P/E	N/A	16.04
5Y Dividends CAGR	1.78%	33.43%
5Y EPS CAGR	N/A	8.06%
Debt to Equity	N/A	22.79%
P/S Ratio	N/A	1.53
P/B Ratio	N/A	2.42

Net Assets

Winner

FEM

$747M

BBSC

$744M

Expense Ratio

FEM

0.80%

Winner

BBSC

0.09%

Max Drawdown

FEM

49.78%

Winner

BBSC

32.05%

Sharpe Ratio

FEM

1.22

Winner

BBSC

1.45

5Y Beta

Winner

FEM

0.69

BBSC

1.12

P/E Ratio

FEM

N/A

BBSC

90.34

Forward P/E

FEM

N/A

BBSC

16.04

5Y Dividends CAGR

FEM

1.78%

Winner

BBSC

33.43%

5Y EPS CAGR

FEM

N/A

BBSC

8.06%

Debt to Equity

FEM

N/A

BBSC

22.79%

P/S Ratio

FEM

N/A

BBSC

1.53

P/B Ratio

FEM

N/A

BBSC

2.42

FEM vs BBSC - Historical Returns

Returns include dividend reinvestment.

Period	FEM	BBSC
1 month	-4.19%	+1.92%
3 months	-2.72%	+9.95%
6 months	+8.51%	+13.67%
1 year	+27.81%	+34.77%
5 years(CAGR)	+7.55%	+8.27%
10 years(CAGR)	+8.52%	N/A
Max(CAGR)	+3.74%	+11.87%

FEM

-4.19%

Winner

BBSC

+1.92%

FEM

-2.72%

Winner

BBSC

+9.95%

FEM

+8.51%

Winner

BBSC

+13.67%

FEM

+27.81%

Winner

BBSC

+34.77%

5Y(CAGR)

FEM

+7.55%

Winner

BBSC

+8.27%

10Y(CAGR)

FEM

+8.52%

BBSC

N/A

Max(CAGR)

FEM

+3.74%

Winner

BBSC

+11.87%

FEM vs BBSC - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FEM	BBSC
2026	+13.63%	+21.24%
2025	+28.57%	+10.26%
2024	+3.92%	+13.41%
2023	+10.62%	+20.66%
2022	-15.44%	-20.61%
2021	+5.51%	+16.94%
2020	-3.18%	+11.94%
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 BBSC Drawdown Comparison

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

The maximum drawdown for BBSC was -30.97%, occurring on Jun 16, 2022. Recovery took 738 trading sessions.

The current FEM drawdown is -6.38%. The current BBSC drawdown is -1.35%.

Rank	FEM	BBSC
#1	-46.21% Jan 26, 2018 - May 7, 2021	-30.97% Nov 8, 2021 - Oct 16, 2024
#2	-41.78% Apr 27, 2011 - Aug 24, 2017	-29.32% Nov 25, 2024 - Sep 18, 2025
#3	-31.71% Sep 13, 2021 - May 17, 2024	-9.54% Jan 22, 2026 - Apr 14, 2026
#4	-18.82% May 17, 2024 - Jun 11, 2025	-9.52% Oct 27, 2025 - Dec 10, 2025
#5	-9.31% Feb 25, 2026 - Apr 9, 2026	-9.14% Mar 15, 2021 - Jun 8, 2021
#6	-8.86% May 11, 2026 - Jul 20, 2026	-8.90% Jun 25, 2021 - Oct 25, 2021
#7	-8.61% Jun 2, 2021 - Sep 7, 2021	-6.90% Feb 9, 2021 - Mar 11, 2021
#8	-7.06% Oct 5, 2017 - Jan 2, 2018	-5.31% Nov 11, 2024 - Nov 25, 2024
#9	-4.85% Nov 12, 2025 - Dec 23, 2025	-4.36% Dec 11, 2025 - Jan 8, 2026
#10	-4.67% Sep 20, 2017 - Oct 5, 2017	-4.26% May 6, 2026 - May 26, 2026
#11	-4.66% Jan 28, 2026 - Feb 11, 2026	-4.15% Jun 8, 2021 - Jun 25, 2021
#12	-4.53% Sep 22, 2025 - Nov 3, 2025	-3.93% Oct 6, 2025 - Oct 14, 2025
#13	-4.32% May 7, 2021 - Jun 1, 2021	-3.54% Oct 16, 2024 - Nov 6, 2024
#14	-3.00% Jun 12, 2025 - Jun 26, 2025	-3.32% Jan 22, 2021 - Feb 3, 2021
#15	-2.79% Jul 24, 2025 - Aug 6, 2025	-2.81% Dec 23, 2020 - Jan 6, 2021

Correlation

Correlation between FEM and BBSC is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2011 - 2026)

FEM vs BBSC dividend yield comparison.

Year	FEM	BBSC
2026	0.71%	0.39%
2025	3.13%	1.13%
2024	3.66%	1.29%
2023	4.96%	1.58%
2022	6.15%	1.37%
2021	4.15%	1.06%
2020	2.68%	0.18%
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%