FEM vs CMDT
Comparison between FIRST TRUST EMERGING MARKETS ALPHADEX FUND (FEM, ETF) and PIMCO COMMODITY STRATEGY ACTIVE EXCHANGE-TRADED FUND (CMDT, ETF).
FEM vs CMDT - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FEM
$747M
Winner
CMDT
$751M
Expense Ratio
FEM
0.80%
Winner
CMDT
0.65%
Max Drawdown
FEM
49.78%
Winner
CMDT
14.16%
Sharpe Ratio
FEM
1.22
Winner
CMDT
1.69
5Y Beta
FEM
0.69
Winner
CMDT
0.16
5Y Dividends CAGR
FEM
1.78%
CMDT
N/A
FEM vs CMDT - Historical Returns
Returns include dividend reinvestment.
1M
FEM
-4.19%
Winner
CMDT
+4.53%
3M
FEM
-2.72%
Winner
CMDT
-0.01%
6M
FEM
+8.51%
Winner
CMDT
+15.66%
1Y
Winner
FEM
+27.81%
CMDT
+27.71%
5Y(CAGR)
FEM
+7.55%
CMDT
N/A
10Y(CAGR)
FEM
+8.52%
CMDT
N/A
Max(CAGR)
FEM
+3.74%
Winner
CMDT
+14.12%
FEM vs CMDT - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | FEM | CMDT |
|---|---|---|
| 2026 | +13.63% | +20.29% |
| 2025 | +28.57% | +11.76% |
| 2024 | +3.92% | +7.69% |
| 2023 | +10.62% | +5.51% |
| 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 CMDT Drawdown Comparison
The maximum drawdown for FEM was -46.21%, occurring on Mar 18, 2020. Recovery took 825 trading sessions.
The maximum drawdown for CMDT was -13.23%, occurring on Jun 24, 2026. This drawdown has not yet recovered.
The current FEM drawdown is -6.38%. The current CMDT drawdown is -6.01%.
| Rank | FEM | CMDT |
|---|---|---|
| #1 | -46.21% Jan 26, 2018 - May 7, 2021 | -13.23% May 12, 2026 - Jun 24, 2026 |
| #2 | -41.78% Apr 27, 2011 - Aug 24, 2017 | -9.70% May 28, 2024 - Jan 22, 2025 |
| #3 | -31.71% Sep 13, 2021 - May 17, 2024 | -9.44% Feb 20, 2025 - Jun 17, 2025 |
| #4 | -18.82% May 17, 2024 - Jun 11, 2025 | -8.86% Sep 14, 2023 - Apr 2, 2024 |
| #5 | -9.31% Feb 25, 2026 - Apr 9, 2026 | -4.35% Jan 29, 2026 - Feb 27, 2026 |
| #6 | -8.86% May 11, 2026 - Jul 20, 2026 | -4.04% Jun 17, 2025 - Aug 29, 2025 |
| #7 | -8.61% Jun 2, 2021 - Sep 7, 2021 | -3.68% May 10, 2023 - Jun 15, 2023 |
| #8 | -7.06% Oct 5, 2017 - Jan 2, 2018 | -3.62% Jun 21, 2023 - Jul 11, 2023 |
| #9 | -4.85% Nov 12, 2025 - Dec 23, 2025 | -3.42% Mar 12, 2026 - Mar 30, 2026 |
| #10 | -4.67% Sep 20, 2017 - Oct 5, 2017 | -3.13% Apr 15, 2024 - May 17, 2024 |
| #11 | -4.66% Jan 28, 2026 - Feb 11, 2026 | -3.01% Dec 5, 2025 - Jan 5, 2026 |
| #12 | -4.53% Sep 22, 2025 - Nov 3, 2025 | -3.00% Nov 3, 2025 - Dec 5, 2025 |
| #13 | -4.32% May 7, 2021 - Jun 1, 2021 | -2.78% Aug 9, 2023 - Aug 31, 2023 |
| #14 | -3.00% Jun 12, 2025 - Jun 26, 2025 | -2.15% Apr 16, 2026 - Apr 22, 2026 |
| #15 | -2.79% Jul 24, 2025 - Aug 6, 2025 | -2.14% Sep 16, 2025 - Oct 6, 2025 |
Correlation
Correlation between FEM and CMDT is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2011 - 2026)
FEM vs CMDT dividend yield comparison.
| Year | FEM | CMDT |
|---|---|---|
| 2026 | 0.71% | 1.26% |
| 2025 | 3.13% | 3.04% |
| 2024 | 3.66% | 8.80% |
| 2023 | 4.96% | 2.71% |
| 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% |
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