FEM vs ROBT

Comparison between FIRST TRUST EMERGING MARKETS ALPHADEX FUND (FEM, ETF) and FIRST TRUST NASDAQ ARTIFICIAL INTELLIGENCE AND ROBOTICS ETF (ROBT, ETF).

5-Year PerformanceFEM has outperformed ROBT, delivering a return of +6.8% compared to +0.6%

FEM vs ROBT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEM(ETF)	ROBT(ETF)
Net Assets	$765M	$764M
Expense Ratio	0.80%	0.65%
Max Drawdown	49.78%	44.61%
Sharpe Ratio	1.54	0.66
5Y Beta	0.66	1.36
P/E Ratio	N/A	-457.69
Forward P/E	N/A	24.85
PEG Ratio	N/A	4.71
5Y Dividends CAGR	4.66%	17.51%
P/S Ratio	N/A	1.79
P/B Ratio	N/A	4.71

Net Assets

Winner

FEM

$765M

ROBT

$764M

Expense Ratio

FEM

0.80%

Winner

ROBT

0.65%

Max Drawdown

FEM

49.78%

Winner

ROBT

44.61%

Sharpe Ratio

Winner

FEM

1.54

ROBT

0.66

5Y Beta

Winner

FEM

0.66

ROBT

1.36

P/E Ratio

FEM

N/A

ROBT

-457.69

Forward P/E

FEM

N/A

ROBT

24.85

PEG Ratio

FEM

N/A

ROBT

4.71

5Y Dividends CAGR

FEM

4.66%

Winner

ROBT

17.51%

P/S Ratio

FEM

N/A

ROBT

1.79

P/B Ratio

FEM

N/A

ROBT

4.71

FEM vs ROBT - Historical Returns

Returns include dividend reinvestment.

Period	FEM	ROBT
1 month	-2.98%	+2.74%
3 months	+7.59%	+14.36%
6 months	+19.67%	+4.09%
1 year	+34.51%	+18.93%
5 years(CAGR)	+6.84%	+0.63%
10 years(CAGR)	+9.74%	+7.91%
Max(CAGR)	+3.88%	+7.91%

FEM

-2.98%

Winner

ROBT

+2.74%

FEM

+7.59%

Winner

ROBT

+14.36%

Winner

FEM

+19.67%

ROBT

+4.09%

Winner

FEM

+34.51%

ROBT

+18.93%

5Y(CAGR)

Winner

FEM

+6.84%

ROBT

+0.63%

10Y(CAGR)

Winner

FEM

+9.74%

ROBT

+7.91%

Max(CAGR)

FEM

+3.88%

Winner

ROBT

+7.91%

FEM vs ROBT - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FEM	ROBT
2026	+15.66%	+5.10%
2025	+28.57%	+15.34%
2024	+3.92%	+2.49%
2023	+10.62%	+26.95%
2022	-15.44%	-35.40%
2021	+5.51%	+10.39%
2020	-3.18%	+44.44%
2019	+20.62%	+33.76%
2018	-16.98%	-13.97%
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 ROBT Drawdown Comparison

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

The maximum drawdown for ROBT was -44.47%, occurring on Oct 14, 2022. Recovery took 1329 trading sessions.

The current FEM drawdown is -4.70%. The current ROBT drawdown is -8.53%.

Rank	FEM	ROBT
#1	-46.21% Jan 26, 2018 - May 7, 2021	-44.47% Feb 12, 2021 - Jun 1, 2026
#2	-41.78% Apr 27, 2011 - Aug 24, 2017	-37.13% Feb 12, 2020 - Jul 6, 2020
#3	-31.71% Sep 13, 2021 - May 17, 2024	-25.09% Sep 14, 2018 - Apr 10, 2019
#4	-18.82% May 17, 2024 - Jun 11, 2025	-10.68% Jun 2, 2026 - Jun 10, 2026
#5	-9.31% Feb 25, 2026 - Apr 9, 2026	-9.38% Jul 24, 2019 - Dec 13, 2019
#6	-8.61% Jun 2, 2021 - Sep 7, 2021	-9.34% May 3, 2019 - Jul 24, 2019
#7	-7.62% May 11, 2026 - Jun 10, 2026	-8.89% Sep 2, 2020 - Oct 9, 2020
#8	-7.06% Oct 5, 2017 - Jan 2, 2018	-8.66% Mar 12, 2018 - Aug 9, 2018
#9	-4.85% Nov 12, 2025 - Dec 23, 2025	-6.76% Oct 13, 2020 - Nov 5, 2020
#10	-4.67% Sep 20, 2017 - Oct 5, 2017	-5.19% Jan 27, 2021 - Feb 5, 2021
#11	-4.66% Jan 28, 2026 - Feb 11, 2026	-4.19% Jan 23, 2020 - Feb 6, 2020
#12	-4.53% Sep 22, 2025 - Nov 3, 2025	-3.24% Feb 26, 2018 - Mar 6, 2018
#13	-4.32% May 7, 2021 - Jun 1, 2021	-2.26% Jul 20, 2020 - Jul 29, 2020
#14	-3.00% Jun 12, 2025 - Jun 26, 2025	-2.24% Aug 29, 2018 - Sep 14, 2018
#15	-2.79% Jul 24, 2025 - Aug 6, 2025	-2.00% Aug 9, 2018 - Aug 21, 2018

Correlation

Correlation between FEM and ROBT is 0.69 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.69

-101

Dividend Comparison (2011 - 2026)

FEM vs ROBT dividend yield comparison.

Year	FEM	ROBT
2026	0.10%	0.00%
2025	3.13%	0.00%
2024	3.66%	0.68%
2023	4.96%	0.23%
2022	6.15%	0.35%
2021	4.15%	0.06%
2020	2.68%	0.17%
2019	3.31%	0.42%
2018	3.52%	0.44%
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%