FEM vs XMLV

Comparison between FIRST TRUST EMERGING MARKETS ALPHADEX FUND (FEM, ETF) and INVESCO S&P MIDCAP LOW VOLATILITY ETF (XMLV, ETF).

5-Year PerformanceFEM has outperformed XMLV, delivering a return of +9.3% compared to +6.8%

FEM vs XMLV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEM(ETF)	XMLV(ETF)
Net Assets	$749M	$748M
Expense Ratio	0.80%	0.25%
Max Drawdown	49.78%	40.50%
Sharpe Ratio	1.16	0.63
5Y Beta	0.70	0.44
P/E Ratio	N/A	17.92
Forward P/E	N/A	15.94
PEG Ratio	N/A	0.17
5Y Dividends CAGR	1.78%	22.42%
5Y EPS CAGR	N/A	10.89%
Debt to Equity	N/A	63.50%
P/S Ratio	N/A	2.55
P/B Ratio	N/A	1.95

Net Assets

Winner

FEM

$749M

XMLV

$748M

Expense Ratio

FEM

0.80%

Winner

XMLV

0.25%

Max Drawdown

FEM

49.78%

Winner

XMLV

40.50%

Sharpe Ratio

Winner

FEM

1.16

XMLV

0.63

5Y Beta

FEM

0.70

Winner

XMLV

0.44

P/E Ratio

FEM

N/A

XMLV

17.92

Forward P/E

FEM

N/A

XMLV

15.94

PEG Ratio

FEM

N/A

XMLV

0.17

5Y Dividends CAGR

FEM

1.78%

Winner

XMLV

22.42%

5Y EPS CAGR

FEM

N/A

XMLV

10.89%

Debt to Equity

FEM

N/A

XMLV

63.50%

P/S Ratio

FEM

N/A

XMLV

2.55

P/B Ratio

FEM

N/A

XMLV

1.95

FEM vs XMLV - Historical Returns

Returns include dividend reinvestment.

Period	FEM	XMLV
1 month	+4.75%	-0.84%
3 months	+2.92%	+4.49%
6 months	+6.77%	+3.84%
1 year	+28.83%	+10.52%
5 years(CAGR)	+9.33%	+6.85%
10 years(CAGR)	+8.52%	+7.96%
Max(CAGR)	+4.03%	+9.88%

Winner

FEM

+4.75%

XMLV

-0.84%

FEM

+2.92%

Winner

XMLV

+4.49%

Winner

FEM

+6.77%

XMLV

+3.84%

Winner

FEM

+28.83%

XMLV

+10.52%

5Y(CAGR)

Winner

FEM

+9.33%

XMLV

+6.85%

10Y(CAGR)

Winner

FEM

+8.52%

XMLV

+7.96%

Max(CAGR)

FEM

+4.03%

Winner

XMLV

+9.88%

FEM vs XMLV - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FEM	XMLV
2026	+19.02%	+10.38%
2025	+28.57%	+5.88%
2024	+3.92%	+16.72%
2023	+10.62%	+1.70%
2022	-15.44%	-6.04%
2021	+5.51%	+24.82%
2020	-3.18%	-7.56%
2019	+20.62%	+25.81%
2018	-16.98%	-0.21%
2017	+39.11%	+13.66%
2016	+18.71%	+23.26%
2015	-13.48%	+5.16%
2014	-8.74%	+19.64%
2013	-5.37%	+14.56%
2012	+18.21%	N/A
2011	-23.58%	N/A

FEM vs XMLV Drawdown Comparison

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

The maximum drawdown for XMLV was -39.83%, occurring on Mar 23, 2020. Recovery took 292 trading sessions.

The current FEM drawdown is -1.93%. The current XMLV drawdown is -3.04%.

Rank	FEM	XMLV
#1	-46.21% Jan 26, 2018 - May 7, 2021	-39.83% Feb 18, 2020 - Apr 15, 2021
#2	-41.78% Apr 27, 2011 - Aug 24, 2017	-16.54% Dec 29, 2021 - Mar 27, 2024
#3	-31.71% Sep 13, 2021 - May 17, 2024	-13.81% Nov 25, 2024 - Aug 22, 2025
#4	-18.82% May 17, 2024 - Jun 11, 2025	-13.26% Sep 14, 2018 - Feb 15, 2019
#5	-10.88% May 11, 2026 - Jul 29, 2026	-9.62% Aug 17, 2015 - Nov 23, 2015
#6	-9.31% Feb 25, 2026 - Apr 9, 2026	-9.26% Dec 1, 2015 - Mar 3, 2016
#7	-8.61% Jun 2, 2021 - Sep 7, 2021	-8.93% May 21, 2013 - Jul 18, 2013
#8	-7.06% Oct 5, 2017 - Jan 2, 2018	-8.47% Jul 23, 2013 - Oct 18, 2013
#9	-4.85% Nov 12, 2025 - Dec 23, 2025	-7.97% Jan 26, 2018 - May 10, 2018
#10	-4.67% Sep 20, 2017 - Oct 5, 2017	-7.03% Mar 2, 2026 - Jun 25, 2026
#11	-4.66% Jan 28, 2026 - Feb 11, 2026	-6.72% Jul 1, 2014 - Oct 28, 2014
#12	-4.53% Sep 22, 2025 - Nov 3, 2025	-6.13% Sep 7, 2016 - Nov 28, 2016
#13	-4.32% May 7, 2021 - Jun 1, 2021	-5.57% Nov 15, 2021 - Dec 27, 2021
#14	-3.00% Jun 12, 2025 - Jun 26, 2025	-5.56% Sep 2, 2021 - Nov 1, 2021
#15	-2.79% Jul 24, 2025 - Aug 6, 2025	-5.37% Mar 28, 2024 - May 9, 2024

Correlation

Correlation between FEM and XMLV is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2011 - 2026)

FEM vs XMLV dividend yield comparison.

Year	FEM	XMLV
2026	0.68%	1.58%
2025	3.13%	2.87%
2024	3.66%	2.23%
2023	4.96%	2.34%
2022	6.15%	2.05%
2021	4.15%	1.14%
2020	2.68%	1.93%
2019	3.31%	2.02%
2018	3.52%	2.13%
2017	2.45%	1.74%
2016	2.25%	1.72%
2015	3.61%	1.85%
2014	2.85%	2.00%
2013	2.62%	1.63%
2012	2.21%	0.00%
2011	0.92%	0.00%