FEMS vs CAPE
Comparison between FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND (FEMS, ETF) and DOUBLELINE SHILLER CAPE U.S. EQUITIES ETF (CAPE, ETF).
FEMS vs CAPE - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
FEMS
$242M
CAPE
$241M
Expense Ratio
FEMS
0.80%
Winner
CAPE
0.65%
Max Drawdown
FEMS
52.31%
Winner
CAPE
22.43%
Sharpe Ratio
Winner
FEMS
0.55
CAPE
0.23
5Y Beta
FEMS
0.64
Winner
CAPE
0.61
P/E Ratio
FEMS
N/A
CAPE
24.62
Forward P/E
FEMS
N/A
CAPE
21.29
PEG Ratio
FEMS
N/A
CAPE
0.27
5Y Dividends CAGR
FEMS
4.66%
CAPE
N/A
5Y EPS CAGR
FEMS
N/A
CAPE
14.13%
Debt to Equity
FEMS
N/A
CAPE
1.96%
P/S Ratio
FEMS
N/A
CAPE
2.47
P/B Ratio
FEMS
N/A
CAPE
3.91
FEMS vs CAPE - Historical Returns
Returns include dividend reinvestment.
1M
Winner
FEMS
+4.65%
CAPE
+3.51%
3M
FEMS
-0.31%
Winner
CAPE
+4.00%
6M
FEMS
-1.51%
Winner
CAPE
+2.68%
1Y
Winner
FEMS
+10.15%
CAPE
+5.28%
5Y(CAGR)
FEMS
+5.84%
Winner
CAPE
+8.26%
10Y(CAGR)
FEMS
+8.15%
CAPE
N/A
Max(CAGR)
FEMS
+6.74%
Winner
CAPE
+8.26%
FEMS vs CAPE - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | FEMS | CAPE |
|---|---|---|
| 2026 | +10.68% | +5.40% |
| 2025 | +16.57% | +9.55% |
| 2024 | +3.33% | +14.49% |
| 2023 | +4.24% | +28.01% |
| 2022 | +0.56% | -15.28% |
| 2021 | +3.49% | N/A |
| 2020 | +5.77% | N/A |
| 2019 | +28.95% | N/A |
| 2018 | -23.79% | N/A |
| 2017 | +47.46% | N/A |
| 2016 | +17.27% | N/A |
| 2015 | -13.68% | N/A |
| 2014 | -5.78% | N/A |
| 2013 | +3.56% | N/A |
| 2012 | +14.75% | N/A |
FEMS vs CAPE Drawdown Comparison
The maximum drawdown for FEMS was -47.82%, occurring on Mar 23, 2020. Recovery took 742 trading sessions.
The maximum drawdown for CAPE was -22.08%, occurring on Oct 12, 2022. Recovery took 312 trading sessions.
The current FEMS drawdown is -5.40%.
| Rank | FEMS | CAPE |
|---|---|---|
| #1 | -47.82% Jan 26, 2018 - Jan 7, 2021 | -22.08% Apr 20, 2022 - Jul 19, 2023 |
| #2 | -45.48% Mar 13, 2012 - Aug 22, 2017 | -14.32% Nov 29, 2024 - Jul 1, 2025 |
| #3 | -30.42% Jun 3, 2021 - Jul 3, 2025 | -10.29% Jul 31, 2023 - Dec 1, 2023 |
| #4 | -12.42% May 6, 2026 - Jul 29, 2026 | -9.68% Feb 27, 2026 - Jul 7, 2026 |
| #5 | -8.59% Feb 26, 2026 - Apr 10, 2026 | -5.78% Jul 16, 2024 - Aug 21, 2024 |
| #6 | -8.29% Sep 15, 2017 - Dec 29, 2017 | -5.69% Mar 28, 2024 - Jul 2, 2024 |
| #7 | -6.77% Apr 29, 2021 - May 28, 2021 | -4.79% Sep 11, 2025 - Jan 9, 2026 |
| #8 | -6.66% Oct 1, 2025 - Jan 8, 2026 | -3.44% Jul 7, 2026 - Jul 28, 2026 |
| #9 | -5.90% Feb 17, 2021 - Apr 8, 2021 | -3.27% Dec 28, 2023 - Jan 30, 2024 |
| #10 | -4.78% Jan 20, 2021 - Feb 5, 2021 | -3.20% Jul 23, 2025 - Aug 22, 2025 |
| #11 | -4.70% Apr 17, 2026 - May 6, 2026 | -2.60% Aug 30, 2024 - Sep 16, 2024 |
| #12 | -4.01% Jan 27, 2026 - Feb 11, 2026 | -2.16% Jul 3, 2025 - Jul 22, 2025 |
| #13 | -1.80% Apr 8, 2021 - Apr 16, 2021 | -2.13% Apr 5, 2022 - Apr 20, 2022 |
| #14 | -1.71% Sep 17, 2025 - Oct 1, 2025 | -1.78% Sep 19, 2024 - Oct 14, 2024 |
| #15 | -1.69% Jan 14, 2021 - Jan 20, 2021 | -1.76% Jan 30, 2024 - Feb 2, 2024 |
Correlation
Correlation between FEMS and CAPE is 0.87 which considered as a strong positive correlation - the stocks tend to move together.
0.87
-101
Dividend Comparison (2012 - 2026)
FEMS vs CAPE dividend yield comparison.
| Year | FEMS | CAPE |
|---|---|---|
| 2026 | 1.62% | 0.55% |
| 2025 | 4.27% | 1.39% |
| 2024 | 3.97% | 1.23% |
| 2023 | 4.65% | 1.01% |
| 2022 | 4.55% | 0.80% |
| 2021 | 6.25% | 0.00% |
| 2020 | 2.90% | 0.00% |
| 2019 | 4.37% | 0.00% |
| 2018 | 4.68% | 0.00% |
| 2017 | 3.39% | 0.00% |
| 2016 | 2.42% | 0.00% |
| 2015 | 3.28% | 0.00% |
| 2014 | 3.48% | 0.00% |
| 2013 | 1.78% | 0.00% |
| 2012 | 1.96% | 0.00% |
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