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FEMS vs EMBD

Comparison between FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND (FEMS, ETF) and GLOBAL X EMERGING MARKETS BOND ETF (EMBD, ETF).

5-Year PerformanceFEMS has outperformed EMBD, delivering a return of +4.6% compared to +2.9%

FEMS vs EMBD - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FEMS
$252M
Winner
EMBD
$252M
Expense Ratio
FEMS
0.80%
Winner
EMBD
0.39%
Max Drawdown
FEMS
52.31%
Winner
EMBD
30.66%
Sharpe Ratio
FEMS
0.62
Winner
EMBD
0.79
5Y Beta
FEMS
0.64
Winner
EMBD
0.17
5Y Dividends CAGR
Winner
FEMS
4.66%
EMBD
1.19%

FEMS vs EMBD - Historical Returns

Returns include dividend reinvestment.

1M
FEMS
-3.89%
Winner
EMBD
-0.20%
3M
FEMS
-5.69%
Winner
EMBD
+0.75%
6M
FEMS
+0.54%
Winner
EMBD
+1.71%
1Y
Winner
FEMS
+12.94%
EMBD
+8.08%
5Y(CAGR)
Winner
FEMS
+4.63%
EMBD
+2.90%
10Y(CAGR)
FEMS
+8.23%
EMBD
N/A
Max(CAGR)
Winner
FEMS
+6.59%
EMBD
+4.03%

FEMS vs EMBD - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearFEMSEMBD
2026+7.69%+1.96%
2025+16.57%+12.53%
2024+3.33%+8.21%
2023+4.24%+10.91%
2022+0.56%-13.10%
2021+3.49%-1.54%
2020+5.77%+11.51%
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 EMBD Drawdown Comparison

The maximum drawdown for FEMS was -47.82%, occurring on Mar 23, 2020. Recovery took 742 trading sessions.

The maximum drawdown for EMBD was -24.27%, occurring on Oct 20, 2022. Recovery took 752 trading sessions.

The current FEMS drawdown is -7.96%. The current EMBD drawdown is -0.76%.

RankFEMSEMBD
#1-47.82%
Jan 26, 2018 - Jan 7, 2021
-24.27%
Sep 14, 2021 - Sep 11, 2024
#2-45.48%
Mar 13, 2012 - Aug 22, 2017
-5.35%
Dec 31, 2020 - Aug 30, 2021
#3-30.42%
Jun 3, 2021 - Jul 3, 2025
-4.23%
Feb 24, 2026 - Jun 4, 2026
#4-8.98%
May 6, 2026 - Jun 5, 2026
-3.81%
Feb 6, 2025 - May 27, 2025
#5-8.59%
Feb 26, 2026 - Apr 10, 2026
-3.08%
Sep 26, 2024 - Feb 5, 2025
#6-8.29%
Sep 15, 2017 - Dec 29, 2017
-2.88%
Jul 8, 2020 - Aug 4, 2020
#7-6.77%
Apr 29, 2021 - May 28, 2021
-2.41%
Aug 11, 2020 - Oct 8, 2020
#8-6.66%
Oct 1, 2025 - Jan 8, 2026
-2.00%
Jun 8, 2020 - Jun 25, 2020
#9-5.90%
Feb 17, 2021 - Apr 8, 2021
-1.56%
Oct 13, 2020 - Nov 4, 2020
#10-4.78%
Jan 20, 2021 - Feb 5, 2021
-1.47%
Oct 29, 2025 - Dec 16, 2025
#11-4.70%
Apr 17, 2026 - May 6, 2026
-1.37%
Jul 3, 2025 - Aug 1, 2025
#12-4.01%
Jan 27, 2026 - Feb 11, 2026
-1.05%
Oct 9, 2025 - Oct 15, 2025
#13-1.80%
Apr 8, 2021 - Apr 16, 2021
-0.92%
Sep 17, 2025 - Oct 9, 2025
#14-1.71%
Sep 17, 2025 - Oct 1, 2025
-0.87%
Jun 16, 2026 - Jul 13, 2026
#15-1.69%
Jan 14, 2021 - Jan 20, 2021
-0.80%
Aug 13, 2025 - Sep 3, 2025

Correlation

Correlation between FEMS and EMBD is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81
-101

Dividend Comparison (2012 - 2026)

FEMS vs EMBD dividend yield comparison.

YearFEMSEMBD
20261.67%2.88%
20254.27%5.48%
20243.97%5.83%
20234.65%5.29%
20224.55%4.53%
20216.25%4.99%
20202.90%3.34%
20194.37%0.00%
20184.68%0.00%
20173.39%0.00%
20162.42%0.00%
20153.28%0.00%
20143.48%0.00%
20131.78%0.00%
20121.96%0.00%

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