FFEM (FFEM) Performance
FFEM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +16.6% since Dec 31, 2025
- 1 year
- +19.7% total return
- Since first price
- +59.5% since 2024
FFEM trailing returns vs SPY, QQQ, AGG
| Period | FFEM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −9.6% | −9.6% | −1.0% | −5.0% | +0.9% |
| 3 months | −5.6% | −6.1% | +3.2% | +1.9% | −0.4% |
| 6 months | −0.3% | −1.2% | +7.8% | +8.4% | −1.5% |
| YTD | +16.6% | +15.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +19.7% | +17.7% | +14.4% | +15.9% | −1.1% |
| Since inceptionNov 21, 2024 | +59.5% | +54.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FFEM vs SPY
From Nov 21, 2024: FFEM grew to $15,952, SPY to $13,097.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FFEM returns by calendar year
1 of 1 full years positive. Best 2025 (+37.7%), worst 2025 (+37.7%). 2026 is year to date.
FFEM annual returns table
| Year | FFEM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +16.6% | −15.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +37.7% | −16.3% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FFEM largest drawdowns
Now 14.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Mar 17, 2025 | −16.3% | Apr 8, 2025 | May 12, 2025 | 22 days | 56 days |
| Jun 22, 2026 | −15.4% | Oct 22, 2026 | not yet | 4 months | 4 months so far |
| Feb 25, 2026 | −13.6% | Mar 30, 2026 | Apr 16, 2026 | 33 days | 50 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FFEM risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +35.5% |
| Volatility (annualized) | 17.5% |
| Sharpe ratio | 1.62 |
| Sortino ratio | 3.35 |
| Best month | +13.7% |
| Worst month | −8.8% |
| Best 12 months | +66.7% |
| Worst 12 months | +33.6% |
| Positive months | 77% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FFEM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 12 | +18.0% | +46.0% | +66.7% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
FFEM performance overview
FFEM (FFEM) returned +19.7% over the past year, with distributions reinvested. Since its first recorded price on Nov 21, 2024 it has returned +59.5%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −16.3%, from Mar 17, 2025 to Apr 8, 2025, and it took 34 days to get back to the old high. Volatility has been 17.5% a year.
Related: FFEM chart, FFEM holdings, FFEM dividends. See the FFEM overview for the latest quote and fund facts.
FFEM performance FAQ
What is the FFEM return over the past year?
FFEM returned +19.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 17.7%.
How much would $10,000 invested in FFEM be worth?
$10,000 invested in FFEM at its first recorded close on November 21, 2024 would be worth about $15,952 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of FFEM?
The largest peak-to-trough decline was −16.3% between March 17, 2025 and April 8, 2025. It recovered to the old high on May 12, 2025, 34 days after the bottom.
How volatile is FFEM?
Over the past history FFEM had an annualized volatility of 17.5% and a Sharpe ratio of 1.62 (excess return over 1–3 month T-bills per unit of risk).