Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDT (First Trust Developed Markets ex-US AlphaDEX Fund) | 24.88% | 53.72% | 29.96% | 12.44% | 10.66% | 7.33% | NA | … | … |
Data as of 06/04/2026, Common starting date is 04/19/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDT (First Trust Developed Markets ex-US AlphaDEX Fund) | 04/19/2011 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.24 | 53.72 | 29.96 | 12.44 | 10.66 | 7.33 | NA | … | … | 24.88 | 52.22 | 6.97 | 15.03 | -19.50 | 11.41 | 4.28 | 16.82 | -19.97 | 33.22 | 2.99 | 0.26 | -6.49 | 18.63 | 15.84 | -20.80 |
| Sharpe Ratio | NA | 3.05 | 1.63 | 0.58 | 0.51 | NA | NA | … | … | 3.17 | 2.94 | 0.22 | 0.76 | -0.89 | 0.77 | 0.12 | 1.22 | -1.32 | 3.79 | 0.16 | 0.01 | -0.51 | 1.32 | 0.89 | -0.92 |
| Standard Deviation(%) | NA | 18.50 | 17.23 | 18.24 | 18.62 | NA | NA | … | … | 24.59 | 16.86 | 15.26 | 15.02 | 23.50 | 14.76 | 32.31 | 12.60 | 16.27 | 8.63 | 17.14 | 15.82 | 12.81 | 14.04 | 17.87 | 30.73 |
| Draw Down(%) | NA | 13.41 | 14.29 | 33.18 | 46.09 | NA | NA | … | … | 13.41 | 14.29 | 10.55 | 13.11 | 31.54 | 9.35 | 38.64 | 10.34 | 27.69 | 2.60 | 12.54 | 17.76 | 14.71 | 11.16 | 16.85 | 33.27 |
| Yield(%) | 0.00 | 4.22 | 4.68 | 3.19 | 3.35 | 2.70 | 2.00 | … | … | 0.41 | 4.81 | 4.04 | 4.74 | 1.79 | 4.04 | 2.44 | 3.17 | 1.66 | 0.90 | 1.80 | 1.81 | 1.63 | 2.16 | 2.16 | 1.15 |
Data as of 06/04/2026, Common starting date is 04/19/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDT (First Trust Developed Markets ex-US AlphaDEX Fund) |
-6.93%
Mar 2017 – Mar 2020 |
-4.23%
Sep 2017 – Sep 2022 |
1.70%
Oct 2013 – Oct 2023 |
7.29%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDT (First Trust Developed Markets ex-US AlphaDEX Fund) |
32.30%
May 2023 – May 2026 |
15.05%
Feb 2021 – Feb 2026 |
11.60%
Feb 2016 – Feb 2026 |
7.29%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart