Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FDTS (First Trust Developed Markets ex-US Small Cap AlphaDEX Fund) | 27.73% | 24.73% | 14.95% | 12.17% | 6.31% | NA | NA | 6.71% |
Data as of 07/03/2025, AR inception is 02/17/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDTS (First Trust Developed Markets ex-US Small Cap AlphaDEX Fund) | 02/17/2012 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.92 | 24.73 | 14.95 | 12.17 | 6.31 | NA | NA | 6.71 | 27.73 | 2.44 | 10.95 | -15.33 | 11.80 | 12.87 | 18.70 | -23.71 | 36.28 | 2.54 | 4.93 | -11.30 | 25.13 | 1.76 |
| Sharpe Ratio | NA | 1.09 | 0.47 | 0.35 | 0.18 | NA | NA | 0.23 | 2.91 | -0.25 | 0.44 | -0.30 | 0.73 | 0.38 | 1.22 | -1.49 | 3.59 | 0.12 | 0.24 | -0.84 | 1.93 | 0.09 |
| Standard Deviation(%) | NA | 19.74 | 31.42 | 29.51 | 25.46 | NA | NA | 23.40 | 20.67 | 16.49 | 15.36 | 56.08 | 16.17 | 33.08 | 14.16 | 16.89 | 9.98 | 19.49 | 20.64 | 13.44 | 12.97 | 21.68 |
| Draw Down(%) | NA | 13.44 | 20.46 | 33.11 | 51.26 | NA | NA | 51.26 | 13.44 | 9.97 | 10.51 | 29.43 | 10.23 | 41.66 | 13.45 | 32.33 | 2.79 | 14.78 | 16.65 | 18.60 | 8.82 | 20.32 |
| Yield(%) | 0.00 | 2.08 | 3.32 | 3.61 | 2.63 | 2.64 | 1.98 | 3.05 | 0.00 | 3.94 | 3.19 | 3.00 | 3.29 | 2.23 | 2.65 | 1.45 | 1.73 | 1.82 | 1.79 | 2.27 | 2.14 | 3.27 |
Data as of 07/03/2025, AR inception is 02/17/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDTS (First Trust Developed Markets ex-US Small Cap AlphaDEX Fund) |
-8.00%
Mar 2017 - Mar 2020 |
-3.11%
Mar 2015 - Mar 2020 |
2.67%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDTS (First Trust Developed Markets ex-US Small Cap AlphaDEX Fund) |
19.11%
Mar 2020 - Mar 2023 |
13.60%
Mar 2020 - Mar 2025 |
7.85%
May 2012 - May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart