First Trust Developed Markets ex-US AlphaDEX Fund (FDT)
FDT is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX DM Ex-US Index. FDT launched on Apr 18, 2011 and has a 0.80% expense ratio.
ETF Info
| ISIN | US33737J1741 |
|---|---|
| CUSIP | 33737J174 |
| Issuer | First Trust |
| Inception Date | Apr 18, 2011 |
| Region | Developed Markets (Broad) |
| Category | Foreign Large Cap Equities |
| Leveraged | 1x |
| Index Tracked | NASDAQ AlphaDEX DM Ex-US Index |
| Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
FDT features an expense ratio of 0.80%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: FDT vs. SPLG, FDT vs. SDY, FDT vs. VEA, FDT vs. VEU, FDT vs. VOO, FDT vs. FIDZX, FDT vs. VTI, FDT vs. QQQ
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Developed Markets ex-US AlphaDEX Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust Developed Markets ex-US AlphaDEX Fund had a return of 7.88% year-to-date (YTD) and 14.25% in the last 12 months. Over the past 10 years, First Trust Developed Markets ex-US AlphaDEX Fund had an annualized return of 3.96%, while the S&P 500 had an annualized return of 11.39%, indicating that First Trust Developed Markets ex-US AlphaDEX Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.88% | 25.48% |
| 1 month | -3.30% | 2.14% |
| 6 months | -1.09% | 12.76% |
| 1 year | 14.25% | 33.14% |
| 5 years (annualized) | 3.66% | 13.96% |
| 10 years (annualized) | 3.96% | 11.39% |
Monthly Returns
The table below presents the monthly returns of FDT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.70% | 3.00% | 4.85% | -2.74% | 5.20% | -2.57% | 3.60% | 0.44% | 1.10% | -3.21% | 7.88% | ||
| 2023 | 9.22% | -3.17% | 0.84% | 0.79% | -4.21% | 6.76% | 6.41% | -4.04% | -3.66% | -4.78% | 6.94% | 4.47% | 15.03% |
| 2022 | -4.22% | -2.07% | 1.80% | -7.23% | 3.13% | -12.26% | 3.42% | -3.69% | -11.91% | 5.16% | 11.02% | -1.97% | -19.51% |
| 2021 | 0.41% | 1.62% | 4.63% | 3.33% | 4.43% | -2.48% | 0.56% | 0.75% | -3.42% | 1.66% | -4.48% | 4.39% | 11.43% |
| 2020 | -4.33% | -8.06% | -18.53% | 8.89% | 6.71% | 2.18% | 3.67% | 5.61% | -1.99% | -3.95% | 12.15% | 6.04% | 4.29% |
| 2019 | 9.77% | 0.60% | 0.65% | 0.97% | -6.94% | 6.63% | -2.41% | -3.16% | 3.23% | 2.54% | 1.50% | 3.30% | 16.82% |
| 2018 | 5.63% | -4.17% | -0.40% | -0.51% | 0.62% | -3.93% | 1.17% | -2.09% | 0.42% | -11.96% | -0.23% | -5.54% | -19.98% |
| 2017 | 5.10% | 2.22% | 3.04% | 2.55% | 3.46% | 0.27% | 4.09% | 0.90% | 2.12% | 2.32% | 1.05% | 2.91% | 34.42% |
| 2016 | -6.15% | -2.19% | 8.71% | -0.13% | 0.39% | -2.31% | 6.25% | 0.17% | 2.72% | -2.80% | -1.98% | 1.18% | 2.99% |
| 2015 | 2.03% | 4.73% | 0.40% | 2.70% | 0.54% | -2.10% | -1.82% | -6.09% | -4.35% | 7.54% | -0.58% | -1.96% | 0.26% |
| 2014 | -4.34% | 6.52% | -0.20% | -0.59% | 1.67% | 1.35% | -1.91% | 0.36% | -4.55% | -1.28% | -1.48% | -1.77% | -6.49% |
| 2013 | 2.82% | 0.03% | 0.72% | 4.43% | -4.96% | -1.48% | 5.73% | -1.75% | 8.32% | 1.81% | 0.57% | 1.65% | 18.63% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FDT is 34, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Developed Markets ex-US AlphaDEX Fund provided a 4.05% dividend yield over the last twelve months, with an annual payout of $2.24 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.24 | $2.29 | $1.09 | $2.31 | $1.37 | $1.55 | $1.05 | $0.98 | $0.83 | $0.86 | $0.83 | $0.97 |
Dividend yield | 4.05% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% | 1.74% | 1.88% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Developed Markets ex-US AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.87 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.31 | |
| 2023 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.93 | $2.29 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.19 | $1.09 |
| 2021 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $1.11 | $2.31 |
| 2020 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.90 | $1.37 |
| 2019 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.63 | $1.55 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.25 | $1.05 |
| 2017 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.55 | $0.98 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.28 | $0.83 |
| 2015 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.34 | $0.86 |
| 2014 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.27 | $0.83 |
| 2013 | $0.08 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.31 | $0.97 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Developed Markets ex-US AlphaDEX Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Developed Markets ex-US AlphaDEX Fund was 46.10%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.
The current First Trust Developed Markets ex-US AlphaDEX Fund drawdown is 5.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.1% | Jan 29, 2018 | 541 | Mar 23, 2020 | 268 | Apr 15, 2021 | 809 |
| -33.25% | May 3, 2011 | 100 | Oct 4, 2011 | 488 | Sep 18, 2013 | 588 |
| -33.18% | Jun 8, 2021 | 330 | Sep 27, 2022 | 502 | Sep 26, 2024 | 832 |
| -22.94% | May 22, 2015 | 183 | Feb 11, 2016 | 275 | Mar 16, 2017 | 458 |
| -14.71% | Jul 7, 2014 | 73 | Oct 16, 2014 | 145 | May 15, 2015 | 218 |
Volatility
Volatility Chart
The current First Trust Developed Markets ex-US AlphaDEX Fund volatility is 3.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.