First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS)

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First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) is up 16.8% since the beginning of the year. FDTS is currently trading at $68 per share. Investors who bought $1,000 worth of FDTS shares 5 years ago would now be looking at an investment worth $1,688.

First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has returned 16.84% so far this year and 42.46% over the past 12 months. Over the last ten years, FDTS has returned 10.93% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Feb 16, 2012, FDTS's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Mar 2020 at -17.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FDTS closed higher 41% of trading days. The best single day was Jul 27, 2022 with a return of +12.1%, while the worst single day was Mar 12, 2020 at -13.3%.

First Trust Developed Markets ex-US Small Cap AlphaDEX Fund has an annualized alpha of 3.23%, beta of 0.57, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since February 16, 2012.

• This ETF participated in 100.91% of S&P 500 Index downside but only 83.29% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.57 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

FDTS has an expense ratio of 0.80%, placing it in the medium range.

FDTS ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

First Trust Developed Markets ex-US Small Cap AlphaDEX Fund provided a 2.57% dividend yield over the last twelve months, with an annual payout of $1.75 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for First Trust Developed Markets ex-US Small Cap AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the First Trust Developed Markets ex-US Small Cap 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 Small Cap AlphaDEX Fund was 51.26%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.

The current First Trust Developed Markets ex-US Small Cap AlphaDEX Fund drawdown is 6.32%.

The chart below shows the rolling one-month volatility.