First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS)
FDTS is a passive ETF by First Trust tracking the investment results of the NASDAQ AlphaDEX DM Ex-US Small Cap Index. FDTS launched on Feb 15, 2012 and has a 0.80% expense ratio.
ETF Info
US33737J4067
33737J406
Feb 15, 2012
Developed Markets (Broad)
1x
NASDAQ AlphaDEX DM Ex-US Small Cap Index
Multi-Cap
Blend
Expense Ratio
FDTS features an expense ratio of 0.80%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Developed Markets ex-US Small Cap 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 Small Cap AlphaDEX Fund had a return of 5.52% year-to-date (YTD) and 7.62% in the last 12 months. Over the past 10 years, First Trust Developed Markets ex-US Small Cap AlphaDEX Fund had an annualized return of 6.56%, while the S&P 500 had an annualized return of 11.26%, indicating that First Trust Developed Markets ex-US Small Cap AlphaDEX Fund did not perform as well as the benchmark.
FDTS
5.52%
3.37%
2.14%
7.62%
7.59%
6.56%
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of FDTS, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.53% | 5.52% | |||||||||||
| 2024 | -1.36% | 2.21% | 4.21% | -3.03% | 4.32% | -2.14% | 0.03% | 4.08% | 2.12% | -4.86% | -0.47% | -2.16% | 2.44% |
| 2023 | 8.15% | -2.34% | 1.15% | -3.23% | -4.45% | 5.25% | 5.73% | -2.05% | -3.01% | -3.99% | 6.50% | 3.92% | 10.96% |
| 2022 | -9.18% | 1.34% | 5.92% | -11.37% | 8.81% | -15.11% | 7.16% | -7.20% | -8.70% | 5.17% | 7.45% | 3.38% | -15.34% |
| 2021 | 1.59% | 0.07% | 5.66% | 4.03% | 2.41% | -1.14% | 2.26% | -0.88% | -1.84% | 0.91% | -5.84% | 4.47% | 11.74% |
| 2020 | -6.69% | -11.92% | -17.81% | 14.98% | 5.98% | 3.62% | 7.94% | 4.72% | -0.34% | -2.75% | 11.40% | 8.44% | 12.89% |
| 2019 | 9.44% | 3.32% | -1.78% | 2.82% | -8.50% | 4.20% | -1.35% | -3.55% | 3.28% | 3.05% | 2.73% | 4.83% | 18.73% |
| 2018 | 7.12% | -6.71% | -1.57% | 1.94% | -2.20% | -3.20% | 0.79% | -2.66% | 1.95% | -12.66% | -0.76% | -7.30% | -23.70% |
| 2017 | 2.90% | 2.57% | 1.41% | 2.93% | 3.75% | 1.41% | 3.91% | 1.37% | 2.01% | 3.42% | 2.81% | 2.70% | 36.00% |
| 2016 | -7.22% | -4.43% | 10.59% | 0.82% | 0.04% | -1.58% | 4.56% | 0.80% | 4.94% | -4.22% | -2.00% | 1.49% | 2.56% |
| 2015 | 0.11% | 3.82% | 1.03% | 6.57% | -0.06% | 0.48% | -1.01% | -5.57% | -4.05% | 4.95% | -1.07% | 0.26% | 4.93% |
| 2014 | -1.94% | 3.19% | -3.76% | 3.28% | 0.67% | 2.34% | -1.24% | 1.20% | -5.61% | -4.27% | -2.33% | -2.96% | -11.31% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FDTS is 21, meaning it’s performing worse than 79% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) 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 Small Cap AlphaDEX Fund provided a 3.73% dividend yield over the last twelve months, with an annual payout of $1.57 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.57 | $1.57 | $1.18 | $1.39 | $1.39 | $0.86 | $0.89 | $0.65 | $0.93 | $0.60 | $0.57 | $0.83 |
Dividend yield | 3.73% | 3.94% | 2.91% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% | 2.58% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.72 | $1.57 |
| 2023 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.38 | $1.18 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.60 | $1.39 |
| 2021 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.70 | $1.39 |
| 2020 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.40 | $0.86 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.48 | $0.89 |
| 2018 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.22 | $0.65 |
| 2017 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.34 | $0.93 |
| 2016 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.24 | $0.60 |
| 2015 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.17 | $0.57 |
| 2014 | $0.10 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.35 | $0.83 |
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 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 172 trading sessions.
The current First Trust Developed Markets ex-US Small Cap AlphaDEX Fund drawdown is 4.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.26% | Jan 30, 2018 | 454 | Mar 23, 2020 | 172 | Feb 12, 2021 | 626 |
| -33.14% | Sep 7, 2021 | 243 | Sep 29, 2022 | — | — | — |
| -24.73% | Jul 2, 2014 | 320 | Feb 12, 2016 | 158 | May 2, 2017 | 478 |
| -20.32% | Feb 28, 2012 | 9 | Jun 4, 2012 | 36 | Jan 11, 2013 | 45 |
| -8.79% | May 10, 2013 | 16 | Jul 8, 2013 | 24 | Sep 11, 2013 | 40 |
Volatility
Volatility Chart
The current First Trust Developed Markets ex-US Small Cap AlphaDEX Fund volatility is 3.31%, 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.