ABLG vs. FDT
ABLG (Abacus FCF International Leaders ETF) and FDT (First Trust Developed Markets ex-US AlphaDEX Fund) are both Foreign Large Cap Equities funds. ABLG is actively managed, while FDT is passively managed. Over the past 5 years, ABLG returned 0.36%/yr vs 11.18%/yr for FDT. Their 0.79 correlation means they have sometimes moved together and sometimes differently. ABLG charges 0.54%/yr vs 0.80%/yr for FDT.
Performance
ABLG vs. FDT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ABLG achieves a -2.27% return, which is significantly lower than FDT's 14.23% return.
ABLG
- 1D
- -0.25%
- 1M
- -3.63%
- 6M
- -4.25%
- YTD
- -2.27%
- 1Y
- 7.33%
- 3Y*
- 5.67%
- 5Y*
- 0.36%
- 10Y*
- —
- ALL TIME*
- 4.69%
FDT
- 1D
- -0.76%
- 1M
- -4.05%
- 6M
- 3.93%
- YTD
- 14.23%
- 1Y
- 33.19%
- 3Y*
- 22.82%
- 5Y*
- 11.18%
- 10Y*
- 9.69%
- ALL TIME*
- 6.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.59K | $35.24K | $47.06K | |
| $16.56M | $12.50M | $12.04M |
ABLG vs. FDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABLG Abacus FCF International Leaders ETF | -2.27% | 13.27% | 0.39% | 18.22% | -24.37% | 16.87% | 18.30% | 24.52% | -17.73% | 7.78% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 14.23% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 4.29% | 16.82% | -19.98% | 14.44% |
Correlation
The correlation between ABLG and FDT is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.79 |
The correlation between ABLG and FDT has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ABLG vs. FDT — Risk / Return Rank
ABLG
FDT
ABLG vs. FDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF International Leaders ETF (ABLG) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABLG | FDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.30 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 2.48 | -2.00 |
| Martin ratioReturn relative to average drawdown | 1.53 | 7.32 | -5.79 |
Loading charts...
Drawdowns
ABLG vs. FDT - Drawdown Comparison
The maximum ABLG drawdown since its inception was -34.17%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for ABLG and FDT.
Loading charts...
Drawdown Indicators
| ABLG | FDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.17% | -46.10% | +11.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -13.41% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.34% | -14.29% | -7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -32.80% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.10% | — |
Current DrawdownCurrent decline from peak | -8.52% | -10.43% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -10.73% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 4.52% | -0.50% |
Volatility
ABLG vs. FDT - Volatility Comparison
Abacus FCF International Leaders ETF (ABLG) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT) have volatilities of 6.51% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ABLG | FDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 6.33% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 18.77% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 20.77% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 18.67% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 18.57% | +0.50% |
ABLG vs. FDT - Expense Ratio Comparison
ABLG has a 0.54% expense ratio, which is lower than FDT's 0.80% expense ratio.
Dividends
ABLG vs. FDT - Dividend Comparison
ABLG's dividend yield for the trailing twelve months is around 2.48%, less than FDT's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABLG Abacus FCF International Leaders ETF | 2.48% | 2.30% | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% | 0.00% | 0.00% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 2.93% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
Frequently Asked Questions
ABLG and FDT have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABLG has higher volatility (6.51%) compared to FDT (6.33%). In terms of maximum drawdown, ABLG dropped -34.17% vs FDT's -46.10%.
On 5-year performance, FDT leads with 11.18% vs 0.36% for ABLG. On fees, ABLG is cheaper at 0.54% per year. On volatility, FDT has been the lower-risk option at 6.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FDT has performed better with a 11.18% return vs 0.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABLG is cheaper with a 0.54% expense ratio, compared with 0.80% for FDT.
FDT has the higher dividend yield at 2.93%, compared with 2.48% for ABLG.
They also come from different issuers: Abacus and First Trust. Their fees differ too: 0.54% for ABLG and 0.80% for FDT.
FDT currently has the higher Sharpe Ratio (1.60 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ABLG and FDT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer