ANDE vs. FDTS

Last updated Jun 4, 2026

ANDE (The Andersons, Inc.) is a stock, while FDTS (First Trust Developed Markets ex-US Small Cap AlphaDEX Fund) is Foreign Small & Mid Cap Equities fund tracking the NASDAQ AlphaDEX DM Ex-US Small Cap Index. Over the past 10 years, ANDE returned 9.50%/yr vs 10.50%/yr for FDTS. At a 0.23 correlation, their price movements are largely independent.

Performance

ANDE vs. FDTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Andersons, Inc. (ANDE) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANDE achieves a 38.03% return, which is significantly higher than FDTS's 16.64% return. Over the past 10 years, ANDE has underperformed FDTS with an annualized return of 9.50%, while FDTS has yielded a comparatively higher 10.50% annualized return.

ANDE

• 1D: 0.16%
• 1M: -8.20%
• YTD: 38.03%
• 6M: 41.11%
• 1Y: 109.98%
• 3Y*: 22.78%
• 5Y*: 18.94%
• 10Y*: 9.50%

FDTS

• 1D: -1.14%
• 1M: -2.48%
• YTD: 16.64%
• 6M: 19.06%
• 1Y: 45.71%
• 3Y*: 25.36%
• 5Y*: 10.59%
• 10Y*: 10.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ANDE vs. FDTS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ANDE The Andersons, Inc.	38.03%	33.82%	-28.80%	67.00%	-7.77%	61.48%	0.81%	-13.20%	-2.10%	-29.00%
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund	16.64%	51.17%	2.44%	10.96%	-15.34%	11.79%	12.90%	18.71%	-23.71%	36.01%

Correlation

The correlation between ANDE and FDTS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Feb 17, 2012	0.23

Return for Risk

ANDE vs. FDTS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANDE

ANDE Risk / Return Rank: 95
ANDE Sharpe Ratio Rank: 95
ANDE Sortino Ratio Rank: 92
ANDE Omega Ratio Rank: 93
ANDE Calmar Ratio Rank: 96
ANDE Martin Ratio Rank: 97

FDTS

FDTS Risk / Return Rank: 76
FDTS Sharpe Ratio Rank: 82
FDTS Sortino Ratio Rank: 78
FDTS Omega Ratio Rank: 77
FDTS Calmar Ratio Rank: 73
FDTS Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANDE vs. FDTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Andersons, Inc. (ANDE) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS). 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.

	ANDE	FDTS	Difference
Sharpe ratio: Return per unit of total volatility	3.29	2.69	+0.59
Sortino ratio: Return per unit of downside risk	3.63	3.52	+0.11
Omega ratio: Gain probability vs. loss probability	1.52	1.46	+0.06
Calmar ratio: Return relative to maximum drawdown	7.85	3.64	+4.21
Martin ratio: Return relative to average drawdown	24.89	13.32	+11.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANDE vs. FDTS - Sharpe Ratio Comparison

The current ANDE Sharpe Ratio is 3.29, which is comparable to the FDTS Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of ANDE and FDTS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ANDE	FDTS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.29	2.69	+0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.36	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.42	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.37	-0.12

Drawdowns

ANDE vs. FDTS - Drawdown Comparison

The maximum ANDE drawdown since its inception was -81.75%, which is greater than FDTS's maximum drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for ANDE and FDTS.

Drawdown Indicators

	ANDE	FDTS	Difference
Max Drawdown Largest peak-to-trough decline	-81.75%	-51.26%	-30.49%
Max Drawdown (1Y) Largest decline over 1 year	-14.09%	-12.61%	-1.48%
Max Drawdown (3Y) Largest decline over 3 years	-46.94%	-13.19%	-33.75%
Max Drawdown (5Y) Largest decline over 5 years	-48.82%	-33.11%	-15.71%
Max Drawdown (10Y) Largest decline over 10 years	-72.72%	-51.26%	-21.46%
Current Drawdown Current decline from peak	-8.20%	-6.49%	-1.71%
Average Drawdown Average peak-to-trough decline	-32.33%	-10.65%	-21.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.45%	3.44%	+1.01%

Volatility

ANDE vs. FDTS - Volatility Comparison

The Andersons, Inc. (ANDE) has a higher volatility of 16.55% compared to First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) at 6.54%. This indicates that ANDE's price experiences larger fluctuations and is considered to be riskier than FDTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ANDE	FDTS	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.55%	6.54%	+10.01%
Volatility (6M) Calculated over the trailing 6-month period	25.25%	14.09%	+11.16%
Volatility (1Y) Calculated over the trailing 1-year period	33.68%	17.05%	+16.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.88%	29.28%	+9.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.52%	24.85%	+16.67%

Dividends

ANDE vs. FDTS - Dividend Comparison

ANDE's dividend yield for the trailing twelve months is around 1.08%, less than FDTS's 2.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANDE The Andersons, Inc.	1.08%	1.47%	1.41%	1.29%	2.07%	1.82%	2.86%	2.71%	2.22%	2.07%	1.40%	1.82%
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund	2.58%	2.94%	3.94%	2.90%	3.71%	3.01%	2.02%	2.30%	1.96%	2.08%	1.78%	1.73%

Frequently Asked Questions

Can I hold both ANDE and FDTS in my portfolio?

ANDE and FDTS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ANDE or FDTS?

ANDE has higher volatility (16.55%) compared to FDTS (6.54%). In terms of maximum drawdown, ANDE dropped -81.75% vs FDTS's -51.26%.

Which has better risk-adjusted returns?

ANDE currently has the higher Sharpe Ratio (3.29 vs 2.69), 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.