BEN vs. FDT
BEN (Franklin Resources, Inc.) is a stock, while FDT (First Trust Developed Markets ex-US AlphaDEX Fund) is Foreign Large Cap Equities fund tracking the NASDAQ AlphaDEX DM Ex-US Index. Over the past 10 years, BEN returned 5.19%/yr vs 11.10%/yr for FDT. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
BEN vs. FDT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BEN achieves a 37.90% return, which is significantly higher than FDT's 20.11% return. Over the past 10 years, BEN has underperformed FDT with an annualized return of 5.19%, while FDT has yielded a comparatively higher 11.10% annualized return.
BEN
- 1D
- -3.91%
- 1M
- 4.67%
- YTD
- 37.90%
- 6M
- 38.12%
- 1Y
- 47.77%
- 3Y*
- 14.38%
- 5Y*
- 4.60%
- 10Y*
- 5.19%
FDT
- 1D
- -0.31%
- 1M
- -2.05%
- YTD
- 20.11%
- 6M
- 19.29%
- 1Y
- 44.07%
- 3Y*
- 27.88%
- 5Y*
- 12.08%
- 10Y*
- 11.10%
BEN vs. FDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BEN Franklin Resources, Inc. | 37.90% | 24.76% | -27.21% | 16.96% | -17.52% | 38.88% | 1.46% | -9.29% | -23.34% | 11.58% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 20.11% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 4.29% | 16.82% | -19.98% | 34.42% |
Correlation
The correlation between BEN and FDT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2011 | 0.59 |
The correlation between BEN and FDT shifts across timeframes, from 0.40 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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
BEN vs. FDT — Risk / Return Rank
BEN
FDT
BEN vs. FDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Resources, Inc. (BEN) 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.
| BEN | FDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 3.30 | -0.80 |
| Martin ratioReturn relative to average drawdown | 6.27 | 12.36 | -6.09 |
Loading charts...
Drawdowns
BEN vs. FDT - Drawdown Comparison
The maximum BEN drawdown since its inception was -72.80%, which is greater than FDT's maximum drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for BEN and FDT.
Loading charts...
Drawdown Indicators
| BEN | FDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.80% | -46.10% | -26.70% |
Max Drawdown (1Y)Largest decline over 1 year | -19.21% | -13.41% | -5.80% |
Max Drawdown (3Y)Largest decline over 3 years | -40.01% | -14.29% | -25.72% |
Max Drawdown (5Y)Largest decline over 5 years | -47.43% | -32.80% | -14.63% |
Max Drawdown (10Y)Largest decline over 10 years | -62.10% | -46.10% | -16.00% |
Current DrawdownCurrent decline from peak | -6.86% | -5.81% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -22.86% | -10.75% | -12.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 3.57% | +4.07% |
Volatility
BEN vs. FDT - Volatility Comparison
Franklin Resources, Inc. (BEN) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT) have volatilities of 9.36% and 9.80%, 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
| BEN | FDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.36% | 9.80% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 18.02% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.76% | 20.20% | +7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.10% | 18.58% | +13.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.91% | 18.54% | +14.37% |
Dividends
BEN vs. FDT - Dividend Comparison
BEN's dividend yield for the trailing twelve months is around 4.00%, more than FDT's 2.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEN Franklin Resources, Inc. | 4.00% | 5.40% | 7.69% | 3.02% | 4.44% | 3.37% | 4.36% | 4.04% | 13.32% | 1.92% | 1.87% | 1.71% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 2.97% | 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
BEN and FDT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDT has higher volatility (9.80%) compared to BEN (9.36%). In terms of maximum drawdown, BEN dropped -72.80% vs FDT's -46.10%.
FDT currently has the higher Sharpe Ratio (2.19 vs 1.73), 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 BEN 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