BEPC vs. FDTS
BEPC (Brookfield Renewable Corporation) 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 year, BEPC returned 17.48% vs 44.72% for FDTS. At a 0.33 correlation, their price movements are largely independent.
Performance
BEPC vs. FDTS - Performance Comparison
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Returns By Period
In the year-to-date period, BEPC achieves a -3.02% return, which is significantly lower than FDTS's 18.78% return.
BEPC
- 1D
- -3.16%
- 1M
- 0.77%
- YTD
- -3.02%
- 6M
- -4.04%
- 1Y
- 17.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDTS
- 1D
- -0.17%
- 1M
- -3.79%
- YTD
- 18.78%
- 6M
- 20.77%
- 1Y
- 44.72%
- 3Y*
- 24.70%
- 5Y*
- 10.78%
- 10Y*
- 10.96%
BEPC vs. FDTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BEPC Brookfield Renewable Corporation | -3.02% | 45.18% | -2.74% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 18.78% | 51.17% | -0.03% |
Correlation
The correlation between BEPC and FDTS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2024 | 0.33 |
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Return for Risk
BEPC vs. FDTS — Risk / Return Rank
BEPC
FDTS
BEPC vs. FDTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) 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.
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.
| BEPC | FDTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 3.43 | -2.50 |
| Martin ratioReturn relative to average drawdown | 2.16 | 11.78 | -9.62 |
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Drawdowns
BEPC vs. FDTS - Drawdown Comparison
The maximum BEPC drawdown since its inception was -19.92%, smaller than the maximum FDTS drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for BEPC and FDTS.
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Drawdown Indicators
| BEPC | FDTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.92% | -51.26% | +31.34% |
Max Drawdown (1Y)Largest decline over 1 year | -19.92% | -12.61% | -7.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.26% | — |
Current DrawdownCurrent decline from peak | -16.16% | -4.77% | -11.39% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -10.64% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.48% | 3.66% | +4.82% |
Volatility
BEPC vs. FDTS - Volatility Comparison
Brookfield Renewable Corporation (BEPC) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) have volatilities of 8.63% and 8.44%, 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.
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Volatility by Period
| BEPC | FDTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 8.44% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 26.73% | 15.54% | +11.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.73% | 18.27% | +15.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.32% | 29.42% | +5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.32% | 24.92% | +10.40% |
Dividends
BEPC vs. FDTS - Dividend Comparison
BEPC's dividend yield for the trailing twelve months is around 4.19%, more than FDTS's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEPC Brookfield Renewable Corporation | 4.19% | 3.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 2.53% | 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
BEPC and FDTS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEPC has higher volatility (8.63%) compared to FDTS (8.44%). In terms of maximum drawdown, BEPC dropped -19.92% vs FDTS's -51.26%.
FDTS currently has the higher Sharpe Ratio (2.37 vs 0.54), 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.
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