CGIC vs. FDT
Compare and contrast key facts about Capital Group International Core Equity ETF (CGIC) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT).
CGIC and FDT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGIC is an actively managed fund by Capital Group. It was launched on Jun 25, 2024. FDT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Index. It was launched on Apr 18, 2011.
Performance
CGIC vs. FDT - Performance Comparison
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CGIC vs. FDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CGIC Capital Group International Core Equity ETF | 1.95% | 37.53% | -2.81% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 9.83% | 52.21% | 0.66% |
Returns By Period
In the year-to-date period, CGIC achieves a 1.95% return, which is significantly lower than FDT's 9.83% return.
CGIC
- 1D
- 3.22%
- 1M
- -8.07%
- YTD
- 1.95%
- 6M
- 8.06%
- 1Y
- 29.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDT
- 1D
- 3.59%
- 1M
- -10.30%
- YTD
- 9.83%
- 6M
- 17.39%
- 1Y
- 54.93%
- 3Y*
- 24.48%
- 5Y*
- 11.26%
- 10Y*
- 9.73%
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CGIC vs. FDT - Expense Ratio Comparison
CGIC has a 0.54% expense ratio, which is lower than FDT's 0.80% expense ratio.
Return for Risk
CGIC vs. FDT — Risk / Return Rank
CGIC
FDT
CGIC vs. FDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group International Core Equity ETF (CGIC) 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.
| CGIC | FDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 2.86 | -1.11 |
Sortino ratioReturn per unit of downside risk | 2.37 | 3.48 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.55 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 4.01 | -1.49 |
Martin ratioReturn relative to average drawdown | 9.97 | 16.70 | -6.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGIC | FDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.86 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.35 | +0.88 |
Correlation
The correlation between CGIC and FDT is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CGIC vs. FDT - Dividend Comparison
CGIC's dividend yield for the trailing twelve months is around 1.46%, less than FDT's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGIC Capital Group International Core Equity ETF | 1.46% | 1.60% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.24% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
Drawdowns
CGIC vs. FDT - Drawdown Comparison
The maximum CGIC drawdown since its inception was -13.10%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for CGIC and FDT.
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Drawdown Indicators
| CGIC | FDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.10% | -46.10% | +33.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -13.41% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.10% | — |
Current DrawdownCurrent decline from peak | -8.45% | -10.30% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -10.86% | +8.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.22% | -0.36% |
Volatility
CGIC vs. FDT - Volatility Comparison
The current volatility for Capital Group International Core Equity ETF (CGIC) is 7.86%, while First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a volatility of 9.73%. This indicates that CGIC experiences smaller price fluctuations and is considered to be less risky than FDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGIC | FDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 9.73% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 13.97% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 19.35% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 17.86% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 18.32% | -2.53% |