CHRW vs. FDT

Last updated Jun 4, 2026

CHRW (C.H. Robinson Worldwide, 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, CHRW returned 11.95%/yr vs 10.91%/yr for FDT. At a 0.39 correlation, their price movements are largely independent.

Performance

CHRW vs. FDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in C.H. Robinson Worldwide, Inc. (CHRW) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHRW achieves a 12.81% return, which is significantly lower than FDT's 25.50% return. Over the past 10 years, CHRW has outperformed FDT with an annualized return of 11.95%, while FDT has yielded a comparatively lower 10.91% annualized return.

CHRW

• 1D: 1.24%
• 1M: 12.09%
• YTD: 12.81%
• 6M: 14.13%
• 1Y: 91.26%
• 3Y*: 25.51%
• 5Y*: 15.97%
• 10Y*: 11.95%

FDT

• 1D: -0.64%
• 1M: 5.22%
• YTD: 25.50%
• 6M: 28.63%
• 1Y: 55.05%
• 3Y*: 30.08%
• 5Y*: 12.55%
• 10Y*: 10.91%

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

CHRW vs. FDT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHRW C.H. Robinson Worldwide, Inc.	12.81%	59.01%	22.89%	-3.10%	-13.09%	17.22%	22.95%	-4.71%	-3.63%	24.56%
FDT First Trust Developed Markets ex-US AlphaDEX Fund	25.50%	52.21%	6.97%	15.03%	-19.51%	11.43%	4.29%	16.82%	-19.98%	34.42%

Correlation

The correlation between CHRW and FDT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Apr 20, 2011	0.39

The correlation between CHRW and FDT shifts across timeframes, from 0.27 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CHRW vs. FDT — Risk / Return Rank

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

CHRW

CHRW Risk / Return Rank: 90
CHRW Sharpe Ratio Rank: 89
CHRW Sortino Ratio Rank: 88
CHRW Omega Ratio Rank: 92
CHRW Calmar Ratio Rank: 89
CHRW Martin Ratio Rank: 90

FDT

FDT Risk / Return Rank: 84
FDT Sharpe Ratio Rank: 88
FDT Sortino Ratio Rank: 84
FDT Omega Ratio Rank: 86
FDT Calmar Ratio Rank: 79
FDT Martin Ratio Rank: 81

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.

CHRW vs. FDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) 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.

	CHRW	FDT	Difference
Sharpe ratio: Return per unit of total volatility	2.19	3.00	-0.82
Sortino ratio: Return per unit of downside risk	3.09	3.85	-0.76
Omega ratio: Gain probability vs. loss probability	1.47	1.54	-0.07
Calmar ratio: Return relative to maximum drawdown	4.57	4.13	+0.45
Martin ratio: Return relative to average drawdown	12.08	16.12	-4.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHRW vs. FDT - Sharpe Ratio Comparison

The current CHRW Sharpe Ratio is 2.19, which is comparable to the FDT Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of CHRW and FDT, 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

	CHRW	FDT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	3.00	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.69	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.59	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.40	+0.06

Drawdowns

CHRW vs. FDT - Drawdown Comparison

The maximum CHRW drawdown since its inception was -44.54%, roughly equal to the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for CHRW and FDT.

Drawdown Indicators

	CHRW	FDT	Difference
Max Drawdown Largest peak-to-trough decline	-44.54%	-46.10%	+1.56%
Max Drawdown (1Y) Largest decline over 1 year	-20.07%	-13.41%	-6.66%
Max Drawdown (3Y) Largest decline over 3 years	-30.86%	-14.29%	-16.57%
Max Drawdown (5Y) Largest decline over 5 years	-40.55%	-33.18%	-7.37%
Max Drawdown (10Y) Largest decline over 10 years	-40.55%	-46.10%	+5.55%
Current Drawdown Current decline from peak	-9.59%	-1.59%	-8.00%
Average Drawdown Average peak-to-trough decline	-12.09%	-10.78%	-1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.58%	3.43%	+4.15%

Volatility

CHRW vs. FDT - Volatility Comparison

C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 9.36% compared to First Trust Developed Markets ex-US AlphaDEX Fund (FDT) at 7.23%. This indicates that CHRW's price experiences larger fluctuations and is considered to be riskier than FDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHRW	FDT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.36%	7.23%	+2.13%
Volatility (6M) Calculated over the trailing 6-month period	29.76%	15.91%	+13.85%
Volatility (1Y) Calculated over the trailing 1-year period	41.94%	18.42%	+23.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.34%	18.23%	+14.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.84%	18.52%	+10.32%

Dividends

CHRW vs. FDT - Dividend Comparison

CHRW's dividend yield for the trailing twelve months is around 1.38%, less than FDT's 2.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHRW C.H. Robinson Worldwide, Inc.	1.38%	1.55%	2.38%	2.82%	2.47%	1.93%	2.17%	2.57%	2.24%	2.03%	2.38%	2.53%
FDT First Trust Developed Markets ex-US AlphaDEX Fund	2.84%	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

Can I hold both CHRW and FDT in my portfolio?

CHRW and FDT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHRW or FDT?

CHRW has higher volatility (9.36%) compared to FDT (7.23%). In terms of maximum drawdown, CHRW dropped -44.54% vs FDT's -46.10%.

Which has better risk-adjusted returns?

FDT currently has the higher Sharpe Ratio (3.00 vs 2.19), 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.