DFIS vs. FDTS
Compare and contrast key facts about Dimensional International Small Cap ETF (DFIS) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS).
DFIS and FDTS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIS is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. FDTS is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Small Cap Index. It was launched on Feb 15, 2012.
Performance
DFIS vs. FDTS - Performance Comparison
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DFIS vs. FDTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.31% | 37.49% | 3.80% | 15.19% | -12.94% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 11.04% | 51.17% | 2.44% | 10.96% | -12.07% |
Returns By Period
In the year-to-date period, DFIS achieves a 2.31% return, which is significantly lower than FDTS's 11.04% return.
DFIS
- 1D
- 3.12%
- 1M
- -8.99%
- YTD
- 2.31%
- 6M
- 7.05%
- 1Y
- 33.50%
- 3Y*
- 16.25%
- 5Y*
- —
- 10Y*
- —
FDTS
- 1D
- 3.04%
- 1M
- -9.63%
- YTD
- 11.04%
- 6M
- 16.94%
- 1Y
- 59.05%
- 3Y*
- 21.33%
- 5Y*
- 10.78%
- 10Y*
- 10.43%
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DFIS vs. FDTS - Expense Ratio Comparison
DFIS has a 0.39% expense ratio, which is lower than FDTS's 0.80% expense ratio.
Return for Risk
DFIS vs. FDTS — Risk / Return Rank
DFIS
FDTS
DFIS vs. FDTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) 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.
| DFIS | FDTS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 3.16 | -1.19 |
Sortino ratioReturn per unit of downside risk | 2.62 | 3.90 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.60 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 4.68 | -2.13 |
Martin ratioReturn relative to average drawdown | 10.38 | 18.83 | -8.45 |
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
| DFIS | FDTS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 3.16 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.36 | +0.22 |
Correlation
The correlation between DFIS and FDTS is 0.78, 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
DFIS vs. FDTS - Dividend Comparison
DFIS's dividend yield for the trailing twelve months is around 2.18%, less than FDTS's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.18% | 2.23% | 2.19% | 2.36% | 1.13% | 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 | 2.71% | 2.94% | 3.94% | 2.90% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% |
Drawdowns
DFIS vs. FDTS - Drawdown Comparison
The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum FDTS drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for DFIS and FDTS.
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Drawdown Indicators
| DFIS | FDTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -51.26% | +24.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -12.61% | +0.17% |
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 | -8.99% | -9.95% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -10.74% | +4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.13% | -0.07% |
Volatility
DFIS vs. FDTS - Volatility Comparison
The current volatility for Dimensional International Small Cap ETF (DFIS) is 7.55%, while First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has a volatility of 7.97%. This indicates that DFIS experiences smaller price fluctuations and is considered to be less risky than FDTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIS | FDTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 7.97% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 12.60% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 18.77% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 29.14% | -11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 24.75% | -7.44% |