PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FDD vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FDD vs. AVDV

Last updated Jun 13, 2026

FDD (First Trust STOXX European Select Dividend Index Fund) and AVDV (Avantis International Small Cap Value ETF) are both exchange-traded funds - FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30, while AVDV is a Foreign Small & Mid Cap Equities fund actively managed by Avantis. FDD is passively managed, while AVDV is actively managed. Over the past 5 years, FDD returned 11.32%/yr vs 13.63%/yr for AVDV. Their correlation of 0.84 suggests significant overlap in exposure. FDD charges 0.58%/yr vs 0.36%/yr for AVDV.

Performance

FDD vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust STOXX European Select Dividend Index Fund (FDD) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FDD achieves a 13.65% return, which is significantly lower than AVDV's 14.99% return.

FDD

1D
0.81%
1M
1.80%
YTD
13.65%
6M
17.76%
1Y
33.97%
3Y*
26.21%
5Y*
11.32%
10Y*
10.93%

AVDV

1D
0.89%
1M
-1.99%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDD vs. AVDV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FDD
First Trust STOXX European Select Dividend Index Fund		13.65%62.50%0.28%14.16%-16.14%16.03%-3.80%12.04%
AVDV
Avantis International Small Cap Value ETF		14.99%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%

Correlation

The correlation between FDD and AVDV is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.84

The correlation between FDD and AVDV has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

FDD vs. AVDV - Sectors Allocation Comparison

Sectors
FDD
AVDV

Financial Services

52.2%
13.7%

Industrials

12.5%
21.3%

Consumer Cyclical

12.3%
14.4%

Energy

10.8%
10.8%

Utilities

6.0%
1.7%

Consumer Defensive

3.7%
3.4%

Real Estate

3.5%
1.1%

Basic Materials

2.9%
22.5%

Communication Services

2.1%
2.0%

Healthcare

-

2.1%

Technology

-

6.4%

Financial Services

FDD
52.2%
AVDV
13.7%

Industrials

FDD
12.5%
AVDV
21.3%

Consumer Cyclical

FDD
12.3%
AVDV
14.4%

Energy

FDD
10.8%
AVDV
10.8%

Utilities

FDD
6.0%
AVDV
1.7%

Consumer Defensive

FDD
3.7%
AVDV
3.4%

Real Estate

FDD
3.5%
AVDV
1.1%

Basic Materials

FDD
2.9%
AVDV
22.5%

Communication Services

FDD
2.1%
AVDV
2.0%

Healthcare

FDD

-

AVDV
2.1%

Technology

FDD

-

AVDV
6.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust STOXX European Select Dividend Index Fund

Avantis International Small Cap Value ETF

Often compared with FDD:
FDD vs. EUFNFDD vs. FLAXFDD vs. VTIFDD vs. RFEUFDD vs. IQDFFDD vs. DVYFDD vs. IEUR
Often compared with AVDV:
AVDV vs. VXUSAVDV vs. AVDEAVDV vs. VSSAVDV vs. DISVXAVDV vs. AVDVXAVDV vs. ISVLAVDV vs. AVIV

Return for Risk

FDD vs. AVDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FDD
FDD Risk / Return Rank: 7575
Overall Rank
FDD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDD Omega Ratio Rank: 7171
Omega Ratio Rank
FDD Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDD Martin Ratio Rank: 7373
Martin Ratio Rank
AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
Martin Ratio Rank
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.

FDD vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and Avantis International Small Cap Value ETF (AVDV). 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.

FDDAVDVDifference
Sharpe ratioReturn per unit of total volatility
2.11
2.53

-0.42

Sortino ratioReturn per unit of downside risk
2.91
3.36

-0.45

Omega ratioGain probability vs. loss probability

1.36

1.46

-0.09

Calmar ratioReturn relative to maximum drawdown

3.58

3.12

+0.46

Martin ratioReturn relative to average drawdown

11.88

12.44

-0.57

FDD vs. AVDV - Sharpe Ratio Comparison

The current FDD Sharpe Ratio is 2.11, which is comparable to the AVDV Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of FDD and AVDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

FDD vs. AVDV - Drawdown Comparison

The maximum FDD drawdown since its inception was -74.77%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for FDD and AVDV.

Loading charts...

Drawdown Indicators

FDDAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-74.77%

-43.01%

-31.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-13.19%

+3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.06%

-14.17%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-35.11%

-28.08%

-7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.43%

—

—

Current Drawdown

Current decline from peak

-0.40%

-2.24%

+1.84%

Average Drawdown

Average peak-to-trough decline

-35.41%

-6.76%

-28.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

3.30%

-0.47%

Volatility

FDD vs. AVDV - Volatility Comparison

The current volatility for First Trust STOXX European Select Dividend Index Fund (FDD) is 5.91%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 6.26%. This indicates that FDD experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FDDAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

6.26%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

13.88%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

16.25%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

17.41%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

19.77%

+0.39%

FDD vs. AVDV - Expense Ratio Comparison

FDD has a 0.58% expense ratio, which is higher than AVDV's 0.36% expense ratio.

Dividends

FDD vs. AVDV - Dividend Comparison

FDD's dividend yield for the trailing twelve months is around 3.48%, less than AVDV's 4.11% yield.

PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF		4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
FDD
First Trust STOXX European Select Dividend Index Fund		3.48%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

Frequently Asked Questions

FDD and AVDV have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVDV has higher volatility (6.26%) compared to FDD (5.91%). In terms of maximum drawdown, FDD dropped -74.77% vs AVDV's -43.01%.

On 5-year performance, AVDV leads with 13.63% vs 11.32% for FDD. On fees, AVDV is cheaper at 0.36% per year. On volatility, FDD has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVDV has performed better with a 13.63% return vs 11.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.58% for FDD.

AVDV has the higher dividend yield at 4.11%, compared with 3.48% for FDD.

FDD is categorized as Europe Equities, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: First Trust and Avantis. Their fees differ too: 0.58% for FDD and 0.36% for AVDV.

AVDV currently has the higher Sharpe Ratio (2.53 vs 2.11), 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.

Portfolio Optimizer

Find the right allocation for FDD and AVDV

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