FDD vs. EISIX
Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and Carillon ClariVest International Stock Fund (EISIX).
FDD is a passively managed fund by First Trust that tracks the performance of the STOXX Europe Select Dividend 30. It was launched on Aug 27, 2007. EISIX is managed by Carillon Family of Funds. It was launched on Feb 27, 2013.
Performance
FDD vs. EISIX - Performance Comparison
Loading graphics...
FDD vs. EISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 2.13% | 62.50% | 0.28% | 14.16% | -16.14% | 16.03% | -3.80% | 23.79% | -8.98% | 19.07% |
EISIX Carillon ClariVest International Stock Fund | 0.22% | 39.31% | 14.86% | 20.02% | -11.83% | 17.84% | 2.92% | 18.66% | -17.86% | 27.57% |
Returns By Period
In the year-to-date period, FDD achieves a 2.13% return, which is significantly higher than EISIX's 0.22% return. Over the past 10 years, FDD has underperformed EISIX with an annualized return of 9.42%, while EISIX has yielded a comparatively higher 10.29% annualized return.
FDD
- 1D
- 3.55%
- 1M
- -4.63%
- YTD
- 2.13%
- 6M
- 11.69%
- 1Y
- 36.97%
- 3Y*
- 22.64%
- 5Y*
- 10.69%
- 10Y*
- 9.42%
EISIX
- 1D
- -0.22%
- 1M
- -12.37%
- YTD
- 0.22%
- 6M
- 7.42%
- 1Y
- 32.61%
- 3Y*
- 20.96%
- 5Y*
- 13.11%
- 10Y*
- 10.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FDD vs. EISIX - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is lower than EISIX's 0.96% expense ratio.
Return for Risk
FDD vs. EISIX — Risk / Return Rank
FDD
EISIX
FDD vs. EISIX - 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 Carillon ClariVest International Stock Fund (EISIX). 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.
| FDD | EISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.88 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.65 | 2.43 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.39 | +0.77 |
Martin ratioReturn relative to average drawdown | 12.09 | 9.78 | +2.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FDD | EISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.88 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.83 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.62 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.50 | -0.42 |
Correlation
The correlation between FDD and EISIX is 0.83, 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
FDD vs. EISIX - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 3.87%, more than EISIX's 2.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 3.87% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
EISIX Carillon ClariVest International Stock Fund | 2.99% | 3.00% | 3.83% | 2.95% | 0.87% | 1.81% | 1.09% | 2.39% | 1.81% | 1.36% | 2.31% | 0.77% |
Drawdowns
FDD vs. EISIX - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.77%, which is greater than EISIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for FDD and EISIX.
Loading graphics...
Drawdown Indicators
| FDD | EISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -39.30% | -35.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -12.54% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.11% | -27.05% | -8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | -39.30% | -2.13% |
Current DrawdownCurrent decline from peak | -5.69% | -12.54% | +6.85% |
Average DrawdownAverage peak-to-trough decline | -35.79% | -7.54% | -28.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.06% | -0.08% |
Volatility
FDD vs. EISIX - Volatility Comparison
The current volatility for First Trust STOXX European Select Dividend Index Fund (FDD) is 7.53%, while Carillon ClariVest International Stock Fund (EISIX) has a volatility of 7.99%. This indicates that FDD experiences smaller price fluctuations and is considered to be less risky than EISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FDD | EISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 7.99% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 11.93% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 16.86% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 15.82% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 16.55% | +3.55% |