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FDT vs. ABLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDT vs. ABLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and Abacus FCF International Leaders ETF (ABLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDT achieves a 25.50% return, which is significantly higher than ABLG's 4.01% return.


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%

ABLG

1D
-0.49%
1M
3.53%
YTD
4.01%
6M
3.75%
1Y
9.23%
3Y*
9.61%
5Y*
1.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDT vs. ABLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%13.46%
ABLG
Abacus FCF International Leaders ETF
4.01%13.27%0.39%18.22%-24.37%16.87%18.30%24.52%-17.73%7.27%

Correlation

The correlation between FDT and ABLG is 0.77, 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

0.77

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

0.75

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.79

The correlation between FDT and ABLG has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

FDT vs. ABLG — Risk / Return Rank

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

FDT
FDT Risk / Return Rank: 8484
Overall Rank
FDT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FDT Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDT Omega Ratio Rank: 8686
Omega Ratio Rank
FDT Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDT Martin Ratio Rank: 8181
Martin Ratio Rank

ABLG
ABLG Risk / Return Rank: 1919
Overall Rank
ABLG Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ABLG Sortino Ratio Rank: 1818
Sortino Ratio Rank
ABLG Omega Ratio Rank: 1818
Omega Ratio Rank
ABLG Calmar Ratio Rank: 1818
Calmar Ratio Rank
ABLG Martin Ratio Rank: 2222
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.

FDT vs. ABLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and Abacus FCF International Leaders ETF (ABLG). 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.


FDTABLGDifference
Sharpe ratioReturn per unit of total volatility

+2.46

Sortino ratioReturn per unit of downside risk

+2.95

Omega ratioGain probability vs. loss probability

1.54

1.11

+0.43

Calmar ratioReturn relative to maximum drawdown

4.13

0.71

+3.41

Martin ratioReturn relative to average drawdown

16.12

2.53

+13.59

FDT vs. ABLG - Sharpe Ratio Comparison

The current FDT Sharpe Ratio is 3.00, which is higher than the ABLG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FDT and ABLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FDTABLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

0.54

+2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.11

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.29

+0.11

Drawdowns

FDT vs. ABLG - Drawdown Comparison

The maximum FDT drawdown since its inception was -46.10%, which is greater than ABLG's maximum drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for FDT and ABLG.


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Drawdown Indicators


FDTABLGDifference

Max Drawdown

Largest peak-to-trough decline

-46.10%

-34.17%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-13.00%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.29%

-21.34%

+7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

-34.13%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-46.10%

Current Drawdown

Current decline from peak

-1.59%

-1.32%

-0.27%

Average Drawdown

Average peak-to-trough decline

-10.78%

-9.21%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.66%

-0.23%

Volatility

FDT vs. ABLG - Volatility Comparison

First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 7.23% compared to Abacus FCF International Leaders ETF (ABLG) at 6.15%. This indicates that FDT's price experiences larger fluctuations and is considered to be riskier than ABLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTABLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

6.15%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

14.17%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

17.02%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

16.92%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

18.89%

-0.37%

FDT vs. ABLG - Expense Ratio Comparison

FDT has a 0.80% expense ratio, which is higher than ABLG's 0.54% expense ratio.


Dividends

FDT vs. ABLG - Dividend Comparison

FDT's dividend yield for the trailing twelve months is around 2.84%, more than ABLG's 2.45% yield.


PositionTTM20252024202320222021202020192018201720162015
ABLG
Abacus FCF International Leaders ETF
2.45%2.30%2.13%2.39%9.36%2.01%0.64%1.90%0.92%0.26%0.00%0.00%
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


FDT and ABLG have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDT has higher volatility (7.23%) compared to ABLG (6.15%). In terms of maximum drawdown, FDT dropped -46.10% vs ABLG's -34.17%.

On 5-year performance, FDT leads with 12.55% vs 1.80% for ABLG. On fees, ABLG is cheaper at 0.54% per year. On volatility, ABLG has been the lower-risk option at 6.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FDT has performed better with a 12.55% return vs 1.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ABLG is cheaper with a 0.54% expense ratio, compared with 0.80% for FDT.

FDT has the higher dividend yield at 2.84%, compared with 2.45% for ABLG.

They also come from different issuers: First Trust and Abacus. Their fees differ too: 0.80% for FDT and 0.54% for ABLG.

FDT currently has the higher Sharpe Ratio (3.00 vs 0.54), 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.

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