FDT vs. BUFI
FDT (First Trust Developed Markets ex-US AlphaDEX Fund) and BUFI (AB International Buffer ETF) are both exchange-traded funds - FDT is a Foreign Large Cap Equities fund tracking the NASDAQ AlphaDEX DM Ex-US Index, while BUFI is a Defined Outcome fund actively managed by AllianceBernstein. FDT is passively managed, while BUFI is actively managed. Over the past year, FDT returned 55.05% vs 12.80% for BUFI. Their correlation of 0.82 suggests significant overlap in exposure. FDT charges 0.80%/yr vs 0.69%/yr for BUFI.
Performance
FDT vs. BUFI - Performance Comparison
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Returns By Period
In the year-to-date period, FDT achieves a 25.50% return, which is significantly higher than BUFI's 4.92% 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%
BUFI
- 1D
- -0.31%
- 1M
- 1.83%
- YTD
- 4.92%
- 6M
- 6.32%
- 1Y
- 12.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDT vs. BUFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 25.50% | 52.21% | -2.29% |
BUFI AB International Buffer ETF | 4.92% | 16.50% | -1.31% |
Correlation
The correlation between FDT and BUFI is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2024 | 0.82 |
The correlation between FDT and BUFI has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.
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Return for Risk
FDT vs. BUFI — Risk / Return Rank
FDT
BUFI
FDT vs. BUFI - 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 AB International Buffer ETF (BUFI). 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.
| FDT | BUFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.30 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 2.26 | +1.87 |
| Martin ratioReturn relative to average drawdown | 16.12 | 8.98 | +7.13 |
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
| FDT | BUFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 1.53 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
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 | 1.50 | -1.10 |
Drawdowns
FDT vs. BUFI - Drawdown Comparison
The maximum FDT drawdown since its inception was -46.10%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for FDT and BUFI.
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Drawdown Indicators
| FDT | BUFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -7.43% | -38.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -5.69% | -7.72% |
Max Drawdown (3Y)Largest decline over 3 years | -14.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | — | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.32% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -0.86% | -9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 1.43% | +2.00% |
Volatility
FDT vs. BUFI - Volatility Comparison
First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 7.23% compared to AB International Buffer ETF (BUFI) at 2.20%. This indicates that FDT's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDT | BUFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 2.20% | +5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | 7.05% | +8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 8.43% | +9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 9.15% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 9.15% | +9.37% |
FDT vs. BUFI - Expense Ratio Comparison
FDT has a 0.80% expense ratio, which is higher than BUFI's 0.69% expense ratio.
Dividends
FDT vs. BUFI - Dividend Comparison
FDT's dividend yield for the trailing twelve months is around 2.84%, while BUFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFI AB International Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 BUFI have a correlation of 0.83, 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 BUFI (2.20%). In terms of maximum drawdown, FDT dropped -46.10% vs BUFI's -7.43%.
On 1-year performance, FDT leads with 55.05% vs 12.80% for BUFI. On fees, BUFI is cheaper at 0.69% per year. On volatility, BUFI has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FDT has performed better with a 55.05% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BUFI is cheaper with a 0.69% expense ratio, compared with 0.80% for FDT.
FDT has the higher dividend yield at 2.84%, compared with 0.00% for BUFI.
FDT is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: First Trust and AllianceBernstein. Their fees differ too: 0.80% for FDT and 0.69% for BUFI.
FDT currently has the higher Sharpe Ratio (3.00 vs 1.53), 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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