FDT vs. FDG
Compare and contrast key facts about First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and American Century Focused Dynamic Growth ETF (FDG).
FDT and FDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Index. It was launched on Apr 18, 2011. FDG is an actively managed fund by American Century. It was launched on Mar 31, 2020.
Performance
FDT vs. FDG - Performance Comparison
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FDT vs. FDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 9.83% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 49.29% |
FDG American Century Focused Dynamic Growth ETF | -10.09% | 22.13% | 45.89% | 37.22% | -35.74% | 8.52% | 93.61% |
Returns By Period
In the year-to-date period, FDT achieves a 9.83% return, which is significantly higher than FDG's -10.09% return.
FDT
- 1D
- 3.59%
- 1M
- -10.30%
- YTD
- 9.83%
- 6M
- 17.39%
- 1Y
- 54.93%
- 3Y*
- 24.48%
- 5Y*
- 11.26%
- 10Y*
- 9.73%
FDG
- 1D
- 4.35%
- 1M
- -4.42%
- YTD
- -10.09%
- 6M
- -5.30%
- 1Y
- 25.52%
- 3Y*
- 24.88%
- 5Y*
- 8.73%
- 10Y*
- —
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FDT vs. FDG - Expense Ratio Comparison
FDT has a 0.80% expense ratio, which is higher than FDG's 0.45% expense ratio.
Return for Risk
FDT vs. FDG — Risk / Return Rank
FDT
FDG
FDT vs. FDG - 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 American Century Focused Dynamic Growth ETF (FDG). 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 | FDG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.86 | 1.08 | +1.78 |
Sortino ratioReturn per unit of downside risk | 3.48 | 1.67 | +1.81 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.23 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 4.01 | 1.58 | +2.43 |
Martin ratioReturn relative to average drawdown | 16.70 | 5.57 | +11.14 |
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 | FDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 1.08 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.36 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.80 | -0.45 |
Correlation
The correlation between FDT and FDG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FDT vs. FDG - Dividend Comparison
FDT's dividend yield for the trailing twelve months is around 3.24%, while FDG has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.24% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
FDG American Century Focused Dynamic Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDT vs. FDG - Drawdown Comparison
The maximum FDT drawdown since its inception was -46.10%, which is greater than FDG's maximum drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for FDT and FDG.
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Drawdown Indicators
| FDT | FDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -43.69% | -2.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -15.71% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -43.69% | +10.51% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | — | — |
Current DrawdownCurrent decline from peak | -10.30% | -12.04% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -13.75% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.45% | -1.23% |
Volatility
FDT vs. FDG - Volatility Comparison
First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 9.73% compared to American Century Focused Dynamic Growth ETF (FDG) at 7.98%. This indicates that FDT's price experiences larger fluctuations and is considered to be riskier than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDT | FDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 7.98% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 14.04% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 23.85% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 24.68% | -6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 25.05% | -6.73% |