FDT vs. GVAL
Compare and contrast key facts about First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and Cambria Global Value ETF (GVAL).
FDT and GVAL 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. GVAL is an actively managed fund by Cambria. It was launched on Mar 11, 2014.
Performance
FDT vs. GVAL - Performance Comparison
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FDT vs. GVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 9.83% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 4.29% | 16.82% | -19.98% | 34.42% |
GVAL Cambria Global Value ETF | 5.70% | 55.87% | 2.59% | 13.30% | -7.98% | 10.70% | -8.51% | 17.24% | -14.30% | 29.50% |
Returns By Period
In the year-to-date period, FDT achieves a 9.83% return, which is significantly higher than GVAL's 5.70% return. Both investments have delivered pretty close results over the past 10 years, with FDT having a 9.73% annualized return and GVAL not far ahead at 9.91%.
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%
GVAL
- 1D
- 3.01%
- 1M
- -6.45%
- YTD
- 5.70%
- 6M
- 14.74%
- 1Y
- 38.86%
- 3Y*
- 23.32%
- 5Y*
- 13.26%
- 10Y*
- 9.91%
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FDT vs. GVAL - Expense Ratio Comparison
FDT has a 0.80% expense ratio, which is higher than GVAL's 0.66% expense ratio.
Return for Risk
FDT vs. GVAL — Risk / Return Rank
FDT
GVAL
FDT vs. GVAL - 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 Cambria Global Value ETF (GVAL). 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 | GVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.86 | 2.26 | +0.60 |
Sortino ratioReturn per unit of downside risk | 3.48 | 2.90 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.47 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.01 | 3.32 | +0.69 |
Martin ratioReturn relative to average drawdown | 16.70 | 12.67 | +4.03 |
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 | GVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 2.26 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.73 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.52 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.32 | +0.03 |
Correlation
The correlation between FDT and GVAL is 0.77, 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
FDT vs. GVAL - Dividend Comparison
FDT's dividend yield for the trailing twelve months is around 3.24%, more than GVAL's 3.06% yield.
| 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% |
GVAL Cambria Global Value ETF | 3.06% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
Drawdowns
FDT vs. GVAL - Drawdown Comparison
The maximum FDT drawdown since its inception was -46.10%, roughly equal to the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for FDT and GVAL.
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Drawdown Indicators
| FDT | GVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -46.82% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -11.50% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -30.83% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | -46.82% | +0.72% |
Current DrawdownCurrent decline from peak | -10.30% | -7.55% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -14.04% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.02% | +0.20% |
Volatility
FDT vs. GVAL - Volatility Comparison
First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 9.73% compared to Cambria Global Value ETF (GVAL) at 8.03%. This indicates that FDT's price experiences larger fluctuations and is considered to be riskier than GVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDT | GVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 8.03% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 11.33% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 17.32% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 18.31% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 19.18% | -0.86% |