FDT vs. IGLD
Compare and contrast key facts about First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD).
FDT and IGLD 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. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021.
Performance
FDT vs. IGLD - Performance Comparison
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FDT vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 9.83% | 52.21% | 6.97% | 15.03% | -19.51% | 7.75% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 5.99% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Returns By Period
In the year-to-date period, FDT achieves a 9.83% return, which is significantly higher than IGLD's 5.99% 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%
IGLD
- 1D
- 3.70%
- 1M
- -10.43%
- YTD
- 5.99%
- 6M
- 16.73%
- 1Y
- 38.18%
- 3Y*
- 24.46%
- 5Y*
- 15.50%
- 10Y*
- —
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FDT vs. IGLD - Expense Ratio Comparison
FDT has a 0.80% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Return for Risk
FDT vs. IGLD — Risk / Return Rank
FDT
IGLD
FDT vs. IGLD - 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 FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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 | IGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.86 | 1.62 | +1.24 |
Sortino ratioReturn per unit of downside risk | 3.48 | 2.09 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.32 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.25 | +1.76 |
Martin ratioReturn relative to average drawdown | 16.70 | 9.68 | +7.02 |
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 | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 1.62 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.05 | -0.41 |
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 | 1.05 | -0.69 |
Correlation
The correlation between FDT and IGLD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FDT vs. IGLD - Dividend Comparison
FDT's dividend yield for the trailing twelve months is around 3.24%, less than IGLD's 12.45% 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% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 12.45% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDT vs. IGLD - Drawdown Comparison
The maximum FDT drawdown since its inception was -46.10%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FDT and IGLD.
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Drawdown Indicators
| FDT | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -18.59% | -27.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -17.56% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -18.59% | -14.59% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | — | — |
Current DrawdownCurrent decline from peak | -10.30% | -11.57% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -5.01% | -5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.08% | -0.86% |
Volatility
FDT vs. IGLD - Volatility Comparison
The current volatility for First Trust Developed Markets ex-US AlphaDEX Fund (FDT) is 9.73%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that FDT experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDT | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 11.19% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 21.21% | -7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 23.75% | -4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 14.90% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 14.86% | +3.46% |