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FDT vs. IVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDT vs. IVAL - 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 Alpha Architect International Quantitative Value ETF (IVAL). The values are adjusted to include any dividend payments, if applicable.

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FDT vs. IVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IVAL
Alpha Architect International Quantitative Value ETF
8.42%34.92%-0.71%20.61%-10.06%-0.22%-4.94%21.26%-22.50%31.03%

Returns By Period

In the year-to-date period, FDT achieves a 9.83% return, which is significantly higher than IVAL's 8.42% return. Over the past 10 years, FDT has outperformed IVAL with an annualized return of 9.73%, while IVAL has yielded a comparatively lower 7.75% annualized 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%

IVAL

1D
2.88%
1M
-7.11%
YTD
8.42%
6M
14.13%
1Y
37.22%
3Y*
17.52%
5Y*
8.19%
10Y*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDT vs. IVAL - Expense Ratio Comparison

FDT has a 0.80% expense ratio, which is higher than IVAL's 0.39% expense ratio.


Return for Risk

FDT vs. IVAL — Risk / Return Rank

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

FDT
FDT Risk / Return Rank: 9696
Overall Rank
FDT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FDT Omega Ratio Rank: 9797
Omega Ratio Rank
FDT Calmar Ratio Rank: 9595
Calmar Ratio Rank
FDT Martin Ratio Rank: 9696
Martin Ratio Rank

IVAL
IVAL Risk / Return Rank: 9292
Overall Rank
IVAL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVAL Sortino Ratio Rank: 9494
Sortino Ratio Rank
IVAL Omega Ratio Rank: 9393
Omega Ratio Rank
IVAL Calmar Ratio Rank: 9292
Calmar Ratio Rank
IVAL Martin Ratio Rank: 9292
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. IVAL - 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 Alpha Architect International Quantitative Value ETF (IVAL). 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.


FDTIVALDifference

Sharpe ratio

Return per unit of total volatility

2.86

2.13

+0.73

Sortino ratio

Return per unit of downside risk

3.48

2.85

+0.63

Omega ratio

Gain probability vs. loss probability

1.55

1.41

+0.13

Calmar ratio

Return relative to maximum drawdown

4.01

3.24

+0.77

Martin ratio

Return relative to average drawdown

16.70

12.61

+4.09

FDT vs. IVAL - Sharpe Ratio Comparison

The current FDT Sharpe Ratio is 2.86, which is higher than the IVAL Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FDT and IVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDTIVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.13

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.47

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.41

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.33

+0.03

Correlation

The correlation between FDT and IVAL is 0.84, 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. IVAL - Dividend Comparison

FDT's dividend yield for the trailing twelve months is around 3.24%, more than IVAL's 2.77% yield.


TTM20252024202320222021202020192018201720162015
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%
IVAL
Alpha Architect International Quantitative Value ETF
2.77%2.75%3.60%5.15%8.00%3.95%2.07%2.51%2.93%1.73%2.02%1.86%

Drawdowns

FDT vs. IVAL - Drawdown Comparison

The maximum FDT drawdown since its inception was -46.10%, roughly equal to the maximum IVAL drawdown of -46.09%. Use the drawdown chart below to compare losses from any high point for FDT and IVAL.


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Drawdown Indicators


FDTIVALDifference

Max Drawdown

Largest peak-to-trough decline

-46.10%

-46.09%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-11.24%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

-31.01%

-2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-46.10%

-46.09%

-0.01%

Current Drawdown

Current decline from peak

-10.30%

-7.11%

-3.19%

Average Drawdown

Average peak-to-trough decline

-10.86%

-12.12%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.89%

+0.33%

Volatility

FDT vs. IVAL - Volatility Comparison

First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 9.73% compared to Alpha Architect International Quantitative Value ETF (IVAL) at 7.41%. This indicates that FDT's price experiences larger fluctuations and is considered to be riskier than IVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTIVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.73%

7.41%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

11.38%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

17.60%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

17.67%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

18.91%

-0.59%