FDT vs. JNUSX
Compare and contrast key facts about First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and JPMorgan International Value Fund (JNUSX).
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. JNUSX is managed by JPMorgan. It was launched on Nov 3, 1993.
Performance
FDT vs. JNUSX - Performance Comparison
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FDT vs. JNUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 11.73% | 52.21% | 6.97% | 15.03% | -19.51% | 11.43% | 4.29% | 16.82% | -19.98% | 34.42% |
JNUSX JPMorgan International Value Fund | 4.77% | 48.51% | 9.94% | 19.06% | -5.17% | 16.55% | -3.92% | 15.55% | -18.62% | 22.26% |
Returns By Period
In the year-to-date period, FDT achieves a 11.73% return, which is significantly higher than JNUSX's 4.77% return. Over the past 10 years, FDT has underperformed JNUSX with an annualized return of 9.91%, while JNUSX has yielded a comparatively higher 10.47% annualized return.
FDT
- 1D
- 1.73%
- 1M
- -7.63%
- YTD
- 11.73%
- 6M
- 18.75%
- 1Y
- 57.05%
- 3Y*
- 25.20%
- 5Y*
- 11.64%
- 10Y*
- 9.91%
JNUSX
- 1D
- 2.70%
- 1M
- -5.12%
- YTD
- 4.77%
- 6M
- 13.46%
- 1Y
- 37.04%
- 3Y*
- 24.32%
- 5Y*
- 15.03%
- 10Y*
- 10.47%
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FDT vs. JNUSX - Expense Ratio Comparison
FDT has a 0.80% expense ratio, which is higher than JNUSX's 0.63% expense ratio.
Return for Risk
FDT vs. JNUSX — Risk / Return Rank
FDT
JNUSX
FDT vs. JNUSX - 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 JPMorgan International Value Fund (JNUSX). 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 | JNUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.96 | 2.30 | +0.66 |
Sortino ratioReturn per unit of downside risk | 3.59 | 2.84 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.46 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 3.13 | +1.17 |
Martin ratioReturn relative to average drawdown | 17.64 | 12.27 | +5.37 |
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 | JNUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.96 | 2.30 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.94 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.58 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.29 | +0.07 |
Correlation
The correlation between FDT and JNUSX is 0.88, 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. JNUSX - Dividend Comparison
FDT's dividend yield for the trailing twelve months is around 3.19%, more than JNUSX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.19% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
JNUSX JPMorgan International Value Fund | 2.78% | 2.92% | 4.51% | 5.14% | 3.93% | 5.02% | 2.89% | 4.22% | 4.56% | 2.44% | 6.43% | 1.38% |
Drawdowns
FDT vs. JNUSX - Drawdown Comparison
The maximum FDT drawdown since its inception was -46.10%, smaller than the maximum JNUSX drawdown of -62.24%. Use the drawdown chart below to compare losses from any high point for FDT and JNUSX.
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Drawdown Indicators
| FDT | JNUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -62.24% | +16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -11.40% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -27.49% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | -48.34% | +2.24% |
Current DrawdownCurrent decline from peak | -8.75% | -7.06% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -15.35% | +4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.91% | +0.36% |
Volatility
FDT vs. JNUSX - Volatility Comparison
First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 8.78% compared to JPMorgan International Value Fund (JNUSX) at 7.15%. This indicates that FDT's price experiences larger fluctuations and is considered to be riskier than JNUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDT | JNUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 7.15% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.05% | 10.59% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 16.32% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 16.10% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 17.99% | +0.34% |