Correlation
The correlation between FDT and SCHF is 0.76, 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.
FDT vs. SCHF
Compare and contrast key facts about First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and Schwab International Equity ETF (SCHF).
FDT and SCHF 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. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both FDT and SCHF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDT or SCHF.
Performance
FDT vs. SCHF - Performance Comparison
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Key characteristics
FDT:
1.12
SCHF:
0.94
FDT:
1.51
SCHF:
1.25
FDT:
1.21
SCHF:
1.17
FDT:
1.41
SCHF:
1.05
FDT:
4.99
SCHF:
3.17
FDT:
4.02%
SCHF:
4.43%
FDT:
19.03%
SCHF:
17.18%
FDT:
-46.10%
SCHF:
-34.64%
FDT:
-0.26%
SCHF:
-0.60%
Returns By Period
In the year-to-date period, FDT achieves a 21.83% return, which is significantly higher than SCHF's 16.54% return. Over the past 10 years, FDT has underperformed SCHF with an annualized return of 5.07%, while SCHF has yielded a comparatively higher 7.30% annualized return.
FDT
21.83%
7.47%
20.07%
21.09%
9.65%
10.99%
5.07%
SCHF
16.54%
4.71%
13.88%
15.90%
12.26%
13.11%
7.30%
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FDT vs. SCHF - Expense Ratio Comparison
FDT has a 0.80% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
FDT vs. SCHF — Risk-Adjusted Performance Rank
FDT
SCHF
FDT vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Developed Markets ex-US AlphaDEX Fund (FDT) and Schwab International Equity ETF (SCHF). 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.
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Dividends
FDT vs. SCHF - Dividend Comparison
FDT's dividend yield for the trailing twelve months is around 3.06%, more than SCHF's 2.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.06% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% | 1.74% |
SCHF Schwab International Equity ETF | 2.80% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
Drawdowns
FDT vs. SCHF - Drawdown Comparison
The maximum FDT drawdown since its inception was -46.10%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for FDT and SCHF.
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Volatility
FDT vs. SCHF - Volatility Comparison
First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a higher volatility of 3.44% compared to Schwab International Equity ETF (SCHF) at 3.11%. This indicates that FDT's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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