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FDT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDT and VOO 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.


Performance

FDT vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
74.64%
454.26%
FDT
VOO

Key characteristics

Sharpe Ratio

FDT:

0.87

VOO:

0.63

Sortino Ratio

FDT:

1.28

VOO:

1.00

Omega Ratio

FDT:

1.18

VOO:

1.15

Calmar Ratio

FDT:

1.16

VOO:

0.65

Martin Ratio

FDT:

4.12

VOO:

2.54

Ulcer Index

FDT:

4.03%

VOO:

4.78%

Daily Std Dev

FDT:

19.12%

VOO:

19.12%

Max Drawdown

FDT:

-46.10%

VOO:

-33.99%

Current Drawdown

FDT:

0.00%

VOO:

-8.57%

Returns By Period

In the year-to-date period, FDT achieves a 14.92% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, FDT has underperformed VOO with an annualized return of 4.42%, while VOO has yielded a comparatively higher 12.23% annualized return.


FDT

YTD

14.92%

1M

16.16%

6M

10.73%

1Y

14.64%

5Y*

11.36%

10Y*

4.42%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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FDT vs. VOO - Expense Ratio Comparison

FDT has a 0.80% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

FDT vs. VOO — Risk-Adjusted Performance Rank

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

FDT
The Risk-Adjusted Performance Rank of FDT is 7676
Overall Rank
The Sharpe Ratio Rank of FDT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FDT is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FDT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FDT is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FDT is 8080
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDT vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


The current FDT Sharpe Ratio is 0.87, which is higher than the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FDT and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.87
0.63
FDT
VOO

Dividends

FDT vs. VOO - Dividend Comparison

FDT's dividend yield for the trailing twelve months is around 3.25%, more than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
FDT
First Trust Developed Markets ex-US AlphaDEX Fund
3.25%3.89%4.36%2.29%3.80%2.42%2.78%2.13%1.57%1.76%1.83%1.74%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FDT vs. VOO - Drawdown Comparison

The maximum FDT drawdown since its inception was -46.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDT and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-8.57%
FDT
VOO

Volatility

FDT vs. VOO - Volatility Comparison

The current volatility for First Trust Developed Markets ex-US AlphaDEX Fund (FDT) is 8.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that FDT experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.19%
11.27%
FDT
VOO