FDTS vs. AVDS
Compare and contrast key facts about First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Avantis International Small Cap Equity ETF (AVDS).
FDTS and AVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDTS is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Small Cap Index. It was launched on Feb 15, 2012. AVDS is an actively managed fund by Avantis. It was launched on Jul 18, 2023.
Performance
FDTS vs. AVDS - Performance Comparison
Loading graphics...
FDTS vs. AVDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 11.04% | 51.17% | 2.44% | 2.60% |
AVDS Avantis International Small Cap Equity ETF | 2.97% | 38.18% | 3.20% | 3.79% |
Returns By Period
In the year-to-date period, FDTS achieves a 11.04% return, which is significantly higher than AVDS's 2.97% return.
FDTS
- 1D
- 3.04%
- 1M
- -9.63%
- YTD
- 11.04%
- 6M
- 16.94%
- 1Y
- 59.05%
- 3Y*
- 21.33%
- 5Y*
- 10.78%
- 10Y*
- 10.43%
AVDS
- 1D
- 3.25%
- 1M
- -9.50%
- YTD
- 2.97%
- 6M
- 7.76%
- 1Y
- 35.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FDTS vs. AVDS - Expense Ratio Comparison
FDTS has a 0.80% expense ratio, which is higher than AVDS's 0.30% expense ratio.
Return for Risk
FDTS vs. AVDS — Risk / Return Rank
FDTS
AVDS
FDTS vs. AVDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Avantis International Small Cap Equity ETF (AVDS). 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.
| FDTS | AVDS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.16 | 2.10 | +1.06 |
Sortino ratioReturn per unit of downside risk | 3.90 | 2.73 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.42 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 4.68 | 2.78 | +1.90 |
Martin ratioReturn relative to average drawdown | 18.83 | 11.23 | +7.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FDTS | AVDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.16 | 2.10 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.12 | -0.76 |
Correlation
The correlation between FDTS and AVDS is 0.89, 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
FDTS vs. AVDS - Dividend Comparison
FDTS's dividend yield for the trailing twelve months is around 2.71%, more than AVDS's 2.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 2.71% | 2.94% | 3.94% | 2.90% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% |
AVDS Avantis International Small Cap Equity ETF | 2.35% | 2.37% | 3.07% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDTS vs. AVDS - Drawdown Comparison
The maximum FDTS drawdown since its inception was -51.26%, which is greater than AVDS's maximum drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for FDTS and AVDS.
Loading graphics...
Drawdown Indicators
| FDTS | AVDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.26% | -13.51% | -37.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -12.44% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.26% | — | — |
Current DrawdownCurrent decline from peak | -9.95% | -9.50% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -2.84% | -7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.08% | +0.05% |
Volatility
FDTS vs. AVDS - Volatility Comparison
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has a higher volatility of 7.97% compared to Avantis International Small Cap Equity ETF (AVDS) at 7.45%. This indicates that FDTS's price experiences larger fluctuations and is considered to be riskier than AVDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FDTS | AVDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 7.45% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 11.46% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.77% | 17.16% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.14% | 15.18% | +13.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.75% | 15.18% | +9.57% |