FDTS vs. DFIS
Compare and contrast key facts about First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Dimensional International Small Cap ETF (DFIS).
FDTS and DFIS 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. DFIS is an actively managed fund by Dimensional. It was launched on Mar 23, 2022.
Performance
FDTS vs. DFIS - Performance Comparison
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FDTS vs. DFIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 12.91% | 51.17% | 2.44% | 10.96% | -12.07% |
DFIS Dimensional International Small Cap ETF | 3.77% | 37.49% | 3.80% | 15.19% | -12.94% |
Returns By Period
In the year-to-date period, FDTS achieves a 12.91% return, which is significantly higher than DFIS's 3.77% return.
FDTS
- 1D
- 1.68%
- 1M
- -7.29%
- YTD
- 12.91%
- 6M
- 18.47%
- 1Y
- 62.41%
- 3Y*
- 22.00%
- 5Y*
- 11.15%
- 10Y*
- 10.61%
DFIS
- 1D
- 1.43%
- 1M
- -6.14%
- YTD
- 3.77%
- 6M
- 8.33%
- 1Y
- 35.22%
- 3Y*
- 16.80%
- 5Y*
- —
- 10Y*
- —
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FDTS vs. DFIS - Expense Ratio Comparison
FDTS has a 0.80% expense ratio, which is higher than DFIS's 0.39% expense ratio.
Return for Risk
FDTS vs. DFIS — Risk / Return Rank
FDTS
DFIS
FDTS vs. DFIS - 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 Dimensional International Small Cap ETF (DFIS). 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 | DFIS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.33 | 2.07 | +1.26 |
Sortino ratioReturn per unit of downside risk | 4.08 | 2.73 | +1.34 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.42 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 4.90 | 2.85 | +2.05 |
Martin ratioReturn relative to average drawdown | 19.52 | 11.45 | +8.07 |
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
| FDTS | DFIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.33 | 2.07 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.60 | -0.24 |
Correlation
The correlation between FDTS and DFIS is 0.78, 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. DFIS - Dividend Comparison
FDTS's dividend yield for the trailing twelve months is around 2.66%, more than DFIS's 2.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 2.66% | 2.94% | 3.94% | 2.90% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% |
DFIS Dimensional International Small Cap ETF | 2.15% | 2.23% | 2.19% | 2.36% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDTS vs. DFIS - Drawdown Comparison
The maximum FDTS drawdown since its inception was -51.26%, which is greater than DFIS's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for FDTS and DFIS.
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Drawdown Indicators
| FDTS | DFIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.26% | -27.23% | -24.03% |
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 | -8.43% | -7.69% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -6.31% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.09% | +0.07% |
Volatility
FDTS vs. DFIS - Volatility Comparison
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Dimensional International Small Cap ETF (DFIS) have volatilities of 7.16% and 7.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDTS | DFIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 7.16% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 11.09% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 17.09% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.15% | 17.32% | +11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.75% | 17.32% | +7.43% |