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FDTS vs. DISV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDTS vs. DISV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Dimensional International Small Cap Value ETF (DISV). The values are adjusted to include any dividend payments, if applicable.

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FDTS vs. DISV - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDTS
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
11.04%51.17%2.44%10.96%-12.07%
DISV
Dimensional International Small Cap Value ETF
3.83%47.42%5.87%19.52%-9.72%

Returns By Period

In the year-to-date period, FDTS achieves a 11.04% return, which is significantly higher than DISV's 3.83% 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%

DISV

1D
3.14%
1M
-8.65%
YTD
3.83%
6M
11.28%
1Y
39.51%
3Y*
21.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDTS vs. DISV - Expense Ratio Comparison

FDTS has a 0.80% expense ratio, which is higher than DISV's 0.42% expense ratio.


Return for Risk

FDTS vs. DISV — Risk / Return Rank

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

FDTS
FDTS Risk / Return Rank: 9797
Overall Rank
FDTS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FDTS Sortino Ratio Rank: 9898
Sortino Ratio Rank
FDTS Omega Ratio Rank: 9797
Omega Ratio Rank
FDTS Calmar Ratio Rank: 9797
Calmar Ratio Rank
FDTS Martin Ratio Rank: 9797
Martin Ratio Rank

DISV
DISV Risk / Return Rank: 9393
Overall Rank
DISV Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DISV Sortino Ratio Rank: 9595
Sortino Ratio Rank
DISV Omega Ratio Rank: 9595
Omega Ratio Rank
DISV Calmar Ratio Rank: 9090
Calmar Ratio Rank
DISV Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDTS vs. DISV - 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 Value ETF (DISV). 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.


FDTSDISVDifference

Sharpe ratio

Return per unit of total volatility

3.16

2.29

+0.87

Sortino ratio

Return per unit of downside risk

3.90

2.97

+0.94

Omega ratio

Gain probability vs. loss probability

1.60

1.47

+0.13

Calmar ratio

Return relative to maximum drawdown

4.68

2.97

+1.71

Martin ratio

Return relative to average drawdown

18.83

12.04

+6.79

FDTS vs. DISV - Sharpe Ratio Comparison

The current FDTS Sharpe Ratio is 3.16, which is higher than the DISV Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of FDTS and DISV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDTSDISVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

2.29

+0.87

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

0.86

-0.50

Correlation

The correlation between FDTS and DISV is 0.79, 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. DISV - Dividend Comparison

FDTS's dividend yield for the trailing twelve months is around 2.71%, more than DISV's 2.55% yield.


TTM20252024202320222021202020192018201720162015
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%
DISV
Dimensional International Small Cap Value ETF
2.55%2.69%2.77%2.73%1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDTS vs. DISV - Drawdown Comparison

The maximum FDTS drawdown since its inception was -51.26%, which is greater than DISV's maximum drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for FDTS and DISV.


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Drawdown Indicators


FDTSDISVDifference

Max Drawdown

Largest peak-to-trough decline

-51.26%

-26.77%

-24.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-12.69%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.11%

Max Drawdown (10Y)

Largest decline over 10 years

-51.26%

Current Drawdown

Current decline from peak

-9.95%

-8.65%

-1.30%

Average Drawdown

Average peak-to-trough decline

-10.74%

-4.95%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.13%

0.00%

Volatility

FDTS vs. DISV - Volatility Comparison

First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has a higher volatility of 7.97% compared to Dimensional International Small Cap Value ETF (DISV) at 7.19%. This indicates that FDTS's price experiences larger fluctuations and is considered to be riskier than DISV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTSDISVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

7.19%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

11.05%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

17.38%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.14%

17.41%

+11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.75%

17.41%

+7.34%