FDTS vs. DISV
Compare and contrast key facts about First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Dimensional International Small Cap Value ETF (DISV).
FDTS and DISV 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. DISV is an actively managed fund by Dimensional. It was launched on Mar 23, 2022.
Performance
FDTS vs. DISV - Performance Comparison
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FDTS vs. DISV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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*
- —
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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
FDTS
DISV
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.
| FDTS | DISV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.16 | 2.29 | +0.87 |
Sortino ratioReturn per unit of downside risk | 3.90 | 2.97 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.47 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 4.68 | 2.97 | +1.71 |
Martin ratioReturn relative to average drawdown | 18.83 | 12.04 | +6.79 |
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 | DISV | Difference | |
|---|---|---|---|
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.
| 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% |
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
| FDTS | DISV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.95% | -8.65% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -4.95% | -5.79% |
Ulcer IndexDepth 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
| FDTS | DISV | Difference | |
|---|---|---|---|
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% |