FDTS vs. DISVX
Compare and contrast key facts about First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and DFA International Small Cap Value Portfolio (DISVX).
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. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTS or DISVX.
Correlation
The correlation between FDTS and DISVX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FDTS vs. DISVX - Performance Comparison
Key characteristics
FDTS:
0.53
DISVX:
1.26
FDTS:
0.81
DISVX:
1.75
FDTS:
1.10
DISVX:
1.22
FDTS:
0.57
DISVX:
1.75
FDTS:
1.95
DISVX:
4.21
FDTS:
4.39%
DISVX:
4.03%
FDTS:
16.41%
DISVX:
13.52%
FDTS:
-51.26%
DISVX:
-63.79%
FDTS:
-4.43%
DISVX:
-1.21%
Returns By Period
In the year-to-date period, FDTS achieves a 5.52% return, which is significantly lower than DISVX's 7.43% return. Over the past 10 years, FDTS has outperformed DISVX with an annualized return of 6.56%, while DISVX has yielded a comparatively lower 4.50% annualized return.
FDTS
5.52%
3.37%
2.14%
7.62%
7.59%
6.56%
DISVX
7.43%
4.66%
2.92%
16.17%
8.26%
4.50%
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FDTS vs. DISVX - Expense Ratio Comparison
FDTS has a 0.80% expense ratio, which is higher than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
FDTS vs. DISVX — Risk-Adjusted Performance Rank
FDTS
DISVX
FDTS vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and DFA International Small Cap Value Portfolio (DISVX). 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.
Dividends
FDTS vs. DISVX - Dividend Comparison
FDTS's dividend yield for the trailing twelve months is around 3.73%, more than DISVX's 3.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 3.73% | 3.94% | 2.91% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% | 2.58% |
DISVX DFA International Small Cap Value Portfolio | 3.46% | 3.72% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% |
Drawdowns
FDTS vs. DISVX - Drawdown Comparison
The maximum FDTS drawdown since its inception was -51.26%, smaller than the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for FDTS and DISVX. For additional features, visit the drawdowns tool.
Volatility
FDTS vs. DISVX - Volatility Comparison
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has a higher volatility of 3.31% compared to DFA International Small Cap Value Portfolio (DISVX) at 3.12%. This indicates that FDTS's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.