FDTS vs. FRDM
Compare and contrast key facts about First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and Freedom 100 Emerging Markets ETF (FRDM).
FDTS and FRDM 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. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019. Both FDTS and FRDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FDTS vs. FRDM - Performance Comparison
Loading graphics...
FDTS vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 11.04% | 51.17% | 2.44% | 10.96% | -15.34% | 11.79% | 12.90% | 13.18% |
FRDM Freedom 100 Emerging Markets ETF | 9.38% | 61.27% | 1.70% | 22.77% | -14.45% | 6.13% | 16.90% | 12.33% |
Returns By Period
In the year-to-date period, FDTS achieves a 11.04% return, which is significantly higher than FRDM's 9.38% return.
FDTS
- 1D
- 3.04%
- 1M
- -8.82%
- YTD
- 11.04%
- 6M
- 16.51%
- 1Y
- 59.73%
- 3Y*
- 21.33%
- 5Y*
- 10.78%
- 10Y*
- 10.43%
FRDM
- 1D
- 2.18%
- 1M
- -8.21%
- YTD
- 9.38%
- 6M
- 26.14%
- 1Y
- 61.89%
- 3Y*
- 27.23%
- 5Y*
- 13.48%
- 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. FRDM - Expense Ratio Comparison
FDTS has a 0.80% expense ratio, which is higher than FRDM's 0.49% expense ratio.
Return for Risk
FDTS vs. FRDM — Risk / Return Rank
FDTS
FRDM
FDTS vs. FRDM - 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 Freedom 100 Emerging Markets ETF (FRDM). 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 | FRDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.16 | 2.63 | +0.53 |
Sortino ratioReturn per unit of downside risk | 3.90 | 3.24 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.48 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 4.68 | 3.75 | +0.93 |
Martin ratioReturn relative to average drawdown | 18.83 | 15.41 | +3.42 |
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 | FRDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.16 | 2.63 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.68 | -0.30 |
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 | 0.68 | -0.32 |
Correlation
The correlation between FDTS and FRDM is 0.55, 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.
Dividends
FDTS vs. FRDM - Dividend Comparison
FDTS's dividend yield for the trailing twelve months is around 2.71%, more than FRDM's 2.00% 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% |
FRDM Freedom 100 Emerging Markets ETF | 2.00% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDTS vs. FRDM - Drawdown Comparison
The maximum FDTS drawdown since its inception was -51.26%, which is greater than FRDM's maximum drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for FDTS and FRDM.
Loading graphics...
Drawdown Indicators
| FDTS | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.26% | -40.49% | -10.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -16.87% | +4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -29.25% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -51.26% | — | — |
Current DrawdownCurrent decline from peak | -9.95% | -11.24% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -7.21% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 4.10% | -0.97% |
Volatility
FDTS vs. FRDM - Volatility Comparison
The current volatility for First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) is 7.97%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 11.81%. This indicates that FDTS experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FDTS | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 11.81% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 18.42% | -5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.77% | 23.64% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.14% | 20.02% | +9.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.75% | 22.37% | +2.38% |