FDTS vs. ISCF
Compare and contrast key facts about First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and iShares MSCI Intl Small-Cap Multifactor ETF (ISCF).
FDTS and ISCF 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. ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015. Both FDTS and ISCF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTS or ISCF.
Correlation
The correlation between FDTS and ISCF 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. ISCF - Performance Comparison
Key characteristics
FDTS:
0.61
ISCF:
1.09
FDTS:
0.91
ISCF:
1.57
FDTS:
1.11
ISCF:
1.19
FDTS:
0.66
ISCF:
1.29
FDTS:
2.24
ISCF:
4.04
FDTS:
4.38%
ISCF:
3.71%
FDTS:
16.46%
ISCF:
13.72%
FDTS:
-51.26%
ISCF:
-40.79%
FDTS:
-4.14%
ISCF:
-1.80%
Returns By Period
In the year-to-date period, FDTS achieves a 5.84% return, which is significantly higher than ISCF's 5.29% return.
FDTS
5.84%
5.29%
2.18%
8.78%
6.96%
6.61%
ISCF
5.29%
5.45%
3.52%
12.39%
5.31%
N/A
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FDTS vs. ISCF - Expense Ratio Comparison
FDTS has a 0.80% expense ratio, which is higher than ISCF's 0.40% expense ratio.
Risk-Adjusted Performance
FDTS vs. ISCF — Risk-Adjusted Performance Rank
FDTS
ISCF
FDTS vs. ISCF - 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 iShares MSCI Intl Small-Cap Multifactor ETF (ISCF). 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. ISCF - Dividend Comparison
FDTS's dividend yield for the trailing twelve months is around 3.72%, less than ISCF's 4.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 3.72% | 3.94% | 2.91% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% | 2.58% |
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 4.08% | 4.29% | 3.94% | 2.73% | 3.93% | 2.31% | 2.87% | 2.13% | 1.98% | 2.89% | 1.46% | 0.00% |
Drawdowns
FDTS vs. ISCF - Drawdown Comparison
The maximum FDTS drawdown since its inception was -51.26%, which is greater than ISCF's maximum drawdown of -40.79%. Use the drawdown chart below to compare losses from any high point for FDTS and ISCF. For additional features, visit the drawdowns tool.
Volatility
FDTS vs. ISCF - Volatility Comparison
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has a higher volatility of 3.56% compared to iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) at 3.34%. This indicates that FDTS's price experiences larger fluctuations and is considered to be riskier than ISCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.