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FDTS vs. LRCU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDTS vs. LRCU - 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 Tradr 2X Long LRCX Daily ETF (LRCU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDTS achieves a 18.78% return, which is significantly lower than LRCU's 268.21% return.


FDTS

1D
-0.17%
1M
-2.15%
YTD
18.78%
6M
20.77%
1Y
44.72%
3Y*
24.70%
5Y*
10.78%
10Y*
10.96%

LRCU

1D
1.75%
1M
57.23%
YTD
268.21%
6M
315.13%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDTS vs. LRCU - Yearly Performance Comparison


Correlation

The correlation between FDTS and LRCU is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.60

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Return for Risk

FDTS vs. LRCU — Risk / Return Rank

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

FDTS
FDTS Risk / Return Rank: 7979
Overall Rank
FDTS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FDTS Sortino Ratio Rank: 8181
Sortino Ratio Rank
FDTS Omega Ratio Rank: 8181
Omega Ratio Rank
FDTS Calmar Ratio Rank: 7676
Calmar Ratio Rank
FDTS Martin Ratio Rank: 7272
Martin Ratio Rank

LRCU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. LRCU - 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 Tradr 2X Long LRCX Daily ETF (LRCU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDTSLRCUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.43

Martin ratioReturn relative to average drawdown

11.78

FDTS vs. LRCU - Sharpe Ratio Comparison


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Drawdowns

FDTS vs. LRCU - Drawdown Comparison

The maximum FDTS drawdown since its inception was -51.26%, which is greater than LRCU's maximum drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for FDTS and LRCU.


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Drawdown Indicators


FDTSLRCUDifference

Max Drawdown

Largest peak-to-trough decline

-51.26%

-40.09%

-11.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

Max Drawdown (3Y)

Largest decline over 3 years

-13.19%

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

-4.77%

0.00%

-4.77%

Average Drawdown

Average peak-to-trough decline

-10.64%

-9.34%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

Volatility

FDTS vs. LRCU - Volatility Comparison


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Volatility by Period


FDTSLRCUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

113.97%

-95.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.42%

113.97%

-84.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.92%

113.97%

-89.05%

FDTS vs. LRCU - Expense Ratio Comparison

FDTS has a 0.80% expense ratio, which is lower than LRCU's 1.30% expense ratio.


Dividends

FDTS vs. LRCU - Dividend Comparison

FDTS's dividend yield for the trailing twelve months is around 2.53%, while LRCU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FDTS
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
2.53%2.94%3.94%2.90%3.71%3.01%2.02%2.30%1.96%2.08%1.78%1.73%
LRCU
Tradr 2X Long LRCX Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FDTS and LRCU have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FDTS is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FDTS is cheaper with a 0.80% expense ratio, compared with 1.30% for LRCU.

FDTS has the higher dividend yield at 2.53%, compared with 0.00% for LRCU.

FDTS is categorized as Foreign Small & Mid Cap Equities, while LRCU is Leveraged Equities. They also come from different issuers: First Trust and Tradr. Their fees differ too: 0.80% for FDTS and 1.30% for LRCU.

Portfolio Optimizer

Find the right allocation for FDTS and LRCU

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