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FDTS vs. NEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDTS vs. NEE - 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 NextEra Energy, Inc. (NEE). 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 higher than NEE's 8.63% return. Over the past 10 years, FDTS has underperformed NEE with an annualized return of 10.96%, while NEE has yielded a comparatively higher 13.51% annualized return.


FDTS

1D
-0.17%
1M
-3.79%
YTD
18.78%
6M
20.77%
1Y
44.72%
3Y*
24.70%
5Y*
10.78%
10Y*
10.96%

NEE

1D
1.36%
1M
-9.47%
YTD
8.63%
6M
6.81%
1Y
18.32%
3Y*
8.11%
5Y*
5.94%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDTS vs. NEE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDTS
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
18.78%51.17%2.44%10.96%-15.34%11.79%12.90%18.71%-23.71%36.01%
NEE
NextEra Energy, Inc.
8.63%15.47%21.46%-25.30%-8.54%23.39%30.06%42.69%14.30%34.39%

Correlation

The correlation between FDTS and NEE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.16

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Return for Risk

FDTS vs. NEE — 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

NEE
NEE Risk / Return Rank: 6868
Overall Rank
NEE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6363
Sortino Ratio Rank
NEE Omega Ratio Rank: 6363
Omega Ratio Rank
NEE Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEE Martin Ratio Rank: 7373
Martin Ratio Rank
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. NEE - 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 NextEra Energy, Inc. (NEE). 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.


FDTSNEEDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.42

1.17

+0.25

Calmar ratioReturn relative to maximum drawdown

3.43

1.37

+2.05

Martin ratioReturn relative to average drawdown

11.78

3.78

+8.00

FDTS vs. NEE - Sharpe Ratio Comparison

The current FDTS Sharpe Ratio is 2.37, which is higher than the NEE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FDTS and NEE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDTS vs. NEE - Drawdown Comparison

The maximum FDTS drawdown since its inception was -51.26%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for FDTS and NEE.


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Drawdown Indicators


FDTSNEEDifference

Max Drawdown

Largest peak-to-trough decline

-51.26%

-47.81%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-14.53%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.19%

-34.57%

+21.38%

Max Drawdown (5Y)

Largest decline over 5 years

-33.11%

-44.97%

+11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-51.26%

-44.97%

-6.29%

Current Drawdown

Current decline from peak

-4.77%

-11.50%

+6.73%

Average Drawdown

Average peak-to-trough decline

-10.64%

-8.93%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

5.25%

-1.59%

Volatility

FDTS vs. NEE - Volatility Comparison

First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) and NextEra Energy, Inc. (NEE) have volatilities of 8.44% and 8.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTSNEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

8.52%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

16.75%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

23.78%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.42%

26.91%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.92%

25.49%

-0.57%

Dividends

FDTS vs. NEE - Dividend Comparison

FDTS's dividend yield for the trailing twelve months is around 2.53%, less than NEE's 2.77% yield.


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%
NEE
NextEra Energy, Inc.
2.77%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%

Frequently Asked Questions


FDTS and NEE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEE has higher volatility (8.52%) compared to FDTS (8.44%). In terms of maximum drawdown, FDTS dropped -51.26% vs NEE's -47.81%.

FDTS currently has the higher Sharpe Ratio (2.37 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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