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FDTS vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDTS and VYMI is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FDTS vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FDTS:

17.97%

VYMI:

8.17%

Max Drawdown

FDTS:

-1.54%

VYMI:

-0.77%

Current Drawdown

FDTS:

-0.04%

VYMI:

-0.09%

Returns By Period


FDTS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYMI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FDTS vs. VYMI - Expense Ratio Comparison

FDTS has a 0.80% expense ratio, which is higher than VYMI's 0.22% expense ratio.


Risk-Adjusted Performance

FDTS vs. VYMI — Risk-Adjusted Performance Rank

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

FDTS
The Risk-Adjusted Performance Rank of FDTS is 6868
Overall Rank
The Sharpe Ratio Rank of FDTS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTS is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FDTS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FDTS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FDTS is 7171
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8282
Overall Rank
The Sharpe Ratio Rank of VYMI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDTS vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). 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.



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Dividends

FDTS vs. VYMI - Dividend Comparison

FDTS's dividend yield for the trailing twelve months is around 3.32%, less than VYMI's 4.26% yield.


TTM20242023202220212020201920182017201620152014
FDTS
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
3.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDTS vs. VYMI - Drawdown Comparison

The maximum FDTS drawdown since its inception was -1.54%, which is greater than VYMI's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for FDTS and VYMI. For additional features, visit the drawdowns tool.


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Volatility

FDTS vs. VYMI - Volatility Comparison


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