FINT vs. FDT

Last updated Jun 4, 2026

FINT (Frontier Asset Total International Equity ETF) and FDT (First Trust Developed Markets ex-US AlphaDEX Fund) are both Foreign Large Cap Equities funds. FINT is actively managed, while FDT is passively managed. Over the past year, FINT returned 31.76% vs 55.05% for FDT. Their correlation of 0.88 suggests significant overlap in exposure. FINT charges 0.90%/yr vs 0.80%/yr for FDT.

Performance

FINT vs. FDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontier Asset Total International Equity ETF (FINT) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FINT achieves a 14.98% return, which is significantly lower than FDT's 25.50% return.

FINT

• 1D: -0.96%
• 1M: 4.34%
• YTD: 14.98%
• 6M: 17.18%
• 1Y: 31.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FDT

• 1D: -0.64%
• 1M: 5.22%
• YTD: 25.50%
• 6M: 28.63%
• 1Y: 55.05%
• 3Y*: 30.08%
• 5Y*: 12.55%
• 10Y*: 10.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FINT vs. FDT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FINT Frontier Asset Total International Equity ETF	14.98%	29.12%	-0.15%
FDT First Trust Developed Markets ex-US AlphaDEX Fund	25.50%	52.21%	1.25%

Correlation

The correlation between FINT and FDT is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024	0.88

The correlation between FINT and FDT has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

Return for Risk

FINT vs. FDT — Risk / Return Rank

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

FINT

FINT Risk / Return Rank: 68
FINT Sharpe Ratio Rank: 71
FINT Sortino Ratio Rank: 68
FINT Omega Ratio Rank: 70
FINT Calmar Ratio Rank: 65
FINT Martin Ratio Rank: 68

FDT

FDT Risk / Return Rank: 84
FDT Sharpe Ratio Rank: 88
FDT Sortino Ratio Rank: 84
FDT Omega Ratio Rank: 86
FDT Calmar Ratio Rank: 79
FDT Martin Ratio Rank: 81

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.

FINT vs. FDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier Asset Total International Equity ETF (FINT) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT). 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.

	FINT	FDT	Difference
Sharpe ratio: Return per unit of total volatility	2.28	3.00	-0.72
Sortino ratio: Return per unit of downside risk	3.08	3.85	-0.76
Omega ratio: Gain probability vs. loss probability	1.41	1.54	-0.12
Calmar ratio: Return relative to maximum drawdown	3.16	4.13	-0.96
Martin ratio: Return relative to average drawdown	12.35	16.12	-3.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FINT vs. FDT - Sharpe Ratio Comparison

The current FINT Sharpe Ratio is 2.28, which is comparable to the FDT Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of FINT and FDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FINT	FDT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	3.00	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.99	0.40	+1.60

Drawdowns

FINT vs. FDT - Drawdown Comparison

The maximum FINT drawdown since its inception was -13.64%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for FINT and FDT.

Drawdown Indicators

	FINT	FDT	Difference
Max Drawdown Largest peak-to-trough decline	-13.64%	-46.10%	+32.46%
Max Drawdown (1Y) Largest decline over 1 year	-10.08%	-13.41%	+3.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.29%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.10%	—
Current Drawdown Current decline from peak	-0.96%	-1.59%	+0.63%
Average Drawdown Average peak-to-trough decline	-1.54%	-10.78%	+9.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	3.43%	-0.85%

Volatility

FINT vs. FDT - Volatility Comparison

The current volatility for Frontier Asset Total International Equity ETF (FINT) is 4.92%, while First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a volatility of 7.23%. This indicates that FINT experiences smaller price fluctuations and is considered to be less risky than FDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FINT	FDT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	7.23%	-2.31%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	15.91%	-4.08%
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	18.42%	-4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.90%	18.23%	-2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	18.52%	-2.62%

FINT vs. FDT - Expense Ratio Comparison

FINT has a 0.90% expense ratio, which is higher than FDT's 0.80% expense ratio.

Dividends

FINT vs. FDT - Dividend Comparison

FINT's dividend yield for the trailing twelve months is around 1.91%, less than FDT's 2.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDT First Trust Developed Markets ex-US AlphaDEX Fund	2.84%	3.27%	3.89%	4.36%	2.29%	3.80%	2.42%	2.78%	2.13%	1.57%	1.76%	1.83%
FINT Frontier Asset Total International Equity ETF	1.91%	2.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FINT and FDT in my portfolio?

With a correlation of 0.90, FINT and FDT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FINT or FDT?

FDT has higher volatility (7.23%) compared to FINT (4.92%). In terms of maximum drawdown, FINT dropped -13.64% vs FDT's -46.10%.

Which ETF is better, FINT or FDT?

On 1-year performance, FDT leads with 55.05% vs 31.76% for FINT. On fees, FDT is cheaper at 0.80% per year. On volatility, FINT has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FINT or FDT?

Over the 1-year period, FDT has performed better with a 55.05% return vs 31.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FINT or FDT?

FDT is cheaper with a 0.80% expense ratio, compared with 0.90% for FINT.

Which ETF pays a higher dividend yield, FINT or FDT?

FDT has the higher dividend yield at 2.84%, compared with 1.91% for FINT.

What is the main difference between FINT and FDT?

They also come from different issuers: Frontier and First Trust. Their fees differ too: 0.90% for FINT and 0.80% for FDT.

Which has better risk-adjusted returns?

FDT currently has the higher Sharpe Ratio (3.00 vs 2.28), 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.