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IFLO vs. FDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFLO vs. FDT

Last updated Jun 24, 2026

IFLO (VictoryShares International Free Cash Flow ETF) and FDT (First Trust Developed Markets ex-US AlphaDEX Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.86 suggests significant overlap in exposure. IFLO charges 0.56%/yr vs 0.80%/yr for FDT.

Performance

IFLO vs. FDT - Performance Comparison

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

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Returns By Period

In the year-to-date period, IFLO achieves a 17.61% return, which is significantly lower than FDT's 20.49% return.

IFLO

1D
-1.40%
1M
0.95%
YTD
17.61%
6M
17.01%
1Y
—
3Y*
—
5Y*
—
10Y*
—

FDT

1D
-4.44%
1M
-1.74%
YTD
20.49%
6M
19.93%
1Y
46.20%
3Y*
28.02%
5Y*
12.26%
10Y*
11.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFLO vs. FDT - Yearly Performance Comparison

2026 (YTD)2025
IFLO
VictoryShares International Free Cash Flow ETF		17.61%13.12%
FDT
First Trust Developed Markets ex-US AlphaDEX Fund		20.49%20.20%

Correlation

The correlation between IFLO and FDT is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.86

IFLO vs. FDT - Sectors Allocation Comparison

Sectors
IFLO
FDT

Technology

21.5%
12.1%

Industrials

18.1%
32.4%

Consumer Cyclical

13.8%
11.9%

Energy

12.1%
7.9%

Healthcare

11.7%
1.3%

Basic Materials

11.3%
9.4%

Communication Services

6.7%
2.8%

Consumer Defensive

2.8%
2.5%

Financial Services

1.1%
9.9%

Utilities

1.0%
4.8%

Real Estate

0.0%
5.0%

Technology

IFLO
21.5%
FDT
12.1%

Industrials

IFLO
18.1%
FDT
32.4%

Consumer Cyclical

IFLO
13.8%
FDT
11.9%

Energy

IFLO
12.1%
FDT
7.9%

Healthcare

IFLO
11.7%
FDT
1.3%

Basic Materials

IFLO
11.3%
FDT
9.4%

Communication Services

IFLO
6.7%
FDT
2.8%

Consumer Defensive

IFLO
2.8%
FDT
2.5%

Financial Services

IFLO
1.1%
FDT
9.9%

Utilities

IFLO
1.0%
FDT
4.8%

Real Estate

IFLO
0.0%
FDT
5.0%

Compare stocks, funds, or ETFs

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VictoryShares International Free Cash Flow ETF

First Trust Developed Markets ex-US AlphaDEX Fund

Often compared with IFLO:
IFLO vs. ABIIFLO vs. GLOWIFLO vs. EFASIFLO vs. CFAIFLO vs. CFOIFLO vs. AVDVIFLO vs. FID
Often compared with FDT:
FDT vs. FIDZXFDT vs. VEAFDT vs. QQQFDT vs. SCHFFDT vs. VTIFDT vs. VOOFDT vs. SDY

Return for Risk

IFLO vs. FDT — Risk / Return Rank

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

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

FDT
FDT Risk / Return Rank: 7373
Overall Rank
FDT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDT Sortino Ratio Rank: 6969
Sortino Ratio Rank
FDT Omega Ratio Rank: 7676
Omega Ratio Rank
FDT Calmar Ratio Rank: 7272
Calmar Ratio Rank
FDT Martin Ratio Rank: 7474
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.

IFLO vs. FDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Free Cash Flow ETF (IFLO) 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.

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.

IFLOFDTDifference
Sharpe ratioReturn per unit of total volatility

—

2.30

—

Sortino ratioReturn per unit of downside risk

—

2.95

—

Omega ratioGain probability vs. loss probability

—

1.42

—

Calmar ratioReturn relative to maximum drawdown

—

3.46

—

Martin ratioReturn relative to average drawdown

—

13.03

—

IFLO vs. FDT - Sharpe Ratio Comparison

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Drawdowns

IFLO vs. FDT - Drawdown Comparison

The maximum IFLO drawdown since its inception was -6.44%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for IFLO and FDT.

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Drawdown Indicators

IFLOFDTDifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-46.10%

+39.66%

Max Drawdown (1Y)

Largest decline over 1 year

—

-13.41%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-14.29%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-32.80%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-46.10%

—

Current Drawdown

Current decline from peak

-2.81%

-5.52%

+2.71%

Average Drawdown

Average peak-to-trough decline

-1.23%

-10.75%

+9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.56%

—

Volatility

IFLO vs. FDT - Volatility Comparison

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Volatility by Period

IFLOFDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

9.79%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

18.03%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

20.21%

-5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

18.58%

-3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

18.54%

-3.78%

IFLO vs. FDT - Expense Ratio Comparison

IFLO has a 0.56% expense ratio, which is lower than FDT's 0.80% expense ratio.

Dividends

IFLO vs. FDT - Dividend Comparison

IFLO's dividend yield for the trailing twelve months is around 1.50%, less than FDT's 2.96% yield.

PositionTTM20252024202320222021202020192018201720162015
FDT
First Trust Developed Markets ex-US AlphaDEX Fund		2.96%3.27%3.89%4.36%2.29%3.80%2.42%2.78%2.13%1.57%1.76%1.83%
IFLO
VictoryShares International Free Cash Flow ETF		1.50%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IFLO and FDT have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IFLO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IFLO is cheaper with a 0.56% expense ratio, compared with 0.80% for FDT.

FDT has the higher dividend yield at 2.96%, compared with 1.50% for IFLO.

They also come from different issuers: VictoryShares and First Trust. Their fees differ too: 0.56% for IFLO and 0.80% for FDT.

Portfolio Optimizer

Find the right allocation for IFLO and FDT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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