TLCI vs. FDT
TLCI (Touchstone International Equity ETF) and FDT (First Trust Developed Markets ex-US AlphaDEX Fund) are both Foreign Large Cap Equities funds. TLCI is actively managed, while FDT is passively managed. Over the past year, TLCI returned -0.25% vs 55.05% for FDT. A 0.71 correlation means they provide meaningful diversification when combined. TLCI charges 0.37%/yr vs 0.80%/yr for FDT.
Performance
TLCI vs. FDT - Performance Comparison
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Returns By Period
In the year-to-date period, TLCI achieves a -0.42% return, which is significantly lower than FDT's 25.50% return.
TLCI
- 1D
- -0.51%
- 1M
- 3.50%
- YTD
- -0.42%
- 6M
- -0.07%
- 1Y
- -0.25%
- 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%
TLCI vs. FDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TLCI Touchstone International Equity ETF | -0.42% | 3.99% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 25.50% | 38.23% |
Correlation
The correlation between TLCI and FDT is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.71 |
The correlation between TLCI and FDT has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.
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Return for Risk
TLCI vs. FDT — Risk / Return Rank
TLCI
FDT
TLCI vs. FDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity ETF (TLCI) 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.
| TLCI | FDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -3.78 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.54 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 4.13 | -4.15 |
| Martin ratioReturn relative to average drawdown | -0.06 | 16.12 | -16.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLCI | FDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 3.00 | -3.02 |
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 | 0.18 | 0.40 | -0.22 |
Drawdowns
TLCI vs. FDT - Drawdown Comparison
The maximum TLCI drawdown since its inception was -12.15%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for TLCI and FDT.
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Drawdown Indicators
| TLCI | FDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.15% | -46.10% | +33.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -13.41% | +1.58% |
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 DrawdownCurrent decline from peak | -4.37% | -1.59% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -10.78% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.43% | +0.39% |
Volatility
TLCI vs. FDT - Volatility Comparison
The current volatility for Touchstone International Equity ETF (TLCI) is 4.07%, while First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a volatility of 7.23%. This indicates that TLCI 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.
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Volatility by Period
| TLCI | FDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 7.23% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 15.91% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 18.42% | -5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 18.23% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 18.52% | -2.77% |
TLCI vs. FDT - Expense Ratio Comparison
TLCI has a 0.37% expense ratio, which is lower than FDT's 0.80% expense ratio.
Dividends
TLCI vs. FDT - Dividend Comparison
TLCI's dividend yield for the trailing twelve months is around 0.60%, 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% |
TLCI Touchstone International Equity ETF | 0.60% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLCI and FDT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDT has higher volatility (7.23%) compared to TLCI (4.07%). In terms of maximum drawdown, TLCI dropped -12.15% vs FDT's -46.10%.
On 1-year performance, FDT leads with 55.05% vs -0.25% for TLCI. On fees, TLCI is cheaper at 0.37% per year. On volatility, TLCI has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FDT has performed better with a 55.05% return vs -0.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TLCI is cheaper with a 0.37% expense ratio, compared with 0.80% for FDT.
FDT has the higher dividend yield at 2.84%, compared with 0.60% for TLCI.
They also come from different issuers: Touchstone and First Trust. Their fees differ too: 0.37% for TLCI and 0.80% for FDT.
FDT currently has the higher Sharpe Ratio (3.00 vs -0.02), 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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