First Trust Developed Markets Ex-US AlphaDEX… (FDT) Performance
FDT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.4% since Dec 31, 2025
- 1 year
- +20.0% total return
- 5 years
- +11.2% a year
- 10 years
- +9.4% a year
- Since first price
- +6.4% a year since 2011
FDT trailing returns vs SPY, QQQ, AGG
| Period | FDT total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −6.6% | −7.2% | −1.0% | −5.0% | +0.9% |
| 3 months | −2.4% | −2.9% | +3.2% | +1.9% | −0.4% |
| 6 months | −2.8% | −4.1% | +7.8% | +8.4% | −1.5% |
| YTD | +13.4% | +11.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +20.0% | +16.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +107.3%+27.5%/yr | +85.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +69.7%+11.2%/yr | +42.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +146.2%+9.4%/yr | +83.9% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +223.6%+8.1%/yr | +120.4% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionApr 19, 2011 | +162.3%+6.4%/yr | +77.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FDT vs SPY
From Apr 19, 2011: FDT grew to $26,233, SPY to $75,916.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FDT returns by calendar year
11 of 14 full years positive. Best 2025 (+52.2%), worst 2018 (−20.0%). 2026 is year to date.
FDT annual returns table
| Year | FDT | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.4% | −13.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +52.2% | −14.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +7.0% | −10.6% | +24.9% | +25.6% | +1.3% |
| 2023 | +15.0% | −13.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −19.5% | −31.5% | −18.2% | −32.6% | −13.0% |
| 2021 | +11.4% | −9.3% | +28.7% | +27.4% | −1.8% |
| 2020 | +4.3% | −38.6% | +18.3% | +48.6% | +7.5% |
| 2019 | +16.8% | −10.3% | +31.2% | +39.0% | +8.5% |
| 2018 | −20.0% | −27.7% | −4.6% | −0.1% | +0.1% |
| 2017 | +34.4% | −2.6% | +21.7% | +32.7% | +3.6% |
| 2016 | +3.0% | −11.4% | +12.0% | +7.1% | +2.4% |
| 2015 | +0.3% | −17.8% | +1.2% | +9.4% | +0.5% |
| 2014 | −6.5% | −14.7% | +13.5% | +19.2% | +6.0% |
| 2013 | +18.6% | −11.1% | +32.3% | +36.6% | −2.0% |
| 2012 | +15.8% | −16.9% | +16.0% | +18.1% | +3.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FDT largest drawdowns
Now 11.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −46.1% | Mar 23, 2020 | Apr 15, 2021 | 2.2 years | 3.2 years |
| May 2, 2011 | −33.2% | Oct 4, 2011 | Sep 18, 2013 | 5 months | 2.4 years |
| Jun 7, 2021 | −33.2% | Sep 27, 2022 | Sep 26, 2024 | 1.3 years | 3.3 years |
| May 21, 2015 | −22.9% | Feb 11, 2016 | Mar 16, 2017 | 9 months | 1.8 years |
| Jul 3, 2014 | −14.7% | Oct 16, 2014 | May 15, 2015 | 3 months | 10 months |
| Mar 19, 2025 | −14.3% | Apr 7, 2025 | Apr 28, 2025 | 19 days | 40 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FDT risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2011 |
|---|---|---|---|---|
| Annualized return | +27.6% | +12.9% | +9.8% | +6.5% |
| Volatility (annualized) | 16.6% | 18.7% | 17.9% | 17.2% |
| Sharpe ratio | 1.30 | 0.56 | 0.49 | 0.37 |
| Sortino ratio | 2.36 | 0.85 | 0.71 | 0.53 |
| Best month | +11.4% | +11.4% | +12.2% | +12.2% |
| Worst month | −10.3% | −12.3% | −18.5% | −18.5% |
| Best 12 months | +74.9% | +74.9% | +74.9% | +74.9% |
| Worst 12 months | +7.0% | −28.7% | −28.7% | −28.7% |
| Positive months | 72% | 63% | 65% | 61% |
| Beta vs S&P 500 | 0.79 | 0.89 | 0.94 | — |
| Correlation with S&P 500 | 0.59 | 0.75 | 0.80 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FDT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 175 | −28.7% | +10.4% | +74.9% | 66% |
| 3-year (a year) | 151 | −6.7% | +4.6% | +32.3% | 83% |
| 5-year (a year) | 127 | −4.1% | +5.3% | +15.1% | 85% |
| 10-year (a year) | 67 | +1.8% | +4.4% | +11.7% | 100% |
Every holding period starting at a month-end since 2011. Returns for 3 years and longer are annualized.
FDT performance overview
First Trust Developed Markets Ex-US AlphaDEX… (FDT) returned +20.0% over the past year and +9.4% a year over ten years, with distributions reinvested. Since its first recorded price in 2011 it has returned +6.4% a year, turning $10,000 into about $26,233. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −46.1%, from Jan 26, 2018 to Mar 23, 2020, and it took 1.1 years to get back to the old high. FDT finished 11 of its 14 full calendar years with a gain; the best year was 2025 (+52.2%) and the worst 2018 (−20.0%). Volatility has been 17.2% a year.
Related: FDT chart, FDT holdings, FDT dividends. See the FDT overview for the latest quote and fund facts.
FDT performance FAQ
What is the FDT return over the past year?
FDT returned +20.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 16.3%.
What is the average annual return of FDT?
FDT has returned +11.2% a year over 5 years, +9.4% a year over 10 years, +6.4% a year since April 19, 2011 (total return, distributions reinvested).
How much would $10,000 invested in FDT be worth?
$10,000 invested in FDT at its first recorded close on April 19, 2011 would be worth about $26,233 on October 23, 2026 with distributions reinvested.
What was the worst year for FDT?
The worst calendar year was 2018, with a total return of −20.0%. The best was 2025 at +52.2%.
What is the biggest drawdown of FDT?
The largest peak-to-trough decline was −46.1% between January 26, 2018 and March 23, 2020. It recovered to the old high on April 15, 2021, 1.1 years after the bottom.
How volatile is FDT?
Over the past 3 years FDT had an annualized volatility of 16.6% and a Sharpe ratio of 1.30 (excess return over 1–3 month T-bills per unit of risk).