Performance analysis of FDTS (FIRST TRUST DEVELOPED MARKETS EX-US SMALL CAP ALPHADEX FUND)
Annual Return
Over the past 3 years, FDTS has had an average annual return of +21.68%, outperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, FDTS has had an average annual return of +10.38%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, FDTS has had an average annual return of +10.14%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Feb 16, 2012, FDTS has had an average annual return of +8.20%, underperforming the benchmark SPY, which returned +14.53% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +13.66% | +51.17% | +2.42% | +10.93% | -15.31% | +11.74% | +12.87% | +18.68% | -23.70% | +36.01% | +2.55% | +4.94% |
| 2014 | 2013 | 2012 | |||||||||
| -11.31% | +25.13% | +1.76% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +10.72% | +10.98% | -9.62% | +8.93% | -1.16% | -4.75% | -0.20% | +13.66% | |||||
| 2025 | +2.53% | +0.52% | +2.41% | +4.57% | +7.82% | +8.09% | +1.55% | +6.34% | +3.33% | -0.48% | +3.26% | +2.49% | +51.17% |
| 2024 | -1.36% | +2.21% | +4.21% | -3.03% | +5.44% | -3.19% | +2.93% | +1.15% | +2.11% | -4.86% | -0.46% | -2.18% | +2.42% |
| 2023 | +8.14% | -2.34% | +1.15% | -3.12% | -4.57% | +5.24% | +5.72% | -2.04% | -3.02% | -3.23% | +5.67% | +3.91% | +10.93% |
| 2022 | -9.18% | +1.34% | +5.92% | -11.37% | +8.80% | -15.11% | +7.16% | -7.20% | -8.65% | +5.17% | +7.45% | +3.38% | -15.31% |
| 2021 | +1.59% | +0.07% | +5.66% | +4.03% | +2.41% | -1.15% | +2.26% | -0.88% | -1.84% | +0.91% | -5.83% | +4.48% | +11.74% |
| 2020 | -6.67% | -11.91% | -17.84% | +15% | +5.94% | +3.65% | +7.94% | +4.72% | -0.33% | -2.75% | +11.40% | +8.43% | +12.87% |
| 2019 | +9.44% | +3.32% | -1.77% | +2.81% | -8.50% | +4.19% | -1.36% | -3.53% | +3.28% | +3.04% | +2.73% | +4.79% | +18.68% |
| 2018 | +7.11% | -6.70% | -1.57% | +1.96% | -2.21% | -3.19% | +0.79% | -2.66% | +1.95% | -12.65% | -0.77% | -7.30% | -23.70% |
| 2017 | +2.90% | +2.57% | +1.41% | +2.93% | +3.75% | +1.41% | +3.92% | +1.37% | +2% | +3.42% | +2.80% | +2.70% | +36.01% |
Drawdown analysis of FDTS (FIRST TRUST DEVELOPED MARKETS EX-US SMALL CAP ALPHADEX FUND)
The maximum drawdown for the FDTS was -51.27%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.
The current FDTS drawdown is -8.88%.
Since Feb 16, 2012 FDTS has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 4 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.27% | Jan 29, 2018 | 540 | Mar 23, 2020 | 226 | Feb 12, 2021 | 766 |
| -33.10% | Sep 3, 2021 | 269 | Sep 29, 2022 | 649 | May 2, 2025 | 918 |
| -24.72% | Jul 1, 2014 | 408 | Feb 12, 2016 | 306 | May 2, 2017 | 714 |
| -20.32% | Feb 27, 2012 | 68 | Jun 4, 2012 | 152 | Jan 11, 2013 | 220 |
| -12.60% | Feb 25, 2026 | 23 | Mar 30, 2026 | 26 | May 6, 2026 | 49 |
| -10.86% | May 8, 2026 | 48 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -8.82% | May 9, 2013 | 40 | Jul 8, 2013 | 46 | Sep 11, 2013 | 86 |
| -6.85% | Jan 22, 2014 | 8 | Feb 3, 2014 | 20 | Mar 4, 2014 | 28 |
| -5.84% | Mar 4, 2014 | 12 | Mar 20, 2014 | 55 | Jun 9, 2014 | 67 |
| -4.96% | Jun 2, 2021 | 32 | Jul 19, 2021 | 11 | Aug 3, 2021 | 43 |
| -4.88% | Oct 6, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |
| -4.71% | Aug 3, 2021 | 14 | Aug 23, 2021 | 7 | Sep 1, 2021 | 21 |
| -4.54% | Feb 16, 2021 | 8 | Feb 26, 2021 | 12 | Mar 16, 2021 | 20 |
| -4.24% | Oct 27, 2025 | 18 | Nov 20, 2025 | 5 | Nov 28, 2025 | 23 |
| -3.54% | Oct 24, 2013 | 34 | Dec 12, 2013 | 11 | Dec 30, 2013 | 45 |
| -3.40% | Mar 27, 2013 | 15 | Apr 18, 2013 | 4 | Apr 24, 2013 | 19 |
| -3.35% | May 10, 2021 | 2 | May 12, 2021 | 14 | Jun 2, 2021 | 16 |
| -3.04% | Apr 28, 2021 | 4 | May 4, 2021 | 4 | May 10, 2021 | 8 |
| -2.99% | Jul 23, 2025 | 7 | Aug 1, 2025 | 3 | Aug 6, 2025 | 10 |
| -2.78% | Nov 24, 2017 | 12 | Dec 12, 2017 | 7 | Dec 21, 2017 | 19 |
| -2.57% | Sep 18, 2013 | 14 | Oct 8, 2013 | 7 | Oct 17, 2013 | 21 |
| -2.51% | Nov 8, 2017 | 5 | Nov 15, 2017 | 4 | Nov 21, 2017 | 9 |
| -2.32% | Jan 29, 2026 | 2 | Feb 2, 2026 | 4 | Feb 6, 2026 | 6 |
| -2.19% | Sep 16, 2025 | 7 | Sep 25, 2025 | 6 | Oct 3, 2025 | 13 |
| -2.07% | Jul 19, 2017 | 4 | Jul 25, 2017 | 7 | Aug 3, 2017 | 11 |