FDTS Performance — First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
Data updated: 2026-08-21
FDTS returned +12.99% year to date and +32.82% over one year to Jun 2026. Annualised returns are +23.01% over 3 years and +10.14% over 5 years. The fund beat its International Small Value category average: $100 invested three years ago grew to $186, against $164 for the category, and to $133 over one year, against $122. Volatility over the past three years was 16.68% a year. In the 12 months to Jun 2026 the fund took in a net $3.5M, and assets reached $13.05M.
FDTS Growth of $100
What $100 invested in First Trust Developed Markets ex-US Small Cap AlphaDEX Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Small Value category average over the same months.
| Period | FDTS | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $133 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $186 | $164 |
| 5 years (Jul 2021 – Jun 2026) | $162 | $159 |
| Since data start (Jul 2019 – Jun 2026) | $224 | $212 |
FDTS Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +12.99% |
| 1 year | +32.82% |
| 3 years (annualised) | +23.01% |
| 5 years (annualised) | +10.14% |
FDTS Annual Returns
Calendar-year total returns of First Trust Developed Markets ex-US Small Cap AlphaDEX Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +12.99% |
| 2025 | +49.71% |
| 2024 | +3.16% |
| 2023 | +11.14% |
| 2022 | −15.01% |
| 2021 | +11.07% |
| 2020 | +12.18% |
| 2019 (Jul–Dec) | +9.25% |
FDTS Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +11.1% | +10.8% | −10.5% | +9.2% | −0.6% | −5.5% | — | — | — | — | — | — |
| 2025 | +1.4% | +1.1% | +1.5% | +5.0% | +8.1% | +7.7% | +1.2% | +7.0% | +3.2% | −0.5% | +2.8% | +2.8% |
| 2024 | −1.6% | +2.4% | +3.6% | −2.6% | +5.5% | −3.7% | +3.4% | +1.0% | +2.0% | −5.0% | +0.1% | −1.2% |
| 2023 | +7.7% | −2.2% | +0.9% | −2.1% | −4.1% | +4.5% | +5.5% | −2.3% | −2.6% | −4.5% | +6.4% | +4.6% |
| 2022 | −6.5% | +2.2% | +0.7% | −6.3% | +2.5% | −13.5% | +6.9% | −3.0% | −13.1% | +5.7% | +13.2% | −1.4% |
| 2021 | −0.9% | +2.7% | +4.4% | +4.4% | +2.6% | −0.9% | +0.4% | +0.7% | −2.9% | +1.4% | −5.4% | +4.6% |
| 2020 | −7.7% | −10.5% | −18.2% | +13.3% | +8.3% | +2.5% | +5.5% | +7.5% | −0.8% | −3.4% | +12.6% | +7.9% |
| 2019 | — | — | — | — | — | — | −1.4% | −3.6% | +3.0% | +3.8% | +1.7% | +5.9% |
FDTS Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.68%
- 3-year Sharpe ratio: 1.11 (vs 4.5% risk-free rate)
- Best month: +11.07% (Jan 2026)
- Worst month: −10.46% (Mar 2026)
FDTS Fund Flows
Monthly money in and out of First Trust Developed Markets ex-US Small Cap AlphaDEX Fund, from SEC Form N-PORT.
- 12-month net flow: $3.5M
- 12-month gross sales (incl. reinvestments): $3.5M
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $3.5M | $0 | $3.5M |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
FDTS Assets Under Management
Net assets of First Trust Developed Markets ex-US Small Cap AlphaDEX Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $13.05M |
| 2026-03-31 | $12.87M |
| 2025-12-31 | $8.78M |
| 2025-09-30 | $8.44M |
| 2025-06-30 | $7.60M |
| 2025-03-31 | $6.28M |
| 2024-12-31 | $6.06M |
| 2024-09-30 | $8.75M |
| 2024-06-30 | $8.25M |
| 2024-03-31 | $8.44M |
| 2023-12-31 | $8.13M |
| 2023-09-30 | $7.72M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.