FDT vs EVLN

Comparison between FIRST TRUST DEVELOPED MARKETS EX-US ALPHADEX FUND (FDT, ETF) and Eaton Vance Floating-Rate ETF (EVLN, ETF).

FDT vs EVLN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDT(ETF)	EVLN(ETF)
Net Assets	$1.30B	$1.30B
Expense Ratio	0.80%	0.60%
Max Drawdown	48.57%	5.27%
Sharpe Ratio	1.84	0.44
5Y Beta	0.80	0.10
5Y Dividends CAGR	12.82%	N/A

Net Assets

FDT

$1.30B

EVLN

$1.30B

Expense Ratio

FDT

0.80%

Winner

EVLN

0.60%

Max Drawdown

FDT

48.57%

Winner

EVLN

5.27%

Sharpe Ratio

Winner

FDT

1.84

EVLN

0.44

5Y Beta

FDT

0.80

Winner

EVLN

0.10

5Y Dividends CAGR

FDT

12.82%

EVLN

N/A

FDT vs EVLN - Historical Returns

Returns include dividend reinvestment.

Period	FDT	EVLN
1 month	-1.74%	+0.32%
3 months	+10.04%	+2.59%
6 months	+19.94%	+1.50%
1 year	+46.21%	+4.64%
5 years(CAGR)	+12.46%	N/A
10 years(CAGR)	+10.33%	N/A
Max(CAGR)	+6.98%	+6.06%

FDT

-1.74%

Winner

EVLN

+0.32%

Winner

FDT

+10.04%

EVLN

+2.59%

Winner

FDT

+19.94%

EVLN

+1.50%

Winner

FDT

+46.21%

EVLN

+4.64%

5Y(CAGR)

FDT

+12.46%

EVLN

N/A

10Y(CAGR)

FDT

+10.33%

EVLN

N/A

Max(CAGR)

Winner

FDT

+6.98%

EVLN

+6.06%

FDT vs EVLN - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FDT	EVLN
2026	+19.05%	+1.56%
2025	+52.43%	+5.58%
2024	+7.79%	+7.28%
2023	+13.82%	N/A
2022	-19.85%	N/A
2021	+10.36%	N/A
2020	+3.63%	N/A
2019	+17.34%	N/A
2018	-20.75%	N/A
2017	+32.83%	N/A
2016	+4.31%	N/A
2015	+0.53%	N/A
2014	-4.88%	N/A
2013	+16.88%	N/A
2012	+13.40%	N/A
2011	-20.80%	N/A

FDT vs EVLN Drawdown Comparison

The maximum drawdown for FDT was -46.09%, occurring on Mar 23, 2020. Recovery took 809 trading sessions.

The maximum drawdown for EVLN was -2.78%, occurring on Apr 7, 2025. Recovery took 54 trading sessions.

The current FDT drawdown is -5.52%. The current EVLN drawdown is -0.10%.

Rank	FDT	EVLN
#1	-46.09% Jan 26, 2018 - Apr 15, 2021	-2.78% Feb 19, 2025 - May 7, 2025
#2	-33.26% May 2, 2011 - Sep 18, 2013	-1.77% Jan 22, 2026 - Apr 22, 2026
#3	-33.21% Jun 7, 2021 - Sep 26, 2024	-0.61% Jul 19, 2024 - Aug 14, 2024
#4	-22.94% May 21, 2015 - Mar 16, 2017	-0.50% Sep 24, 2025 - Oct 24, 2025
#5	-14.71% Jul 3, 2014 - May 15, 2015	-0.35% Jul 18, 2025 - Aug 25, 2025
#6	-14.29% Mar 19, 2025 - Apr 28, 2025	-0.34% Sep 24, 2024 - Sep 30, 2024
#7	-13.40% Feb 27, 2026 - May 6, 2026	-0.34% Dec 13, 2024 - Dec 30, 2024
#8	-7.92% Sep 26, 2024 - Feb 18, 2025	-0.25% Jun 4, 2026 - Jun 16, 2026
#9	-7.44% Jun 1, 2026 - Jun 10, 2026	-0.24% Sep 19, 2024 - Sep 24, 2024
#10	-7.30% Jan 15, 2014 - Feb 24, 2014	-0.22% May 19, 2025 - May 28, 2025
#11	-5.09% May 13, 2026 - May 26, 2026	-0.22% Apr 24, 2026 - May 1, 2026
#12	-4.80% Mar 6, 2014 - Apr 2, 2014	-0.17% Aug 29, 2024 - Sep 9, 2024
#13	-4.50% Nov 12, 2025 - Nov 28, 2025	-0.16% May 11, 2026 - May 26, 2026
#14	-4.19% Apr 2, 2014 - Jun 2, 2014	-0.16% May 29, 2025 - Jun 3, 2025
#15	-3.92% Oct 22, 2013 - Dec 31, 2013	-0.16% Sep 9, 2024 - Sep 12, 2024

Correlation

Correlation between FDT and EVLN is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2011 - 2026)

FDT vs EVLN dividend yield comparison.

Year	FDT	EVLN
2026	0.34%	2.74%
2025	3.27%	7.28%
2024	3.89%	6.41%
2023	4.36%	0.00%
2022	2.29%	0.00%
2021	3.80%	0.00%
2020	2.42%	0.00%
2019	2.78%	0.00%
2018	2.13%	0.00%
2017	1.57%	0.00%
2016	1.76%	0.00%
2015	1.83%	0.00%
2014	1.74%	0.00%
2013	1.88%	0.00%
2012	1.95%	0.00%
2011	1.46%	0.00%