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First Trust Bloomberg Artificial Intelligence ETF ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Nov 20, 2024
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Artificial Intelligence Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

FAI Performance Chart

First Trust Bloomberg Artificial Intelligence ETF (FAI) is up 4.7% since the beginning of the year. FAI is currently trading at $43 per share.


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S&P 500 Index

Returns By Period

First Trust Bloomberg Artificial Intelligence ETF (FAI) has returned 4.70% so far this year and 62.24% over the past 12 months.


First Trust Bloomberg Artificial Intelligence ETF

1D
1.94%
1M
8.74%
YTD
4.70%
6M
5.62%
1Y
62.24%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.80%
1M
4.83%
YTD
2.59%
6M
5.27%
1Y
30.14%
3Y*
19.29%
5Y*
10.91%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAI Monthly Returns History

Based on dividend-adjusted daily data since Nov 21, 2024, FAI's average daily return is +0.12%, while the average monthly return is +2.23%. At this rate, an investment would double in approximately 2.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +15.6%, while the worst month was Mar 2025 at -9.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, FAI closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +14.4%, while the worst single day was Apr 3, 2025 at -7.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.27%-5.83%-5.03%15.61%4.70%
20253.74%-6.55%-9.70%3.97%13.16%11.05%5.67%-1.38%7.65%9.88%-5.34%-0.06%33.37%
20240.65%1.41%2.06%

Benchmark Metrics

First Trust Bloomberg Artificial Intelligence ETF has an annualized alpha of 9.71%, beta of 1.54, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since November 22, 2024.

  • This ETF captured 202.34% of S&P 500 Index gains and 129.76% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 9.71% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 1.54 means this ETF moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha
9.71%
Beta
1.54
0.82
Upside Capture
202.34%
Downside Capture
129.76%

Expense Ratio

FAI has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FAI ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FAI Risk / Return Rank: 6161
Overall Rank
FAI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FAI Sortino Ratio Rank: 6363
Sortino Ratio Rank
FAI Omega Ratio Rank: 6363
Omega Ratio Rank
FAI Calmar Ratio Rank: 5555
Calmar Ratio Rank
FAI Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Bloomberg Artificial Intelligence ETF (FAI) and compare them to a chosen benchmark (S&P 500 Index).


FAIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.55

2.30

+0.26

Sortino ratio

Return per unit of downside risk

3.18

3.18

0.00

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratio

Return relative to maximum drawdown

3.34

3.40

-0.06

Martin ratio

Return relative to average drawdown

10.86

15.35

-4.49

Explore FAI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

First Trust Bloomberg Artificial Intelligence ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.02%0.03%0.04%$0.00$0.00$0.00$0.01$0.01$0.01$0.0120242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.00$0.00$0.01

Dividend yield

0.00%0.00%0.04%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Bloomberg Artificial Intelligence ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Bloomberg Artificial Intelligence ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Bloomberg Artificial Intelligence ETF was 27.82%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.

The current First Trust Bloomberg Artificial Intelligence ETF drawdown is 1.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.82%Feb 19, 202535Apr 8, 202542Jun 9, 202577
-18.84%Oct 30, 2025103Mar 30, 2026
-6.03%Dec 17, 202417Jan 13, 20256Jan 22, 202523
-5.86%Jan 24, 20252Jan 27, 202515Feb 18, 202517
-4.45%Aug 14, 20256Aug 21, 202511Sep 8, 202517

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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