First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY)
FCFY is a passive ETF by First Trust tracking the investment results of the S&P 500 Sector-Neutral FCF Index - Benchmark TR Gross. FCFY launched on Aug 22, 2023 and has a 0.60% expense ratio.
ETF Info
Aug 22, 2023
1x
S&P 500 Sector-Neutral FCF Index - Benchmark TR Gross
Mid-Cap
Value
Expense Ratio
FCFY has an expense ratio of 0.60%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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Returns By Period
First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) returned -1.80% year-to-date (YTD) and 7.94% over the past 12 months.
FCFY
-1.80%
4.75%
-6.95%
7.94%
N/A
N/A
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of FCFY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.83% | -1.96% | -5.63% | -3.35% | 4.75% | -1.80% | |||||||
| 2024 | -0.70% | 2.83% | 5.03% | -6.49% | 2.33% | 0.67% | 6.75% | 0.88% | 1.41% | -2.81% | 7.09% | -5.24% | 11.28% |
| 2023 | 2.20% | -3.88% | -3.27% | 8.74% | 7.49% | 11.06% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FCFY is 39, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
First Trust S&P 500 Diversified Free Cash Flow ETF provided a 1.91% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2024 | 2023 |
|---|---|---|---|
| Dividend | $0.45 | $0.43 | $0.16 |
Dividend yield | 1.91% | 1.77% | 0.73% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust S&P 500 Diversified Free Cash Flow ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | |||||||
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.17 | $0.43 |
| 2023 | $0.16 | $0.16 |
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 S&P 500 Diversified Free Cash Flow 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 S&P 500 Diversified Free Cash Flow ETF was 21.36%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current First Trust S&P 500 Diversified Free Cash Flow ETF drawdown is 7.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.36% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -8.86% | Sep 5, 2023 | 39 | Oct 27, 2023 | 23 | Nov 30, 2023 | 62 |
| -7.51% | Apr 1, 2024 | 23 | May 1, 2024 | 51 | Jul 16, 2024 | 74 |
| -7.14% | Aug 1, 2024 | 5 | Aug 7, 2024 | 12 | Aug 23, 2024 | 17 |
| -6.33% | Nov 26, 2024 | 17 | Dec 19, 2024 | 26 | Jan 30, 2025 | 43 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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