First Trust Morningstar Dividend Leaders Index Fund (FDL)
FDL is a passive ETF by First Trust tracking the investment results of the Morningstar Dividend Leaders Index. FDL launched on Mar 9, 2006 and has a 0.45% expense ratio.
ETF Info
US3369171091
336917109
Mar 9, 2006
North America (U.S.)
1x
Morningstar Dividend Leaders Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Morningstar Dividend Leaders Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust Morningstar Dividend Leaders Index Fund had a return of 21.68% year-to-date (YTD) and 31.12% in the last 12 months. Over the past 10 years, First Trust Morningstar Dividend Leaders Index Fund had an annualized return of 10.04%, while the S&P 500 had an annualized return of 11.13%, indicating that First Trust Morningstar Dividend Leaders Index Fund did not perform as well as the benchmark.
FDL
21.68%
0.95%
12.18%
31.12%
10.56%
10.04%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of FDL, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.61% | 0.86% | 6.62% | -3.46% | 4.06% | -0.63% | 7.14% | 2.39% | 1.76% | 0.24% | 21.68% | ||
| 2023 | 3.83% | -4.00% | -1.68% | 1.01% | -7.45% | 3.87% | 5.73% | -3.25% | -2.86% | -3.53% | 6.97% | 5.48% | 2.94% |
| 2022 | 2.25% | -0.74% | 4.52% | -2.30% | 6.12% | -8.66% | 4.06% | -2.18% | -9.32% | 12.54% | 5.28% | -2.93% | 6.65% |
| 2021 | -1.32% | 4.56% | 7.97% | 3.79% | 1.27% | -2.50% | 0.90% | 1.70% | -2.98% | 3.11% | -2.10% | 9.91% | 26.10% |
| 2020 | -5.22% | -10.20% | -18.38% | 12.14% | 1.56% | 1.20% | 4.46% | 2.23% | -2.63% | -0.42% | 12.18% | 2.92% | -4.30% |
| 2019 | 4.66% | 4.07% | 2.43% | 1.36% | -5.27% | 6.69% | 0.82% | -3.59% | 5.53% | 1.10% | 2.65% | 2.27% | 24.41% |
| 2018 | 1.46% | -5.80% | -1.06% | -0.11% | 1.03% | 1.28% | 3.04% | -0.07% | 2.08% | -3.05% | 4.01% | -8.24% | -5.99% |
| 2017 | 0.85% | 4.36% | -0.63% | -1.08% | 0.74% | -1.20% | 1.35% | -0.88% | 3.45% | -0.76% | 3.82% | 1.61% | 12.02% |
| 2016 | 0.97% | 1.59% | 6.21% | 0.19% | 0.70% | 4.37% | 3.13% | -0.98% | 0.27% | -2.38% | 2.16% | 3.03% | 20.71% |
| 2015 | -1.63% | 2.63% | -2.95% | 3.22% | -0.29% | -3.95% | 2.11% | -4.30% | 0.24% | 7.95% | -0.33% | 0.53% | 2.63% |
| 2014 | -2.24% | 3.08% | 2.84% | 2.89% | 0.99% | 2.49% | -1.22% | 1.96% | -1.46% | 3.16% | 0.54% | -0.35% | 13.21% |
| 2013 | 4.55% | 2.18% | 5.55% | 4.12% | -3.21% | 0.18% | 3.78% | -3.46% | 1.36% | 4.41% | 0.05% | 1.58% | 22.67% |
Expense Ratio
FDL features an expense ratio of 0.45%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FDL is 85, placing it in the top 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Morningstar Dividend Leaders Index Fund (FDL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Morningstar Dividend Leaders Index Fund provided a 4.07% dividend yield over the last twelve months, with an annual payout of $1.72 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.72 | $1.65 | $1.31 | $1.63 | $1.33 | $1.22 | $1.08 | $0.96 | $0.82 | $0.87 | $0.80 | $0.69 |
Dividend yield | 4.07% | 4.58% | 3.57% | 4.59% | 4.48% | 3.75% | 3.97% | 3.18% | 2.94% | 3.65% | 3.35% | 3.13% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Morningstar Dividend Leaders Index Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $1.21 | |
| 2023 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.52 | $1.65 |
| 2022 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.39 | $1.31 |
| 2021 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.77 | $1.63 |
| 2020 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.37 | $1.33 |
| 2019 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.36 | $1.22 |
| 2018 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.35 | $1.08 |
| 2017 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.29 | $0.96 |
| 2016 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.27 | $0.82 |
| 2015 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.25 | $0.87 |
| 2014 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.80 |
| 2013 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.20 | $0.69 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Morningstar Dividend Leaders Index Fund. 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 Morningstar Dividend Leaders Index Fund was 65.93%, occurring on Mar 5, 2009. Recovery took 996 trading sessions.
The current First Trust Morningstar Dividend Leaders Index Fund drawdown is 1.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.93% | May 23, 2007 | 450 | Mar 5, 2009 | 996 | Feb 19, 2013 | 1446 |
| -41.4% | Dec 27, 2019 | 59 | Mar 23, 2020 | 231 | Feb 22, 2021 | 290 |
| -16.46% | May 31, 2022 | 86 | Sep 30, 2022 | 84 | Feb 1, 2023 | 170 |
| -14.66% | Feb 14, 2023 | 178 | Oct 27, 2023 | 47 | Jan 5, 2024 | 225 |
| -13.32% | Jan 29, 2018 | 229 | Dec 24, 2018 | 53 | Mar 13, 2019 | 282 |
Volatility
Volatility Chart
The current First Trust Morningstar Dividend Leaders Index Fund volatility is 3.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.