First Trust Dow Jones Select MicroCap Index Fund (FDM)
FDM is a passive ETF by First Trust tracking the investment results of the Dow Jones Select Microcap Index. FDM launched on Sep 27, 2005 and has a 0.60% expense ratio.
ETF Info
US33718M1053
33718M105
Sep 27, 2005
North America (U.S.)
1x
Dow Jones Select Microcap Index
Micro-Cap
Blend
Expense Ratio
FDM has an expense ratio of 0.60%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Dow Jones Select MicroCap 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 Dow Jones Select MicroCap Index Fund (FDM) returned -5.09% year-to-date (YTD) and 5.77% over the past 12 months. Over the past 10 years, FDM returned 8.25% annually, underperforming the S&P 500 benchmark at 10.43%.
FDM
-5.09%
15.59%
-6.63%
5.77%
14.41%
8.25%
^GSPC (Benchmark)
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
Monthly Returns
The table below presents the monthly returns of FDM, 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 | 2.48% | -2.03% | -8.35% | -1.45% | 4.65% | -5.09% | |||||||
| 2024 | -4.40% | 3.65% | 3.36% | -4.99% | 4.85% | -3.31% | 12.26% | -4.41% | 0.00% | 0.64% | 13.03% | -6.15% | 13.00% |
| 2023 | 7.55% | -1.02% | -8.87% | -4.02% | 0.35% | 9.63% | 7.13% | -5.32% | -3.46% | -4.65% | 6.24% | 10.97% | 12.76% |
| 2022 | -6.14% | 1.03% | -0.41% | -7.08% | 1.49% | -7.41% | 11.16% | -4.30% | -9.79% | 13.80% | 4.40% | -6.00% | -11.61% |
| 2021 | 4.98% | 12.15% | 6.83% | -1.11% | 3.21% | 0.79% | -3.60% | 2.33% | -1.39% | 4.01% | -1.96% | 5.24% | 35.08% |
| 2020 | -6.99% | -8.97% | -26.91% | 15.42% | 4.59% | 3.97% | -0.91% | 1.79% | -4.81% | 1.99% | 17.05% | 7.78% | -4.04% |
| 2019 | 10.55% | 5.46% | -5.18% | 2.49% | -7.43% | 7.01% | 1.98% | -6.14% | 6.14% | 1.04% | 3.96% | 6.41% | 27.45% |
| 2018 | 0.21% | -3.47% | 3.23% | 0.88% | 5.82% | 1.06% | 0.72% | 3.04% | -3.10% | -9.09% | -1.47% | -10.89% | -13.52% |
| 2017 | -3.06% | 0.12% | -0.19% | 1.67% | -2.49% | 4.58% | -0.29% | -2.06% | 7.85% | 1.44% | 3.11% | -1.72% | 8.72% |
| 2016 | -6.32% | 1.62% | 5.80% | 1.75% | -0.39% | 0.35% | 5.35% | 2.58% | 0.65% | -2.40% | 16.25% | 7.50% | 35.90% |
| 2015 | -5.06% | 5.54% | 1.85% | -1.24% | 1.05% | 2.63% | -2.52% | -3.51% | -2.74% | 5.66% | 4.36% | -5.21% | -0.06% |
| 2014 | -5.68% | 4.13% | 1.38% | -4.32% | 0.34% | 3.31% | -3.75% | 3.11% | -5.59% | 7.82% | -1.81% | 5.40% | 3.26% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FDM 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 Dow Jones Select MicroCap Index Fund (FDM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Dow Jones Select MicroCap Index Fund provided a 2.00% dividend yield over the last twelve months, with an annual payout of $1.28 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.28 | $1.06 | $1.11 | $1.00 | $0.69 | $0.81 | $0.70 | $0.51 | $0.46 | $0.50 | $0.48 | $0.25 |
Dividend yield | 2.00% | 1.56% | 1.81% | 1.81% | 1.08% | 1.68% | 1.37% | 1.26% | 0.97% | 1.13% | 1.45% | 0.75% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Dow Jones Select MicroCap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | |||||||
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.29 | $1.06 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.24 | $1.11 |
| 2022 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.34 | $1.00 |
| 2021 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.36 | $0.69 |
| 2020 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.35 | $0.81 |
| 2019 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.15 | $0.70 |
| 2018 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.24 | $0.51 |
| 2017 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.18 | $0.46 |
| 2016 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.50 |
| 2015 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.21 | $0.48 |
| 2014 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.25 |
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 Dow Jones Select MicroCap 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 Dow Jones Select MicroCap Index Fund was 63.45%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.
The current First Trust Dow Jones Select MicroCap Index Fund drawdown is 11.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.45% | Jul 13, 2007 | 410 | Mar 9, 2009 | 994 | Feb 19, 2013 | 1404 |
| -47.77% | Aug 23, 2018 | 394 | Mar 18, 2020 | 204 | Jan 7, 2021 | 598 |
| -23.74% | Nov 12, 2021 | 370 | May 4, 2023 | 299 | Jul 15, 2024 | 669 |
| -23.13% | Dec 12, 2024 | 79 | Apr 8, 2025 | — | — | — |
| -17.78% | Jun 24, 2015 | 161 | Feb 11, 2016 | 103 | Jul 12, 2016 | 264 |
Volatility
Volatility Chart
The current First Trust Dow Jones Select MicroCap Index Fund volatility is 9.68%, 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.