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First Trust Dow Jones Select MicroCap Index Fund (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33718M1053
CUSIP33718M105
IssuerFirst Trust
Inception DateSep 27, 2005
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities
Index TrackedDow Jones Select Microcap Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust Dow Jones Select MicroCap Index Fund has a high expense ratio of 0.60%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FDM

First Trust Dow Jones Select MicroCap Index Fund

Popular comparisons: FDM vs. SCHD, FDM vs. IVV, FDM vs. SPY, FDM vs. VOO

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.


220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2024FebruaryMarch
282.71%
327.60%
FDM (First Trust Dow Jones Select MicroCap Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Dow Jones Select MicroCap Index Fund had a return of 2.42% year-to-date (YTD) and 20.18% in the last 12 months. Over the past 10 years, First Trust Dow Jones Select MicroCap Index Fund had an annualized return of 8.39%, while the S&P 500 had an annualized return of 10.89%, indicating that First Trust Dow Jones Select MicroCap Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.42%10.16%
1 month5.12%3.47%
6 months14.47%22.20%
1 year20.18%30.45%
5 years (annualized)8.83%13.16%
10 years (annualized)8.39%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.40%3.65%
2023-5.32%-3.46%-4.65%6.24%10.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for First Trust Dow Jones Select MicroCap Index Fund (FDM) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FDM
First Trust Dow Jones Select MicroCap Index Fund
1.05
^GSPC
S&P 500
2.79

Sharpe Ratio

The current First Trust Dow Jones Select MicroCap Index Fund Sharpe ratio is 1.05. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.05
2.79
FDM (First Trust Dow Jones Select MicroCap Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Dow Jones Select MicroCap Index Fund granted a 1.57% dividend yield in the last twelve months. The annual payout for that period amounted to $0.99 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.99$1.11$1.00$0.69$0.80$0.70$0.51$0.46$0.50$0.48$0.25$0.27

Dividend yield

1.57%1.81%1.80%1.08%1.68%1.37%1.26%0.97%1.13%1.45%0.75%0.83%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
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
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
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
2018$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.23
2017$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.18
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
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
2014$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.06
2013$0.03$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.40%
0
FDM (First Trust Dow Jones Select MicroCap Index Fund)
Benchmark (^GSPC)

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 1.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.45%Jul 13, 2007410Mar 9, 2009994Feb 19, 20131404
-47.77%Aug 23, 2018394Mar 18, 2020204Jan 7, 2021598
-23.74%Nov 12, 2021370May 4, 2023
-17.78%Jun 24, 2015161Feb 11, 2016103Jul 12, 2016264
-14.47%May 8, 200653Jul 21, 200682Nov 15, 2006135

Volatility

Volatility Chart

The current First Trust Dow Jones Select MicroCap Index Fund volatility is 4.80%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.80%
2.80%
FDM (First Trust Dow Jones Select MicroCap Index Fund)
Benchmark (^GSPC)