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
ISIN | US33718M1053 |
---|---|
CUSIP | 33718M105 |
Issuer | First Trust |
Inception Date | Sep 27, 2005 |
Region | North America (U.S.) |
Category | Small Cap Blend Equities |
Index Tracked | Dow Jones Select Microcap Index |
Home Page | www.ftportfolios.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 2.42% | 10.16% |
1 month | 5.12% | 3.47% |
6 months | 14.47% | 22.20% |
1 year | 20.18% | 30.45% |
5 years (annualized) | 8.83% | 13.16% |
10 years (annualized) | 8.39% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
First Trust Dow Jones Select MicroCap Index Fund | 1.05 | ||||
S&P 500 | 2.79 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 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 | — | — | — |
-17.78% | Jun 24, 2015 | 161 | Feb 11, 2016 | 103 | Jul 12, 2016 | 264 |
-14.47% | May 8, 2006 | 53 | Jul 21, 2006 | 82 | Nov 15, 2006 | 135 |
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.