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First Trust Dow Jones Internet Index (FDN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33733E3027

CUSIP

33733E302

Inception Date

Jun 23, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Dow Jones Internet Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

FDN has an expense ratio of 0.52%, 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 Dow Jones Internet Index (FDN) returned 4.17% year-to-date (YTD) and 23.27% over the past 12 months. Over the past 10 years, FDN delivered an annualized return of 14.23%, outperforming the S&P 500 benchmark at 10.87%.


FDN

YTD

4.17%

1M

19.11%

6M

9.76%

1Y

23.27%

5Y*

10.42%

10Y*

14.23%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of FDN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.11%-6.30%-9.82%4.08%9.55%4.17%
20242.60%5.82%1.26%-4.86%-0.73%5.80%-3.05%2.12%4.40%3.61%10.26%0.49%30.35%
202314.70%-3.11%8.03%-3.75%9.87%4.25%6.58%-2.41%-5.85%-4.24%12.26%8.72%51.48%
2022-12.24%-5.41%0.08%-17.60%-9.70%-9.13%11.62%-1.97%-9.19%2.07%2.78%-6.99%-45.54%
20211.77%3.73%-2.66%4.93%-1.32%8.44%-1.21%3.10%-5.41%3.63%-5.99%-1.61%6.55%
20203.90%-4.95%-9.95%19.37%10.38%4.59%7.81%7.92%-5.07%-0.70%10.94%2.29%52.55%
201913.42%3.54%1.39%6.36%-6.62%4.26%1.60%-6.14%-1.83%-0.66%2.97%1.02%19.25%
201810.90%1.03%-2.12%2.77%8.54%2.41%-1.63%7.60%-2.85%-10.97%0.21%-7.62%6.17%
20176.90%1.02%2.12%4.77%2.66%0.05%4.36%1.67%1.83%4.95%1.37%0.90%37.64%
2016-11.45%-1.12%4.53%1.71%5.33%-1.42%7.49%2.00%3.15%-0.26%-1.76%-0.11%7.00%
2015-1.94%9.98%-1.83%2.40%0.86%0.22%7.75%-5.50%-3.45%12.61%2.53%-2.19%21.67%
20140.25%7.18%-8.21%-7.05%3.55%4.84%-1.07%5.33%-1.90%0.23%1.82%-1.34%2.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, FDN is among the top 22% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FDN is 7878
Overall Rank
The Sharpe Ratio Rank of FDN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust Dow Jones Internet Index Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.92
  • 5-Year: 0.37
  • 10-Year: 0.55
  • All Time: 0.55

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust Dow Jones Internet Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


First Trust Dow Jones Internet Index doesn't pay dividends

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 Dow Jones Internet Index. 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 Internet Index was 61.55%, occurring on Nov 20, 2008. Recovery took 349 trading sessions.

The current First Trust Dow Jones Internet Index drawdown is 5.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.55%Oct 15, 2007280Nov 20, 2008349Apr 14, 2010629
-53.97%Sep 8, 2021297Nov 9, 2022519Dec 4, 2024816
-30.53%Feb 21, 202017Mar 16, 202038May 8, 202055
-27.39%Jul 26, 2018105Dec 24, 201884Apr 26, 2019189
-26.04%Jul 8, 201161Oct 3, 2011239Sep 13, 2012300

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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