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

ETF Info

ISINUS33733E3027
CUSIP33733E302
IssuerFirst Trust
Inception DateJun 23, 2006
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedDow Jones Internet Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

The First Trust Dow Jones Internet Index has a high expense ratio of 0.52%, indicating higher-than-average management fees.


Expense ratio chart for FDN: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

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.


First Trust Dow Jones Internet Index

Popular comparisons: FDN vs. WEBL, FDN vs. FDNI, FDN vs. SKYY, FDN vs. BOTZ, FDN vs. SCHC, FDN vs. KWEB, FDN vs. QQQ, FDN vs. XLK, FDN vs. VGT, FDN vs. OGIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Dow Jones Internet Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
23.41%
17.96%
FDN (First Trust Dow Jones Internet Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Dow Jones Internet Index had a return of 4.20% year-to-date (YTD) and 35.97% in the last 12 months. Over the past 10 years, First Trust Dow Jones Internet Index had an annualized return of 13.57%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.


PeriodReturnBenchmark
Year-To-Date4.20%5.05%
1 month-5.77%-4.27%
6 months25.36%18.82%
1 year35.97%21.22%
5 years (annualized)5.88%11.38%
10 years (annualized)13.57%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.60%5.82%1.26%
2023-5.85%-4.24%12.26%8.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FDN is 76, placing it in the top 24% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FDN is 7676
First Trust Dow Jones Internet Index(FDN)
The Sharpe Ratio Rank of FDN is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 7878Sortino Ratio Rank
The Omega Ratio Rank of FDN is 8080Omega Ratio Rank
The Calmar Ratio Rank of FDN is 6060Calmar Ratio Rank
The Martin Ratio Rank of FDN is 8181Martin 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.


FDN
Sharpe ratio
The chart of Sharpe ratio for FDN, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.001.79
Sortino ratio
The chart of Sortino ratio for FDN, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.002.34
Omega ratio
The chart of Omega ratio for FDN, currently valued at 1.30, compared to the broader market1.001.502.001.30
Calmar ratio
The chart of Calmar ratio for FDN, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.000.81
Martin ratio
The chart of Martin ratio for FDN, currently valued at 7.85, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current First Trust Dow Jones Internet Index Sharpe ratio is 1.79. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.79
1.81
FDN (First Trust Dow Jones Internet Index)
Benchmark (^GSPC)

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.94%
-4.64%
FDN (First Trust Dow Jones Internet Index)
Benchmark (^GSPC)

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 22.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.55%Oct 15, 2007280Nov 20, 2008349Apr 14, 2010629
-53.97%Sep 8, 2021297Nov 9, 2022
-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 current First Trust Dow Jones Internet Index volatility is 5.07%, 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%NovemberDecember2024FebruaryMarchApril
5.07%
3.30%
FDN (First Trust Dow Jones Internet Index)
Benchmark (^GSPC)