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

ETF Info

ISIN

US33733E3027

CUSIP

33733E302

Issuer

First Trust

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 features an expense ratio of 0.52%, falling within the medium range.


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.


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


400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,120.99%
376.56%
FDN (First Trust Dow Jones Internet Index)
Benchmark (^GSPC)

Returns By Period

First Trust Dow Jones Internet Index had a return of 33.73% year-to-date (YTD) and 32.97% in the last 12 months. Over the past 10 years, First Trust Dow Jones Internet Index had an annualized return of 14.94%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


FDN

YTD

33.73%

1M

6.21%

6M

23.91%

1Y

32.97%

5Y*

12.39%

10Y*

14.94%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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
20242.60%5.82%1.26%-4.86%-0.73%5.80%-3.05%2.12%4.40%3.61%10.26%33.73%
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%
20138.93%0.33%1.29%0.46%5.72%-0.92%8.46%0.69%8.45%1.54%3.48%5.95%53.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDN is 72, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FDN is 7272
Overall Rank
The Sharpe Ratio Rank of FDN is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7474
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.


Sharpe ratio
The chart of Sharpe ratio for FDN, currently valued at 1.82, compared to the broader market0.002.004.001.822.10
The chart of Sortino ratio for FDN, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.002.382.80
The chart of Omega ratio for FDN, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.39
The chart of Calmar ratio for FDN, currently valued at 1.21, compared to the broader market0.005.0010.0015.001.213.09
The chart of Martin ratio for FDN, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.00100.009.7013.49
FDN
^GSPC

The current First Trust Dow Jones Internet Index Sharpe ratio is 1.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Dow Jones Internet Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.82
2.10
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.02%
-2.62%
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 3.02%.


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 current First Trust Dow Jones Internet Index volatility is 6.57%, 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%JulyAugustSeptemberOctoberNovemberDecember
6.57%
3.79%
FDN (First Trust Dow Jones Internet Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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