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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.
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Returns By Period
First Trust Dow Jones Internet Index (FDN) has returned -13.06% so far this year and 5.35% over the past 12 months. Looking at the last ten years, FDN has achieved an annualized return of 13.03%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
First Trust Dow Jones Internet Index
- 1D
- 3.51%
- 1M
- -3.87%
- YTD
- -13.06%
- 6M
- -16.37%
- 1Y
- 5.35%
- 3Y*
- 16.54%
- 5Y*
- 0.92%
- 10Y*
- 13.03%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 23, 2006, FDN's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, your investment would double in approximately 4.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +19.6%, while the worst month was Oct 2008 at -22.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FDN closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.18% | -6.59% | -3.87% | -13.06% | |||||||||
| 2025 | 8.11% | -6.30% | -9.82% | 4.08% | 8.64% | 7.22% | 1.67% | 0.99% | 1.20% | 1.47% | -4.85% | -0.36% | 10.70% |
| 2024 | 2.60% | 5.82% | 1.26% | -4.86% | -0.73% | 5.80% | -3.05% | 2.12% | 4.40% | 3.61% | 10.26% | 0.49% | 30.35% |
| 2023 | 14.70% | -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% |
| 2021 | 1.77% | 3.73% | -2.66% | 4.93% | -1.32% | 8.44% | -1.21% | 3.10% | -5.41% | 3.63% | -5.99% | -1.61% | 6.55% |
Benchmark Metrics
First Trust Dow Jones Internet Index has an annualized alpha of 4.45%, beta of 1.10, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 26, 2006.
- This ETF captured 124.98% of S&P 500 Index gains and 104.85% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 4.45% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.10 and R² of 0.70, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 4.45%
- Beta
- 1.10
- R²
- 0.70
- Upside Capture
- 124.98%
- Downside Capture
- 104.85%
Expense Ratio
FDN has an expense ratio of 0.52%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FDN ranks 17 for risk / return — in the bottom 17% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) and compare them to a chosen benchmark (S&P 500 Index).
| FDN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.90 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.39 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.40 | -1.18 |
Martin ratioReturn relative to average drawdown | 0.63 | 6.61 | -5.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FDN risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 18.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.55% | Oct 15, 2007 | 280 | Nov 20, 2008 | 349 | Apr 14, 2010 | 629 |
| -53.97% | Sep 8, 2021 | 297 | Nov 9, 2022 | 519 | Dec 4, 2024 | 816 |
| -30.53% | Feb 21, 2020 | 17 | Mar 16, 2020 | 38 | May 8, 2020 | 55 |
| -27.39% | Jul 26, 2018 | 105 | Dec 24, 2018 | 84 | Apr 26, 2019 | 189 |
| -26.04% | Jul 8, 2011 | 61 | Oct 3, 2011 | 239 | Sep 13, 2012 | 300 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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