- ISIN
- US33733E3027
- CUSIP
- 33733E302
- Issuer
- First Trust
- Inception Date
- Jun 23, 2006
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Dow Jones Internet Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $5B
Share Price Chart
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Performance
FDN Performance Chart
First Trust Dow Jones Internet Index (FDN) is down 3.5% since the beginning of the year. FDN is currently trading at $260 per share. Investors who bought $1,000 worth of FDN shares 5 years ago would now be looking at an investment worth $1,075.
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Returns By Period
First Trust Dow Jones Internet Index (FDN) has returned -3.51% so far this year and 2.41% over the past 12 months. Over the last decade, FDN has posted an annualized return of 13.90%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
First Trust Dow Jones Internet Index
- 1D
- -2.24%
- 1M
- -5.16%
- YTD
- -3.51%
- 6M
- -4.37%
- 1Y
- 2.41%
- 3Y*
- 17.63%
- 5Y*
- 1.45%
- 10Y*
- 13.90%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FDN Monthly Returns History
Based on dividend-adjusted daily data since Jun 23, 2006, FDN's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 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% | 12.56% | 7.57% | -8.35% | -3.51% | ||||||
| 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 4.13%, beta of 1.10, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 23, 2006.
- This ETF captured 125.33% of S&P 500 Index gains and 106.50% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 4.13% 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
- 4.13%
- Beta
- 1.10
- R²
- 0.70
- Upside Capture
- 125.33%
- Downside Capture
- 106.50%
Expense Ratio
FDN has an expense ratio of 0.52%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FDN ranks 10 for risk / return — in the bottom 10% 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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 2.78 | -2.67 |
| Martin ratioReturn relative to average drawdown | 0.28 | 12.44 | -12.16 |
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 10.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.55%Nov 2008 | 1y 1mo | 1y 4mo | 2y 6moOct 2007 - Apr 2010 |
Bear market2022 | -53.97%Nov 2022 | 1y 2mo | 2y 26d | 3y 2moSep 2021 - Dec 2024 |
COVID crash2020 | -30.53%Mar 2020 | 24d | 1mo 23d | 2mo 17dFeb 2020 - May 2020 |
Rate-hike selloffLate 2018 | -27.39%Dec 2018 | 5mo 1d | 4mo 3d | 9mo 4dJul 2018 - Apr 2019 |
2011 bear market2011 | -26.04%Oct 2011 | 2mo 27d | 11mo 16d | 1y 2moJul 2011 - Sep 2012 |
Drawdown Indicators
| FDN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.55% | -56.78% | -4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.31% | -9.10% | -12.21% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -18.90% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -53.97% | -25.43% | -28.54% |
Max Drawdown (10Y)Largest decline over 10 years | -53.97% | -33.92% | -20.05% |
Current DrawdownCurrent decline from peak | -10.36% | -1.80% | -8.56% |
Average DrawdownAverage peak-to-trough decline | -11.81% | -10.71% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.52% | 2.03% | +6.49% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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