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ISIN
US33734X2009
CUSIP
33734X200
Inception Date
Nov 21, 2007
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones Global Select Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Value
Assets Under Management
$1B

Share Price Chart


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Performance

FGD Performance Chart

First Trust Dow Jones Global Select Dividend Index Fund (FGD) is up 12.3% since the beginning of the year. FGD is currently trading at $34 per share. Investors who bought $1,000 worth of FGD shares 5 years ago would now be looking at an investment worth $1,704.


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S&P 500 Index

Returns By Period

First Trust Dow Jones Global Select Dividend Index Fund (FGD) has returned 12.25% so far this year and 30.68% over the past 12 months. Over the last ten years, FGD has returned 10.18% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


First Trust Dow Jones Global Select Dividend Index Fund

1D
-0.15%
1M
1.38%
YTD
12.25%
6M
12.96%
1Y
30.68%
3Y*
22.10%
5Y*
11.25%
10Y*
10.18%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGD Monthly Returns History

Based on dividend-adjusted daily data since Nov 27, 2007, FGD's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +27.1%, while the worst month was Mar 2020 at -25.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FGD closed higher 52% of trading days. The best single day was Sep 19, 2008 with a return of +23.6%, while the worst single day was Mar 12, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.72%6.03%-5.56%5.14%0.77%0.09%12.25%
20252.52%2.86%3.64%3.31%5.72%6.08%0.54%4.91%0.56%0.97%4.10%2.30%44.42%
2024-0.99%0.45%2.93%-1.14%4.77%-2.98%4.62%3.54%2.16%-3.82%1.58%-4.96%5.71%
20237.78%-3.84%-2.45%2.22%-5.84%3.71%4.01%-4.13%-2.50%-2.70%6.89%6.04%8.20%
20222.51%-1.90%0.71%-5.37%3.34%-10.49%1.52%-4.21%-10.81%5.45%13.86%0.48%-7.25%
20211.19%7.65%5.75%2.70%5.03%-2.90%-0.58%1.20%-2.87%2.21%-4.58%5.06%20.83%

Benchmark Metrics

First Trust Dow Jones Global Select Dividend Index Fund has an annualized alpha of -0.17%, beta of 0.79, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since November 27, 2007.

  • This ETF participated in 104.63% of S&P 500 Index downside but only 90.24% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.46 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-0.17%
Beta
0.79
0.46
Upside Capture
90.24%
Downside Capture
104.63%

Expense Ratio

FGD has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FGD ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FGD Risk / Return Rank: 7575
Overall Rank
FGD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FGD Sortino Ratio Rank: 8181
Sortino Ratio Rank
FGD Omega Ratio Rank: 8181
Omega Ratio Rank
FGD Calmar Ratio Rank: 6767
Calmar Ratio Rank
FGD Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Dow Jones Global Select Dividend Index Fund (FGD) 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.


FGDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.44

1.36

+0.08

Calmar ratioReturn relative to maximum drawdown

3.14

2.71

+0.43

Martin ratioReturn relative to average drawdown

10.97

12.15

-1.18

Dividends

Dividend History

First Trust Dow Jones Global Select Dividend Index Fund provided a 5.04% dividend yield over the last twelve months, with an annual payout of $1.71 per share.


4.00%4.50%5.00%5.50%6.00%6.50%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.71$1.70$1.30$1.43$1.26$1.34$1.35$1.30$1.28$1.06$1.02$1.10

Dividend yield

5.04%5.62%5.87%6.44%5.74%5.35%6.17%5.19%5.88%4.01%4.36%5.07%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Dow Jones Global Select Dividend Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.11$0.00$0.00$0.00$0.11
2025$0.00$0.00$0.11$0.00$0.00$0.49$0.00$0.00$0.46$0.00$0.00$0.64$1.70
2024$0.00$0.00$0.02$0.00$0.00$0.55$0.00$0.00$0.36$0.00$0.00$0.38$1.30
2023$0.00$0.00$0.11$0.00$0.00$0.62$0.00$0.00$0.24$0.00$0.00$0.47$1.43
2022$0.00$0.00$0.10$0.00$0.00$0.44$0.00$0.00$0.34$0.00$0.00$0.39$1.26
2021$0.00$0.00$0.11$0.00$0.00$0.39$0.00$0.00$0.35$0.00$0.00$0.49$1.34

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 Global Select Dividend Index Fund. 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 Global Select Dividend Index Fund was 68.05%, occurring on Mar 9, 2009. Recovery took 1040 trading sessions.

The current First Trust Dow Jones Global Select Dividend Index Fund drawdown is 1.02%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-68.05%Mar 2009
1y 3mo4y 1mo
5y 4moNov 2007 - Apr 2013
COVID crash2020
-44.84%Mar 2020
1mo 9d9mo 25d
11mo 4dFeb 2020 - Jan 2021
Bear market2022
-28.68%Oct 2022
8mo 4d1y 7mo
2y 3moFeb 2022 - May 2024
2016 bear market2016
-28.09%Jan 2016
1y 6mo1y 6mo
3y 13dJul 2014 - Jul 2017
Rate-hike selloffLate 2018
-20.89%Dec 2018
10mo 29d1y 1mo
2y 14dJan 2018 - Feb 2020

Drawdown Indicators


FGDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-56.78%

-11.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-9.10%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-11.50%

-18.90%

+7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

-25.43%

-3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-33.92%

-10.92%

Current Drawdown

Current decline from peak

-1.02%

-1.29%

+0.27%

Average Drawdown

Average peak-to-trough decline

-12.55%

-10.72%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.02%

+0.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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