First Trust S&P REIT Index Fund (FRI)
FRI is a passive ETF by First Trust tracking the investment results of the S&P United States REIT. FRI launched on May 8, 2007 and has a 0.50% expense ratio.
ETF Info
US33734G1085
33734G108
May 8, 2007
North America (U.S.)
1x
S&P United States REIT
Multi-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust S&P REIT Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust S&P REIT Index Fund had a return of 13.55% year-to-date (YTD) and 27.45% in the last 12 months. Over the past 10 years, First Trust S&P REIT Index Fund had an annualized return of 5.98%, while the S&P 500 had an annualized return of 11.14%, indicating that First Trust S&P REIT Index Fund did not perform as well as the benchmark.
FRI
13.55%
-1.75%
16.13%
27.45%
5.11%
5.98%
^GSPC (Benchmark)
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
Monthly Returns
The table below presents the monthly returns of FRI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.27% | 1.91% | 1.93% | -7.06% | 4.47% | 2.85% | 6.30% | 6.49% | 2.33% | -2.77% | 13.55% | ||
| 2023 | 10.36% | -4.63% | -2.53% | 0.66% | -3.06% | 5.06% | 2.83% | -3.15% | -6.79% | -4.34% | 10.44% | 9.87% | 13.33% |
| 2022 | -6.96% | -3.20% | 6.59% | -4.46% | -6.31% | -7.34% | 8.82% | -5.85% | -12.18% | 4.90% | 5.67% | -5.13% | -24.66% |
| 2021 | 0.10% | 3.84% | 4.60% | 7.90% | 0.88% | 2.62% | 4.78% | 1.74% | -5.19% | 7.67% | -0.66% | 8.59% | 42.55% |
| 2020 | 1.19% | -8.02% | -21.43% | 8.35% | -0.29% | 3.25% | 3.92% | 0.82% | -3.26% | -2.85% | 10.78% | 3.51% | -7.90% |
| 2019 | 11.79% | 0.33% | 3.15% | -0.44% | -0.04% | 1.00% | 1.53% | 2.96% | 2.85% | 1.39% | -1.59% | -0.86% | 23.67% |
| 2018 | -4.60% | -7.38% | 3.77% | 1.50% | 4.21% | 4.31% | 0.56% | 3.06% | -2.83% | -2.40% | 4.92% | -8.24% | -4.28% |
| 2017 | -0.41% | 3.68% | -2.75% | 0.00% | -0.91% | 2.30% | 1.12% | -0.51% | 0.11% | -1.22% | 2.78% | -0.21% | 3.86% |
| 2016 | -3.53% | -0.28% | 10.36% | -2.62% | 2.42% | 6.79% | 4.34% | -3.85% | -1.84% | -5.87% | -1.58% | 4.56% | 7.88% |
| 2015 | 6.47% | -3.50% | 1.62% | -5.93% | -0.33% | -4.43% | 5.55% | -6.20% | 2.89% | 5.75% | -0.68% | 1.78% | 1.88% |
| 2014 | 3.88% | 5.32% | 0.26% | 3.47% | 2.32% | 1.10% | 0.00% | 2.84% | -6.04% | 9.82% | 1.99% | 2.12% | 29.77% |
| 2013 | 3.77% | 1.09% | 2.97% | 6.65% | -5.95% | -2.04% | 1.05% | -7.33% | 3.24% | 4.59% | -5.35% | 0.26% | 1.84% |
Expense Ratio
FRI features an expense ratio of 0.50%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FRI is 55, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust S&P REIT Index Fund (FRI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust S&P REIT Index Fund provided a 2.58% dividend yield over the last twelve months, with an annual payout of $0.76 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.76 | $0.85 | $0.60 | $0.47 | $0.72 | $0.60 | $0.69 | $0.66 | $0.75 | $0.59 | $0.46 | $0.54 |
Dividend yield | 2.58% | 3.24% | 2.51% | 1.44% | 3.08% | 2.28% | 3.21% | 2.82% | 3.27% | 2.66% | 2.07% | 3.10% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust S&P REIT Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.48 | |
| 2023 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.85 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.24 | $0.60 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.24 | $0.47 |
| 2020 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.27 | $0.72 |
| 2019 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.21 | $0.60 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.30 | $0.69 |
| 2017 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.30 | $0.66 |
| 2016 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.39 | $0.75 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.24 | $0.59 |
| 2014 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.22 | $0.46 |
| 2013 | $0.07 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.54 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust S&P REIT 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 S&P REIT Index Fund was 71.95%, occurring on Mar 6, 2009. Recovery took 838 trading sessions.
The current First Trust S&P REIT Index Fund drawdown is 3.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.95% | May 31, 2007 | 374 | Mar 6, 2009 | 838 | Jul 2, 2012 | 1212 |
| -44.16% | Feb 24, 2020 | 21 | Mar 23, 2020 | 272 | Apr 21, 2021 | 293 |
| -31.21% | Jan 3, 2022 | 458 | Oct 27, 2023 | — | — | — |
| -18.27% | May 22, 2013 | 62 | Aug 19, 2013 | 200 | Jun 5, 2014 | 262 |
| -17.41% | Jan 27, 2015 | 155 | Sep 4, 2015 | 167 | May 5, 2016 | 322 |
Volatility
Volatility Chart
The current First Trust S&P REIT Index Fund volatility is 4.56%, 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.