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
ISIN | US33734G1085 |
---|---|
CUSIP | 33734G108 |
Issuer | First Trust |
Inception Date | May 8, 2007 |
Region | North America (U.S.) |
Category | REIT |
Index Tracked | S&P United States REIT |
Home Page | www.ftportfolios.com |
Asset Class | Real Estate |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The First Trust S&P REIT Index Fund has a high expense ratio of 0.50%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: FRI vs. IYR, FRI vs. ^TNX, FRI vs. VWUAX, FRI vs. RWR, FRI vs. VNQ, FRI vs. USRT, FRI vs. WPC
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 -0.56% year-to-date (YTD) and 13.81% in the last 12 months. Over the past 10 years, First Trust S&P REIT Index Fund had an annualized return of 5.96%, while the S&P 500 had an annualized return of 10.89%, indicating that First Trust S&P REIT Index Fund did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -0.56% | 10.16% |
1 month | 3.18% | 3.47% |
6 months | 15.58% | 22.20% |
1 year | 13.81% | 30.45% |
5 years (annualized) | 3.57% | 13.16% |
10 years (annualized) | 5.96% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -4.27% | 1.91% | ||||||||||
2023 | -3.15% | -6.79% | -4.34% | 10.44% | 9.87% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for First Trust S&P REIT Index Fund (FRI) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
First Trust S&P REIT Index Fund | 0.89 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
First Trust S&P REIT Index Fund granted a 2.76% dividend yield in the last twelve months. The annual payout for that period amounted to $0.72 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.72 | $0.85 | $0.60 | $0.47 | $0.71 | $0.60 | $0.69 | $0.66 | $0.75 | $0.59 | $0.46 | $0.54 |
Dividend yield | 2.76% | 3.24% | 2.52% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
2013 | $0.07 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 15.10%.
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 | — | — | — |
-18.28% | 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 4.59%, 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.