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First Trust S&P REIT Index Fund (FRI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33734G1085
CUSIP33734G108
IssuerFirst Trust
Inception DateMay 8, 2007
RegionNorth America (U.S.)
CategoryREIT
Index TrackedS&P United States REIT
Home Pagewww.ftportfolios.com
Asset ClassReal 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.


0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FRI

First Trust S&P REIT Index Fund

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.


100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
103.38%
252.29%
FRI (First Trust S&P REIT Index Fund)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date-0.56%10.16%
1 month3.18%3.47%
6 months15.58%22.20%
1 year13.81%30.45%
5 years (annualized)3.57%13.16%
10 years (annualized)5.96%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FRI
First Trust S&P REIT Index Fund
0.89
^GSPC
S&P 500
2.79

Sharpe Ratio

The current First Trust S&P REIT Index Fund Sharpe ratio is 0.89. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.89
2.79
FRI (First Trust S&P REIT Index Fund)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-15.10%
0
FRI (First Trust S&P REIT Index Fund)
Benchmark (^GSPC)

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, 2007374Mar 6, 2009838Jul 2, 20121212
-44.16%Feb 24, 202021Mar 23, 2020272Apr 21, 2021293
-31.21%Jan 3, 2022458Oct 27, 2023
-18.28%May 22, 201362Aug 19, 2013200Jun 5, 2014262
-17.41%Jan 27, 2015155Sep 4, 2015167May 5, 2016322

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.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.59%
2.80%
FRI (First Trust S&P REIT Index Fund)
Benchmark (^GSPC)