First Trust Enhanced Short Maturity ETF (FTSM)
FTSM is an actively managed ETF by First Trust. FTSM launched on Aug 5, 2014 and has a 0.25% expense ratio.
ETF Info
| ISIN | US33739Q4082 |
|---|---|
| CUSIP | 33739Q408 |
| Issuer | First Trust |
| Inception Date | Aug 5, 2014 |
| Region | North America (U.S.) |
| Category | Total Bond Market, Actively Managed |
| Index Tracked | No Index (Active) |
| Home Page | www.ftportfolios.com |
| Asset Class | Bond |
Expense Ratio
FTSM has a high expense ratio of 0.25%, indicating higher-than-average management fees.
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 Enhanced Short Maturity ETF, 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 Enhanced Short Maturity ETF had a return of 1.49% year-to-date (YTD) and 5.12% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.49% | 5.57% |
| 1 month | 0.30% | -4.16% |
| 6 months | 2.73% | 20.07% |
| 1 year | 5.12% | 20.82% |
| 5 years (annualized) | 2.08% | 11.56% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.51% | 0.25% | 0.42% | |||||||||
| 2023 | 0.43% | 0.63% | 0.59% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FTSM is 100, placing it in the top 0% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
First Trust Enhanced Short Maturity ETF(FTSM)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Enhanced Short Maturity ETF (FTSM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Enhanced Short Maturity ETF granted a 4.91% dividend yield in the last twelve months. The annual payout for that period amounted to $2.93 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.93 | $2.76 | $0.96 | $0.24 | $0.72 | $1.43 | $1.28 | $0.83 | $0.62 | $0.29 | $0.11 |
Dividend yield | 4.91% | 4.62% | 1.62% | 0.39% | 1.20% | 2.38% | 2.14% | 1.38% | 1.03% | 0.48% | 0.19% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Enhanced Short Maturity ETF. 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 | $0.26 | $0.24 | $0.25 | |||||||||
| 2023 | $0.20 | $0.20 | $0.21 | $0.21 | $0.23 | $0.23 | $0.24 | $0.25 | $0.25 | $0.24 | $0.24 | $0.25 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.03 | $0.04 | $0.06 | $0.08 | $0.10 | $0.11 | $0.14 | $0.16 | $0.19 |
| 2021 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 |
| 2020 | $0.10 | $0.09 | $0.09 | $0.08 | $0.07 | $0.06 | $0.05 | $0.04 | $0.04 | $0.04 | $0.03 | $0.04 |
| 2019 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.12 | $0.11 | $0.11 | $0.11 | $0.10 |
| 2018 | $0.08 | $0.08 | $0.09 | $0.10 | $0.10 | $0.11 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 |
| 2017 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.08 | $0.08 | $0.08 |
| 2016 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 |
| 2015 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.04 | $0.04 |
| 2014 | $0.02 | $0.02 | $0.02 | $0.02 | $0.04 |
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 Enhanced Short Maturity ETF. 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 Enhanced Short Maturity ETF was 4.12%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.12% | Mar 4, 2020 | 13 | Mar 20, 2020 | 54 | Jun 8, 2020 | 67 |
| -1.8% | Sep 1, 2015 | 25 | Oct 6, 2015 | 401 | May 10, 2017 | 426 |
| -0.65% | Oct 6, 2021 | 115 | Mar 21, 2022 | 157 | Nov 2, 2022 | 272 |
| -0.35% | Jun 8, 2015 | 58 | Aug 27, 2015 | 2 | Aug 31, 2015 | 60 |
| -0.27% | Nov 4, 2014 | 40 | Dec 31, 2014 | 14 | Jan 22, 2015 | 54 |
Volatility
Volatility Chart
The current First Trust Enhanced Short Maturity ETF volatility is 0.14%, 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.