First Trust Horizon Managed Volatility Developed Intl ETF (HDMV)
HDMV is an actively managed ETF by First Trust. HDMV launched on Aug 24, 2016 and has a 0.80% expense ratio.
ETF Info
| ISIN | US33739P8712 |
|---|---|
| CUSIP | 33739P871 |
| Issuer | First Trust |
| Inception Date | Aug 24, 2016 |
| Region | Developed Markets (Broad) |
| Category | Foreign Large Cap Equities, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
HDMV features an expense ratio of 0.80%, falling within the medium range.
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 Horizon Managed Volatility Developed Intl 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 Horizon Managed Volatility Developed Intl ETF had a return of 10.54% year-to-date (YTD) and 16.36% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.54% | 13.39% |
| 1 month | 8.59% | 4.02% |
| 6 months | 8.88% | 5.56% |
| 1 year | 16.36% | 21.51% |
| 5 years (annualized) | 1.90% | 12.69% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns
The table below presents the monthly returns of HDMV, 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 | -0.52% | 0.27% | 2.10% | -3.09% | 3.34% | -1.69% | 4.99% | 5.30% | 10.54% | ||||
| 2023 | 5.78% | -3.76% | 3.58% | 3.79% | -4.16% | 1.82% | 1.82% | -2.79% | -3.49% | -1.75% | 5.16% | 3.99% | 9.62% |
| 2022 | -1.79% | -2.20% | 0.42% | -2.60% | -0.34% | -4.90% | 2.77% | -5.23% | -8.23% | 0.17% | 10.32% | 0.67% | -11.47% |
| 2021 | -0.34% | -0.84% | 3.28% | 0.57% | 3.35% | -0.83% | 2.27% | 0.44% | -3.86% | 2.87% | -3.31% | 3.91% | 7.39% |
| 2020 | -2.25% | -7.72% | -16.29% | 4.37% | 2.68% | 1.50% | 0.57% | 3.79% | -1.56% | -3.87% | 8.99% | 2.44% | -9.42% |
| 2019 | 5.38% | 1.48% | 1.19% | 0.90% | -2.11% | 4.22% | -2.30% | -0.92% | 2.45% | 2.58% | -0.22% | 1.72% | 15.00% |
| 2018 | 4.28% | -4.30% | 0.00% | 1.26% | -1.91% | -1.54% | 3.08% | -1.65% | 0.70% | -5.76% | 2.05% | -3.57% | -7.60% |
| 2017 | 3.84% | 1.61% | 3.72% | 3.04% | 5.32% | -0.26% | 2.37% | 0.45% | 0.82% | 0.54% | 2.34% | 0.89% | 27.49% |
| 2016 | -0.54% | 1.57% | -4.82% | -2.77% | 0.11% | -6.40% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HDMV is 69, 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 Horizon Managed Volatility Developed Intl ETF (HDMV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Horizon Managed Volatility Developed Intl ETF granted a 2.95% dividend yield in the last twelve months. The annual payout for that period amounted to $0.92 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.92 | $0.91 | $0.96 | $0.99 | $0.44 | $1.24 | $0.89 | $1.11 | $0.05 |
Dividend yield | 2.95% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Horizon Managed Volatility Developed Intl 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.00 | $0.52 | |||
| 2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.14 | $0.91 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.13 | $0.96 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.10 | $0.99 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.22 | $0.44 |
| 2019 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.43 | $1.24 |
| 2018 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.13 | $0.89 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.08 | $1.11 |
| 2016 | $0.05 | $0.05 |
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 Horizon Managed Volatility Developed Intl 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 Horizon Managed Volatility Developed Intl ETF was 32.01%, occurring on Mar 23, 2020. Recovery took 1109 trading sessions.
The current First Trust Horizon Managed Volatility Developed Intl ETF drawdown is 1.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.01% | Jan 21, 2020 | 44 | Mar 23, 2020 | 1109 | Aug 19, 2024 | 1153 |
| -15.29% | Jan 29, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
| -9.79% | Sep 8, 2016 | 45 | Nov 16, 2016 | 88 | Mar 27, 2017 | 133 |
| -2.66% | Jun 5, 2017 | 23 | Jul 6, 2017 | 9 | Jul 19, 2017 | 32 |
| -1.79% | Aug 4, 2017 | 10 | Aug 17, 2017 | 14 | Sep 7, 2017 | 24 |
Volatility
Volatility Chart
The current First Trust Horizon Managed Volatility Developed Intl ETF volatility is 3.16%, 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.