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First Trust Multi-Asset Diversified Income Index F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738R1005

CUSIP

33738R100

Issuer

First Trust

Inception Date

Aug 14, 2012

Region

North America (U.S.)

Leveraged

1x

Index Tracked

NASDAQ US Multi-Asset Diversified Income Index

Asset Class

Multi-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

MDIV features an expense ratio of 0.73%, falling within the medium range.


Expense ratio chart for MDIV: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
MDIV vs. IYLD MDIV vs. HYIN MDIV vs. GAA MDIV vs. PCEF MDIV vs. AOA MDIV vs. VOO MDIV vs. SPY MDIV vs. HNDL MDIV vs. AOR MDIV vs. YYY
Popular comparisons:
MDIV vs. IYLD MDIV vs. HYIN MDIV vs. GAA MDIV vs. PCEF MDIV vs. AOA MDIV vs. VOO MDIV vs. SPY MDIV vs. HNDL MDIV vs. AOR MDIV vs. YYY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Multi-Asset Diversified Income 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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.54%
8.53%
MDIV (First Trust Multi-Asset Diversified Income Index Fund)
Benchmark (^GSPC)

Returns By Period

First Trust Multi-Asset Diversified Income Index Fund had a return of 9.58% year-to-date (YTD) and 10.13% in the last 12 months. Over the past 10 years, First Trust Multi-Asset Diversified Income Index Fund had an annualized return of 3.40%, while the S&P 500 had an annualized return of 11.06%, indicating that First Trust Multi-Asset Diversified Income Index Fund did not perform as well as the benchmark.


MDIV

YTD

9.58%

1M

-2.26%

6M

6.54%

1Y

10.13%

5Y*

3.25%

10Y*

3.40%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of MDIV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.48%0.64%2.49%-0.82%1.81%0.12%4.01%1.71%1.63%-1.44%4.31%9.58%
20237.09%-3.00%-4.00%0.63%-3.03%3.62%5.22%-2.03%-1.19%-1.90%7.00%3.88%11.97%
20221.29%-0.94%2.59%-3.32%3.47%-8.57%8.39%-2.71%-8.21%6.27%3.15%-3.75%-3.86%
20211.08%2.38%5.18%4.02%0.97%1.24%-0.63%-0.36%-1.04%2.25%-3.12%3.73%16.52%
2020-2.42%-8.38%-28.85%14.99%3.43%-0.33%2.35%2.04%-4.62%0.85%10.26%1.97%-14.83%
20198.52%1.21%1.04%1.85%-2.36%2.73%0.97%-2.42%2.59%0.65%0.05%2.76%18.60%
20180.67%-4.47%-0.49%1.71%1.98%0.24%2.17%0.83%-0.39%-2.73%0.04%-5.18%-5.79%
20172.23%1.68%-0.30%0.47%-0.67%0.27%1.02%-0.68%0.63%-0.82%0.60%1.11%5.62%
2016-4.04%1.26%5.97%3.23%1.39%1.28%2.15%0.32%-2.97%-2.70%2.15%3.09%11.20%
20150.19%1.88%-1.55%0.47%-0.52%-4.15%0.42%-3.17%-3.82%4.94%-2.34%-1.12%-8.76%
20140.57%2.20%1.54%1.92%1.96%1.94%-2.78%3.82%-3.43%2.11%-0.26%-1.52%8.08%
20135.48%1.45%3.96%2.36%-3.72%-0.85%1.49%-3.34%1.42%2.47%-0.33%0.22%10.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MDIV is 66, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MDIV is 6666
Overall Rank
The Sharpe Ratio Rank of MDIV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MDIV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of MDIV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MDIV is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MDIV is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Multi-Asset Diversified Income Index Fund (MDIV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MDIV, currently valued at 1.37, compared to the broader market0.002.004.001.372.10
The chart of Sortino ratio for MDIV, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.922.80
The chart of Omega ratio for MDIV, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.39
The chart of Calmar ratio for MDIV, currently valued at 2.07, compared to the broader market0.005.0010.0015.002.073.09
The chart of Martin ratio for MDIV, currently valued at 8.83, compared to the broader market0.0020.0040.0060.0080.00100.008.8313.49
MDIV
^GSPC

The current First Trust Multi-Asset Diversified Income Index Fund Sharpe ratio is 1.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Multi-Asset Diversified Income Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.37
2.10
MDIV (First Trust Multi-Asset Diversified Income Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Multi-Asset Diversified Income Index Fund provided a 7.04% dividend yield over the last twelve months, with an annual payout of $1.13 per share. The fund has been increasing its distributions for 2 consecutive years.


5.50%6.00%6.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.13$1.01$1.00$0.88$0.90$1.11$1.14$1.15$1.22$1.13$1.22$1.18

Dividend yield

7.04%6.47%6.70%5.31%6.01%5.91%6.76%6.05%6.36%6.16%5.74%5.68%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Multi-Asset Diversified Income Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.07$0.07$0.13$0.06$0.09$0.09$0.05$0.12$0.10$0.07$0.08$0.11$1.03
2023$0.06$0.07$0.14$0.02$0.17$0.07$0.05$0.09$0.10$0.05$0.11$0.10$1.01
2022$0.06$0.07$0.09$0.05$0.11$0.10$0.03$0.11$0.12$0.06$0.09$0.11$1.00
2021$0.08$0.07$0.05$0.06$0.08$0.07$0.06$0.08$0.08$0.06$0.10$0.09$0.88
2020$0.09$0.12$0.08$0.04$0.11$0.07$0.04$0.09$0.06$0.08$0.07$0.06$0.90
2019$0.06$0.13$0.10$0.06$0.11$0.10$0.06$0.12$0.09$0.06$0.13$0.09$1.11
2018$0.09$0.11$0.12$0.05$0.12$0.14$0.06$0.08$0.10$0.05$0.14$0.10$1.14
2017$0.07$0.09$0.11$0.06$0.09$0.11$0.06$0.10$0.14$0.06$0.16$0.11$1.15
2016$0.07$0.14$0.11$0.09$0.12$0.13$0.10$0.11$0.10$0.07$0.08$0.11$1.22
2015$0.14$0.11$0.06$0.03$0.11$0.08$0.09$0.09$0.13$0.07$0.12$0.10$1.13
2014$0.06$0.11$0.14$0.08$0.13$0.10$0.10$0.10$0.10$0.10$0.08$0.12$1.22
2013$0.13$0.08$0.08$0.13$0.07$0.10$0.14$0.15$0.09$0.05$0.19$1.18

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.46%
-2.62%
MDIV (First Trust Multi-Asset Diversified Income Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Multi-Asset Diversified Income 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 Multi-Asset Diversified Income Index Fund was 48.51%, occurring on Mar 18, 2020. Recovery took 459 trading sessions.

The current First Trust Multi-Asset Diversified Income Index Fund drawdown is 4.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.51%Jan 17, 202042Mar 18, 2020459Jan 11, 2022501
-20.71%Sep 2, 2014365Feb 11, 2016144Sep 7, 2016509
-13.01%Feb 3, 202334Mar 23, 2023176Dec 4, 2023210
-12.63%Apr 21, 2022112Sep 29, 202286Feb 2, 2023198
-12.38%Aug 22, 201886Dec 24, 201837Feb 19, 2019123

Volatility

Volatility Chart

The current First Trust Multi-Asset Diversified Income Index Fund volatility is 2.73%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.73%
3.79%
MDIV (First Trust Multi-Asset Diversified Income Index Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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