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ISIN
US33736Q1040
CUSIP
33736Q104
Inception Date
Jun 29, 2009
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
NASDAQ OMX ABA Community Bank Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Micro-Cap
Asset Class Style
Blend
Assets Under Management
$93M

Highlights

Avg. Volume (1M)
8K
Avg. Volume Value (1M)
$564.12K

Share Price Chart


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Performance

QABA Performance Chart

First Trust NASDAQ ABA Community Bank Index Fund (QABA) is up 23.2% since the beginning of the year. QABA is currently trading at $69 per share. Investors who bought $1,000 worth of QABA shares 5 years ago would now be looking at an investment worth $1,471.


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Benchmark

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Returns By Period

First Trust NASDAQ ABA Community Bank Index Fund (QABA) has returned 23.18% so far this year and 33.48% over the past 12 months. Over the last ten years, QABA has returned 8.38% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


First Trust NASDAQ ABA Community Bank Index Fund

1D
0.11%
1M
2.02%
6M
16.07%
YTD
23.18%
1Y
33.48%
3Y*
17.94%
5Y*
8.03%
10Y*
8.38%
ALL TIME*
9.66%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QABA Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2009, QABA's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jul 2024 with a return of +19.5%, while the worst month was Mar 2020 at -23.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, QABA closed higher 51% of trading days. The best single day was Nov 6, 2024 with a return of +13.0%, while the worst single day was Mar 9, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.13%-2.33%-0.25%5.88%1.15%8.45%2.57%23.18%
20253.48%-1.82%-6.84%-3.29%4.07%3.54%-0.14%8.38%-3.69%-4.78%5.06%1.70%4.62%
2024-6.11%-3.65%3.86%-5.54%2.84%2.73%19.53%-0.89%-2.40%2.08%14.48%-9.62%14.49%
20231.56%0.43%-19.20%-6.65%-6.83%6.69%15.90%-7.81%-5.22%-3.25%10.95%17.66%-2.18%
2022-0.07%1.58%-5.81%-9.01%4.97%-6.81%8.93%-2.34%-4.24%11.61%1.69%-7.52%-9.01%
20213.10%15.44%6.94%1.38%2.75%-6.17%-3.71%3.87%2.20%3.52%-1.59%3.59%34.20%

Benchmark Metrics

First Trust NASDAQ ABA Community Bank Index Fund has an annualized alpha of -1.31%, beta of 1.01, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since July 01, 2009.

  • This ETF participated in 99.26% of S&P 500 Index downside but only 85.69% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-1.31%
Beta
1.01
0.45
Upside Capture
85.69%
Downside Capture
99.26%

Expense Ratio

QABA has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QABA ranks 60 for risk / return — above 60% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.


QABA Risk / Return Rank: 6060
Overall Rank
QABA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QABA Sortino Ratio Rank: 5858
Sortino Ratio Rank
QABA Omega Ratio Rank: 6060
Omega Ratio Rank
QABA Calmar Ratio Rank: 7070
Calmar Ratio Rank
QABA Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for First Trust NASDAQ ABA Community Bank Index Fund (QABA) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QABABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.48

2.00

+0.47

Martin ratioReturn relative to average drawdown

6.49

8.49

-2.00

Dividends

Dividend History

First Trust NASDAQ ABA Community Bank Index Fund provided a 2.22% dividend yield over the last twelve months, with an annual payout of $1.53 per share.


1.00%1.50%2.00%2.50%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.53$1.43$1.32$1.35$1.11$0.99$1.14$1.01$0.82$0.75$0.60$0.54

Dividend yield

2.22%2.52%2.37%2.71%2.10%1.68%2.55%1.95%1.90%1.42%1.13%1.39%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust NASDAQ ABA Community Bank Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.34$0.00$0.00$0.35$0.00$0.69
2025$0.00$0.00$0.31$0.00$0.00$0.28$0.00$0.00$0.35$0.00$0.00$0.49$1.43
2024$0.00$0.00$0.27$0.00$0.00$0.43$0.00$0.00$0.28$0.00$0.00$0.34$1.32
2023$0.00$0.00$0.35$0.00$0.00$0.34$0.00$0.00$0.31$0.00$0.00$0.36$1.35
2022$0.00$0.00$0.27$0.00$0.00$0.27$0.00$0.00$0.29$0.00$0.00$0.28$1.11
2021$0.00$0.00$0.21$0.00$0.00$0.22$0.00$0.00$0.24$0.00$0.00$0.32$0.99

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust NASDAQ ABA Community Bank 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 NASDAQ ABA Community Bank Index Fund was 49.30%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.

The current First Trust NASDAQ ABA Community Bank Index Fund drawdown is 1.28%.


Drawdown

Fall

Recovery

Underwater

Related event

-49.30%Mar 2020
1y 9mo11mo 8d
2y 8moJun 2018 - Feb 2021
COVID crash2020
-42.93%May 2023
1y 3mo1y 6mo
2y 9moJan 2022 - Nov 2024
-32.59%Oct 2011
1y 5mo1y 3mo
2y 9moApr 2010 - Jan 2013
-25.82%Apr 2025
4mo 16d9mo 15d
1y 1moNov 2024 - Jan 2026
2025 selloff2025
-22.48%Feb 2016
2mo 11d6mo 21d
9mo 2dDec 2015 - Aug 2016

Drawdown Indicators


QABABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.30%

-56.78%

+7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-9.10%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-25.82%

-18.90%

-6.92%

Max Drawdown (5Y)

Largest decline over 5 years

-42.93%

-25.43%

-17.50%

Max Drawdown (10Y)

Largest decline over 10 years

-49.30%

-33.92%

-15.38%

Current Drawdown

Current decline from peak

-1.28%

-1.58%

+0.30%

Average Drawdown

Average peak-to-trough decline

-11.33%

-10.70%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

2.14%

+2.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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