PortfoliosLab logo

First Trust Developed International Equity Select ETF (RNDM)

ETF · Currency in USD
ISIN
US33738R7879
CUSIP
33738R787
Issuer
First Trust
Inception Date
Jun 20, 2017
Region
Developed Markets (Broad)
Category
Foreign Large Cap Equities
Expense Ratio
0.65%
Index Tracked
Nasdaq Riskalyze Developed Markets Index
ETF Home Page
www.ftportfolios.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

RNDMPrice Chart


Chart placeholderClick Calculate to get results

RNDMPerformance

The chart shows the growth of $10,000 invested in First Trust Developed International Equity Select ETF on Jun 30, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,051 for a total return of roughly 20.51%. All prices are adjusted for splits and dividends.


RNDM (First Trust Developed International Equity Select ETF)
Benchmark (S&P 500)

RNDMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-2.65%-3.97%
1M-0.46%-0.94%
6M-0.70%6.73%
1Y5.06%17.45%
5Y4.50%14.91%
10Y4.50%14.91%

RNDMMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

RNDMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Developed International Equity Select ETF Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


RNDM (First Trust Developed International Equity Select ETF)
Benchmark (S&P 500)

RNDMDividends

First Trust Developed International Equity Select ETF granted a 2.84% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $1.54 per share.


PeriodTTM20212020201920182017
Dividend$1.54$1.54$0.58$1.74$1.03$0.38

Dividend yield

2.84%2.76%1.15%3.46%2.46%0.79%

RNDMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


RNDM (First Trust Developed International Equity Select ETF)
Benchmark (S&P 500)

RNDMWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Developed International Equity Select ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the First Trust Developed International Equity Select ETF is 34.51%, recorded on Mar 23, 2020. It took 192 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.51%Jan 21, 202044Mar 23, 2020192Dec 29, 2020236
-17.93%Jan 29, 2018199Dec 24, 2018252Dec 27, 2019451
-7.53%Sep 7, 202160Nov 30, 2021
-5.01%Feb 17, 202112Mar 4, 202121Apr 5, 202133
-3.66%Jan 11, 202114Jan 29, 202110Feb 16, 202124
-3.43%May 10, 20213May 12, 202112Jun 1, 202115
-2.82%Jun 18, 20211Jun 18, 202127Jul 29, 202128
-1.91%Aug 4, 20179Aug 18, 20179Sep 8, 201718
-1.79%Sep 12, 201711Sep 27, 20178Oct 13, 201719
-1.61%Apr 26, 20217May 4, 20212May 6, 20219

RNDMVolatility Chart

Current First Trust Developed International Equity Select ETF volatility is 18.34%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


RNDM (First Trust Developed International Equity Select ETF)
Benchmark (S&P 500)

Portfolios with First Trust Developed International Equity Select ETF


Loading data...

More Tools for First Trust Developed International Equity Select ETF