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FDN vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDN vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Internet Index (FDN) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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FDN vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDN
First Trust Dow Jones Internet Index
-13.06%10.70%30.35%51.48%-45.54%6.55%52.55%19.25%6.17%37.64%
ACSI
American Customer Satisfaction ETF
-3.29%10.70%22.51%21.06%-20.93%23.33%22.93%24.88%-4.97%15.77%

Returns By Period

In the year-to-date period, FDN achieves a -13.06% return, which is significantly lower than ACSI's -3.29% return.


FDN

1D
3.51%
1M
-3.87%
YTD
-13.06%
6M
-16.37%
1Y
5.35%
3Y*
16.54%
5Y*
0.92%
10Y*
13.03%

ACSI

1D
2.22%
1M
-4.94%
YTD
-3.29%
6M
-2.09%
1Y
9.48%
3Y*
14.24%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDN vs. ACSI - Expense Ratio Comparison

FDN has a 0.52% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Return for Risk

FDN vs. ACSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDN
FDN Risk / Return Rank: 1818
Overall Rank
FDN Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FDN Sortino Ratio Rank: 2020
Sortino Ratio Rank
FDN Omega Ratio Rank: 2020
Omega Ratio Rank
FDN Calmar Ratio Rank: 1717
Calmar Ratio Rank
FDN Martin Ratio Rank: 1717
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3838
Overall Rank
ACSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3535
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3535
Omega Ratio Rank
ACSI Calmar Ratio Rank: 4242
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDN vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) and American Customer Satisfaction ETF (ACSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FDNACSIDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.61

-0.39

Sortino ratio

Return per unit of downside risk

0.49

0.98

-0.49

Omega ratio

Gain probability vs. loss probability

1.06

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

0.22

1.03

-0.81

Martin ratio

Return relative to average drawdown

0.63

4.19

-3.56

FDN vs. ACSI - Sharpe Ratio Comparison

The current FDN Sharpe Ratio is 0.22, which is lower than the ACSI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FDN and ACSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDNACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.61

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.45

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.68

-0.16

Correlation

The correlation between FDN and ACSI is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDN vs. ACSI - Dividend Comparison

FDN has not paid dividends to shareholders, while ACSI's dividend yield for the trailing twelve months is around 0.94%.


TTM2025202420232022202120202019201820172016
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%

Drawdowns

FDN vs. ACSI - Drawdown Comparison

The maximum FDN drawdown since its inception was -61.55%, which is greater than ACSI's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for FDN and ACSI.


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Drawdown Indicators


FDNACSIDifference

Max Drawdown

Largest peak-to-trough decline

-61.55%

-34.49%

-27.06%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-9.91%

-11.40%

Max Drawdown (5Y)

Largest decline over 5 years

-53.97%

-24.86%

-29.11%

Max Drawdown (10Y)

Largest decline over 10 years

-53.97%

Current Drawdown

Current decline from peak

-18.55%

-5.67%

-12.88%

Average Drawdown

Average peak-to-trough decline

-11.85%

-5.47%

-6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

2.43%

+5.15%

Volatility

FDN vs. ACSI - Volatility Comparison

First Trust Dow Jones Internet Index (FDN) has a higher volatility of 7.28% compared to American Customer Satisfaction ETF (ACSI) at 4.72%. This indicates that FDN's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDNACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

4.72%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

8.54%

+6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.25%

15.67%

+8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.31%

16.66%

+10.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.56%

17.50%

+8.06%