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FDNI vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDNI and FDN is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

FDNI vs. FDN - Performance Comparison

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

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
56.65%
75.32%
FDNI
FDN

Key characteristics

Sharpe Ratio

FDNI:

0.94

FDN:

0.62

Sortino Ratio

FDNI:

1.50

FDN:

1.00

Omega Ratio

FDNI:

1.18

FDN:

1.14

Calmar Ratio

FDNI:

0.50

FDN:

0.58

Martin Ratio

FDNI:

3.89

FDN:

2.08

Ulcer Index

FDNI:

7.72%

FDN:

7.50%

Daily Std Dev

FDNI:

32.02%

FDN:

25.40%

Max Drawdown

FDNI:

-71.08%

FDN:

-61.55%

Current Drawdown

FDNI:

-45.83%

FDN:

-14.15%

Returns By Period

In the year-to-date period, FDNI achieves a 10.04% return, which is significantly higher than FDN's -5.75% return.


FDNI

YTD

10.04%

1M

-6.94%

6M

7.04%

1Y

29.03%

5Y*

3.52%

10Y*

N/A

FDN

YTD

-5.75%

1M

-0.82%

6M

5.17%

1Y

14.61%

5Y*

9.55%

10Y*

13.04%

*Annualized

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FDNI vs. FDN - Expense Ratio Comparison

FDNI has a 0.65% expense ratio, which is higher than FDN's 0.52% expense ratio.


Expense ratio chart for FDNI: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDNI: 0.65%
Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%

Risk-Adjusted Performance

FDNI vs. FDN — Risk-Adjusted Performance Rank

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

FDNI
The Risk-Adjusted Performance Rank of FDNI is 7676
Overall Rank
The Sharpe Ratio Rank of FDNI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FDNI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FDNI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FDNI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FDNI is 8080
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6666
Overall Rank
The Sharpe Ratio Rank of FDN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6262
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.

FDNI vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF (FDNI) and First Trust Dow Jones Internet Index (FDN). 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.


The chart of Sharpe ratio for FDNI, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.00
FDNI: 0.94
FDN: 0.62
The chart of Sortino ratio for FDNI, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.00
FDNI: 1.50
FDN: 1.00
The chart of Omega ratio for FDNI, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
FDNI: 1.18
FDN: 1.14
The chart of Calmar ratio for FDNI, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
FDNI: 0.50
FDN: 0.58
The chart of Martin ratio for FDNI, currently valued at 3.89, compared to the broader market0.0020.0040.0060.00
FDNI: 3.89
FDN: 2.08

The current FDNI Sharpe Ratio is 0.94, which is higher than the FDN Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FDNI and FDN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.94
0.62
FDNI
FDN

Dividends

FDNI vs. FDN - Dividend Comparison

FDNI's dividend yield for the trailing twelve months is around 0.97%, while FDN has not paid dividends to shareholders.


TTM202420232022202120202019
FDNI
First Trust Dow Jones International Internet ETF
0.97%1.07%0.40%0.00%0.00%0.16%3.12%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDNI vs. FDN - Drawdown Comparison

The maximum FDNI drawdown since its inception was -71.08%, which is greater than FDN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for FDNI and FDN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-45.83%
-14.15%
FDNI
FDN

Volatility

FDNI vs. FDN - Volatility Comparison

The current volatility for First Trust Dow Jones International Internet ETF (FDNI) is 15.47%, while First Trust Dow Jones Internet Index (FDN) has a volatility of 16.32%. This indicates that FDNI experiences smaller price fluctuations and is considered to be less risky than FDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.47%
16.32%
FDNI
FDN