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

Correlation

The correlation between FDNI and FDN is 0.59, 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.


-0.50.00.51.00.6

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
14.06%
22.92%
FDNI
FDN

Key characteristics

Sharpe Ratio

FDNI:

0.87

FDN:

1.63

Sortino Ratio

FDNI:

1.40

FDN:

2.17

Omega Ratio

FDNI:

1.17

FDN:

1.29

Calmar Ratio

FDNI:

0.38

FDN:

1.15

Martin Ratio

FDNI:

3.74

FDN:

8.39

Ulcer Index

FDNI:

6.34%

FDN:

3.72%

Daily Std Dev

FDNI:

27.15%

FDN:

19.16%

Max Drawdown

FDNI:

-71.08%

FDN:

-61.55%

Current Drawdown

FDNI:

-51.34%

FDN:

-4.06%

Returns By Period

In the year-to-date period, FDNI achieves a -1.15% return, which is significantly lower than FDN's 1.49% return.


FDNI

YTD

-1.15%

1M

-5.71%

6M

14.06%

1Y

27.86%

5Y*

0.89%

10Y*

N/A

FDN

YTD

1.49%

1M

-4.06%

6M

22.92%

1Y

32.48%

5Y*

10.76%

10Y*

15.54%

*Annualized

Compare stocks, funds, or ETFs

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


FDNI vs. FDN - Expense Ratio Comparison

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


FDNI
First Trust Dow Jones International Internet ETF
Expense ratio chart for FDNI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FDN: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%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 4040
Overall Rank
The Sharpe Ratio Rank of FDNI is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FDNI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FDNI is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FDNI is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FDNI is 4444
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6767
Overall Rank
The Sharpe Ratio Rank of FDN is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7171
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.


Sharpe ratio
The chart of Sharpe ratio for FDNI, currently valued at 0.87, compared to the broader market0.002.004.000.871.63
The chart of Sortino ratio for FDNI, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.0012.001.402.17
The chart of Omega ratio for FDNI, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.29
The chart of Calmar ratio for FDNI, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.381.15
The chart of Martin ratio for FDNI, currently valued at 3.74, compared to the broader market0.0020.0040.0060.0080.00100.003.748.39
FDNI
FDN

The current FDNI Sharpe Ratio is 0.87, which is lower than the FDN Sharpe Ratio of 1.63. 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 Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.87
1.63
FDNI
FDN

Dividends

FDNI vs. FDN - Dividend Comparison

FDNI's dividend yield for the trailing twelve months is around 1.08%, while FDN has not paid dividends to shareholders.


TTM202420232022202120202019
FDNI
First Trust Dow Jones International Internet ETF
1.08%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-51.34%
-4.06%
FDNI
FDN

Volatility

FDNI vs. FDN - Volatility Comparison

First Trust Dow Jones International Internet ETF (FDNI) and First Trust Dow Jones Internet Index (FDN) have volatilities of 6.56% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
6.56%
6.26%
FDNI
FDN
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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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