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

Correlation

The correlation between FDNI and FDN is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Daily Std Dev

FDNI:

13.79%

FDN:

14.68%

Max Drawdown

FDNI:

-1.24%

FDN:

-1.07%

Current Drawdown

FDNI:

-1.24%

FDN:

-0.64%

Returns By Period


FDNI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FDN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*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.


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 7575
Overall Rank
The Sharpe Ratio Rank of FDNI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FDNI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FDNI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FDNI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FDNI is 7979
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6868
Overall Rank
The Sharpe Ratio Rank of FDN is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6363
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.



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Dividends

FDNI vs. FDN - Dividend Comparison

FDNI's dividend yield for the trailing twelve months is around 0.93%, while FDN has not paid dividends to shareholders.


TTM202420232022202120202019
FDNI
First Trust Dow Jones International Internet ETF
0.93%0.00%0.00%0.00%0.00%0.00%0.00%
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 -1.24%, which is greater than FDN's maximum drawdown of -1.07%. Use the drawdown chart below to compare losses from any high point for FDNI and FDN. For additional features, visit the drawdowns tool.


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Volatility

FDNI vs. FDN - Volatility Comparison


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