FDNI vs. GMOIX
Compare and contrast key facts about First Trust Dow Jones International Internet ETF (FDNI) and GMO International Equity Fund (GMOIX).
FDNI is a passively managed fund by First Trust that tracks the performance of the Dow Jones International Internet Index. It was launched on Nov 5, 2018. GMOIX is managed by GMO. It was launched on Mar 30, 1987.
Performance
FDNI vs. GMOIX - Performance Comparison
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FDNI vs. GMOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDNI First Trust Dow Jones International Internet ETF | -19.73% | 25.64% | 22.46% | 1.78% | -38.38% | -20.59% | 85.27% | 38.38% | -8.95% |
GMOIX GMO International Equity Fund | 1.83% | 43.94% | 11.54% | 20.51% | -10.38% | 12.11% | 7.47% | 24.56% | -9.49% |
Returns By Period
In the year-to-date period, FDNI achieves a -19.73% return, which is significantly lower than GMOIX's 1.83% return.
FDNI
- 1D
- 3.52%
- 1M
- -7.85%
- YTD
- -19.73%
- 6M
- -28.97%
- 1Y
- -11.12%
- 3Y*
- 4.72%
- 5Y*
- -9.71%
- 10Y*
- —
GMOIX
- 1D
- 0.00%
- 1M
- -10.73%
- YTD
- 1.83%
- 6M
- 11.47%
- 1Y
- 33.57%
- 3Y*
- 22.45%
- 5Y*
- 12.99%
- 10Y*
- 10.80%
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FDNI vs. GMOIX - Expense Ratio Comparison
FDNI has a 0.65% expense ratio, which is lower than GMOIX's 0.66% expense ratio.
Return for Risk
FDNI vs. GMOIX — Risk / Return Rank
FDNI
GMOIX
FDNI vs. GMOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF (FDNI) and GMO International Equity Fund (GMOIX). 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.
| FDNI | GMOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.42 | 1.84 | -2.26 |
Sortino ratioReturn per unit of downside risk | -0.44 | 2.44 | -2.89 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.36 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.69 | -3.05 |
Martin ratioReturn relative to average drawdown | -0.94 | 10.53 | -11.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDNI | GMOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.42 | 1.84 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.82 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.33 | -0.18 |
Correlation
The correlation between FDNI and GMOIX 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.
Dividends
FDNI vs. GMOIX - Dividend Comparison
FDNI's dividend yield for the trailing twelve months is around 1.39%, less than GMOIX's 5.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDNI First Trust Dow Jones International Internet ETF | 1.39% | 1.12% | 1.07% | 0.40% | 0.00% | 0.00% | 0.16% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% |
GMOIX GMO International Equity Fund | 5.52% | 5.62% | 2.77% | 7.54% | 4.32% | 6.40% | 4.56% | 3.49% | 3.74% | 3.11% | 4.00% | 3.26% |
Drawdowns
FDNI vs. GMOIX - Drawdown Comparison
The maximum FDNI drawdown since its inception was -71.08%, which is greater than GMOIX's maximum drawdown of -59.00%. Use the drawdown chart below to compare losses from any high point for FDNI and GMOIX.
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Drawdown Indicators
| FDNI | GMOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.08% | -59.00% | -12.08% |
Max Drawdown (1Y)Largest decline over 1 year | -33.22% | -11.67% | -21.55% |
Max Drawdown (5Y)Largest decline over 5 years | -65.88% | -28.69% | -37.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.14% | — |
Current DrawdownCurrent decline from peak | -50.35% | -11.08% | -39.27% |
Average DrawdownAverage peak-to-trough decline | -34.21% | -12.97% | -21.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.51% | 2.99% | +9.52% |
Volatility
FDNI vs. GMOIX - Volatility Comparison
First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 9.48% compared to GMO International Equity Fund (GMOIX) at 7.54%. This indicates that FDNI's price experiences larger fluctuations and is considered to be riskier than GMOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDNI | GMOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 7.54% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | 12.55% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.30% | 17.75% | +8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.60% | 15.88% | +20.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.72% | 16.75% | +17.97% |