First Trust Dow Jones Internet Index Fund

10-Year Study

FDN.US · · US · ETF

Executive Summary: First Trust Dow Jones Internet Index Fund has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 50.6% and an annualized volatility of 34.0%.

1Y CAGR
+4.3%
3Y CAGR
+19.2%
5Y CAGR
+3.0%
10Y CAGR
+13.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +52.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -45.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.2-6.6-3.911.6————————-3.0%
20258.1-6.3-9.84.18.67.21.71.01.21.5-4.9-0.410.7%
20242.65.81.3-4.9-0.75.8-3.12.14.43.610.30.530.4%
202314.7-3.18.0-3.89.94.36.6-2.4-5.9-4.212.38.751.5%
2022-12.2-5.40.1-17.6-9.7-9.111.6-2.0-9.22.12.8-7.0-45.5%
20211.83.7-2.74.9-1.38.4-1.23.1-5.43.6-6.0-1.66.5%
20203.9-4.9-9.919.410.44.67.87.9-5.1-0.710.92.352.6%
201913.43.51.46.4-6.64.31.6-6.1-1.8-0.73.01.019.3%
201810.91.0-2.12.88.52.4-1.67.6-2.8-11.00.2-7.66.2%
20176.91.02.14.82.70.14.41.71.85.01.40.937.6%
2016———1.75.3-1.47.52.03.1-0.3-1.8-0.116.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 34.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.9% of variance. Idiosyncratic stock-specific factors contribute 3.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110171.328159320543
2016-05-0110713.13515888124
2016-06-0110560.843461707424
2016-07-0111351.58881241763
2016-08-0111578.5620149363
2016-09-0111943.18348220823
2016-10-0111912.432274125053
2016-11-0111703.031190511056
2016-12-0111689.852101332552
2017-01-0112496.705227705374
2017-02-0112624.103089764238
2017-03-0112892.077903060477
2017-04-0113507.102064723971
2017-05-0113865.866159027675
2017-06-0113873.187875237953
2017-07-0114477.961634207057
2017-08-0114719.578269146285
2017-09-0114989.017425684578
2017-10-0115731.43944940694
2017-11-0115946.697905989162
2017-12-0116090.203543710644
2018-01-0117844.486747693656
2018-02-0118027.52965295065
2018-03-0117645.336066774053
2018-04-0118134.426709620733
2018-05-0119682.23751647386
2018-06-0120156.684726899985
2018-07-0119827.207497437397
2018-08-0121334.01669351296
2018-09-0120726.31424805974
2018-10-0118452.189193146874
2018-11-0118491.72646068238
2018-12-0117083.02826182457
2019-01-0119376.189778884167
2019-02-0120061.502416166346
2019-03-0120339.727632156977
2019-04-0121632.742714892367
2019-05-0120200.61502416166
2019-06-0121060.184507248498
2019-07-0121396.983452921362
2019-08-0120083.46756479719
2019-09-0119715.917411041144
2019-10-0119585.590862498168
2019-11-0120166.935129594378
2019-12-0120371.943183482206
2020-01-0121167.081563918582
2020-02-0120120.076145848587
2020-03-0118118.31893395812
2020-04-0121628.3496851662
2020-05-0123873.187875237956
2020-06-0124968.516620295795
2020-07-0126919.021818714307
2020-08-0129051.10557914775
2020-09-0127577.97627763948
2020-10-0127384.682969688092
2020-11-0130380.72924293454
2020-12-0131077.756626153165
2021-01-0131626.885341924146
2021-02-0132805.681651779174
2021-03-0131934.39742275589
2021-04-0133510.03075120808
2021-05-0133066.33474886513
2021-06-0135855.9086249817
2021-07-0135422.463025333134
2021-08-0136519.256113633026
2021-09-0134545.32142334163
2021-10-0135798.79923854151
2021-11-0133653.53638892956
2021-12-0133113.19373261092
2022-01-0129061.35598184214
2022-02-0127490.115683116117
2022-03-0127512.080831746956
2022-04-0122669.497730267973
2022-05-0120470.054180699954
2022-06-0118601.552203836578
2022-07-0120762.92282911114
2022-08-0120352.906721335483
2022-09-0118482.940401230047
2022-10-0118865.133987406647
2022-11-0119389.36886806267
2022-12-0118033.387025918873
2023-01-0120683.848294040123
2023-02-0120041.001610777566
2023-03-0121650.314833797038
2023-04-0120837.604334456
2023-05-0122893.542246302528
2023-06-0123867.33050226973
2023-07-0125437.106457753696
2023-08-0124825.010982574313
2023-09-0123372.382486454826
2023-10-0122381.02211158295
2023-11-0125125.20134719578
2023-12-0127317.323180553518
2024-01-0128027.529652950652
2024-02-0129658.808024600963
2024-03-0130032.21555132523
2024-04-0128573.729682237514
2024-05-0128364.328598623513
2024-06-0130010.250402694386
2024-07-0129093.571533167375
2024-08-0129711.52438131498
2024-09-0131019.182896470935
2024-10-0132139.405476643722
2024-11-0135435.64211451164
2024-12-0135608.434617074236
2025-01-0138494.65514716649
2025-02-0136071.167081563915
2025-03-0132530.38512227266
2025-04-0133858.544442817394
2025-05-0136784.302240445155
2025-06-0139439.15653829257
2025-07-0140098.11099721774
2025-08-0140493.483672572846
2025-09-0140978.18128569336
2025-10-0141578.562014936295
2025-11-0139560.69702738322
2025-12-0139417.19138966173
2026-01-0138165.177917703906
2026-02-0135650.900571093865
2026-03-0134270.024893835114
2026-04-0138248.64548250109
Annual Return Matrix
YearAnnual Return
20170.3764249029187021
20180.06170367673825994
20190.19252528715926642
20200.525517538815411
20210.06549498185930358
2022-0.45540176004952904
20230.5148193260251726
20240.30351112302331806
20250.10696220750915009
2026-0.02964559031131586
Total Factor Risk
0.3395719463326226
VTI.US Exposure
0.49243336331238485
VEA.US Exposure
-0.020344039701006032
VWO.US Exposure
0.0003456234725474695
QQQ.US Exposure
0.047560167249487535
VTV.US Exposure
-0.05634149739741257
IJR.US Exposure
-0.009058413764785795
QUAL.US Exposure
-0.05995960722497991
SHV.US Exposure
0.5388085110146386
TLT.US Exposure
0.006247298527899438
LQD.US Exposure
0.01646883810106756
HYG.US Exposure
-0.0004441723601929604
GLD.US Exposure
0.0021711716383002754
USO.US Exposure
-0.0022793414509172357
VNQ.US Exposure
0.0008638157465404209
BTC-USD.CC Exposure
-0.0010612803470458388
CPER.US Exposure
0.005394692244087163
VIX.INDX Exposure
0.005134459698225036
UUP.US Exposure
-0.0005925646577313905
TIP.US Exposure
0.0007156165079933623
Idiosyncratic Exposure
0.03393735939090016
Value Score
40.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$206.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Dow Jones Internet Index Fund a high-risk investment?

First Trust Dow Jones Internet Index Fund (FDN.US) has an annualized volatility of 34.0% and experienced a maximum drawdown of 50.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FDN.US?

Over the past 10 years, FDN.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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