First Trust Dow Jones Global Select Dividend Index Fund

10-Year Study

FGD.US · · US · ETF

Executive Summary: First Trust Dow Jones Global Select Dividend Index Fund has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 34.3% and an annualized volatility of 15.8%.

1Y CAGR
+35.9%
3Y CAGR
+23.7%
5Y CAGR
+10.5%
10Y CAGR
+9.8%

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 →
34.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +44.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.76.0-5.93.8————————9.5%
20252.52.93.63.35.76.10.54.90.61.04.12.344.4%
2024-1.00.52.9-1.14.8-3.04.63.62.2-3.81.6-5.05.7%
20237.8-3.8-2.52.2-5.83.74.0-4.1-2.5-2.76.96.18.2%
20222.5-1.90.7-5.43.3-10.51.5-4.2-10.85.413.90.5-7.2%
20211.27.75.72.75.0-2.9-0.61.2-2.92.2-4.65.120.8%
2020-2.7-9.8-25.17.73.43.10.73.8-3.80.118.85.1-5.2%
20197.11.8-1.73.6-5.94.3-2.1-3.26.14.21.64.020.6%
20185.1-6.1-1.12.5-3.0-0.82.9-1.30.9-5.90.9-6.5-12.5%
20173.30.71.71.21.70.92.6-0.82.2-0.41.12.417.9%
2016———3.1-1.5-0.83.70.71.9-2.90.82.47.4%

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 15.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 43.1% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110311.84161606147
2016-05-0110159.638740860082
2016-06-0110081.09740984013
2016-07-0110452.27103730326
2016-08-0110525.777667616805
2016-09-0110724.377246251084
2016-10-0110410.366836039164
2016-11-0110492.471186020573
2016-12-0110740.410831577645
2017-01-0111093.769364233485
2017-02-0111173.704920064445
2017-03-0111359.756475399678
2017-04-0111498.636757962573
2017-05-0111689.413186268435
2017-06-0111799.402032469949
2017-07-0112102.723385797499
2017-08-0112007.141529309703
2017-09-0112273.903209815342
2017-10-0112226.344652373282
2017-11-0112359.105837154542
2017-12-0112660.026025529807
2018-01-0113304.08043128021
2018-02-0112496.669351840379
2018-03-0112353.838765646302
2018-04-0112662.659561283926
2018-05-0112286.2963192465
2018-06-0112188.545668608254
2018-07-0112538.496096170531
2018-08-0112370.87929111414
2018-09-0112485.515553352336
2018-10-0111744.097781633414
2018-11-0111848.819556326684
2018-12-0111078.123063576653
2019-01-0111863.613830710125
2019-02-0112076.465485190236
2019-03-0111865.31788325691
2019-04-0112298.067021745188
2019-05-0111570.15905546897
2019-06-0112063.34630919147
2019-07-0111806.340890681824
2019-08-0111433.95258068728
2019-09-0112130.122864936304
2019-10-0112637.969359897714
2019-11-0112844.280174842539
2019-12-0113363.658310770472
2020-01-0112999.441355101193
2020-02-0111724.666497834127
2020-03-018785.992783231944
2020-04-019459.291844138103
2020-05-019779.384077400477
2020-06-0110085.673946210896
2020-07-0110152.98678863446
2020-08-0110540.033601181025
2020-09-0110140.568723405571
2020-10-0110146.255873735545
2020-11-0112051.523625592137
2020-12-0112664.872336260582
2021-01-0112815.096133377845
2021-02-0113797.317743153655
2021-03-0114588.254906605547
2021-04-0114982.851099119946
2021-05-0115737.217352254076
2021-06-0115280.82556966247
2021-07-0115192.46384444209
2021-08-0115375.07758410628
2021-09-0114935.818905132472
2021-10-0115264.408992323413
2021-11-0114565.411753364326
2021-12-0115302.087932969132
2022-01-0115685.852020997396
2022-02-0115387.36785650401
2022-03-0115496.618169467089
2022-04-0114664.912876815126
2022-05-0115154.149633075007
2022-06-0113564.734790446017
2022-07-0113770.639327603922
2022-08-0113190.36236747754
2022-09-0111764.939706821042
2022-10-0112405.854734675358
2022-11-0114125.539964275713
2022-12-0114193.54495631081
2023-01-0115297.775478932714
2023-02-0114710.141197428678
2023-03-0114349.571877599043
2023-04-0114667.585445966164
2023-05-0113810.89333073182
2023-06-0114323.409065495254
2023-07-0114897.949383270343
2023-08-0114283.323482977206
2023-09-0113926.259971105237
2023-10-0113547.863181985611
2023-11-0114480.337184783562
2023-12-0115358.127674836036
2024-01-0115206.339338895688
2024-02-0115275.334171357097
2024-03-0115722.510096367621
2024-04-0115542.984067884014
2024-05-0116281.809826325065
2024-06-0115798.379148983695
2024-07-0116527.10262558129
2024-08-0117114.324719803324
2024-09-0117483.323934368076
2024-10-0116815.583492273854
2024-11-0117081.244843705525
2024-12-0116234.74660748841
2025-01-0116643.53592981709
2025-02-0117118.02258635117
2025-03-0117742.36517393363
2025-04-0118328.888470362162
2025-05-0119377.300857182756
2025-06-0120555.73100005994
2025-07-0120667.690816518323
2025-08-0121682.788424811584
2025-09-0121804.088198247788
2025-10-0122016.441471914422
2025-11-0122918.941038280394
2025-12-0123446.214259638487
2026-01-0124786.218862312555
2026-02-0126281.137687445782
2026-03-0124731.999008551247
2026-04-0125669.227909282443
Annual Return Matrix
YearAnnual Return
20170.17872828368057792
2018-0.12495258372795903
20190.20631069307293992
2020-0.052290021060079295
20210.2082307287976355
2022-0.07244390317937655
20230.08205016591062542
20240.057078502745402826
20250.4441995817060507
20260.09481332999121994
Total Factor Risk
0.15776793154213442
VTI.US Exposure
0.06784305212485235
VEA.US Exposure
0.4305744762498751
VWO.US Exposure
0.058744278407202755
QQQ.US Exposure
-0.018884689640172366
VTV.US Exposure
0.19592097642067619
IJR.US Exposure
0.013450892047038593
QUAL.US Exposure
-0.13257649676722474
SHV.US Exposure
0.20588627316292152
TLT.US Exposure
0.015525105846695286
LQD.US Exposure
-0.0466983467722305
HYG.US Exposure
0.032530203418653855
GLD.US Exposure
-0.015466687726690973
USO.US Exposure
-0.001775477324538689
VNQ.US Exposure
-0.006855093992432459
BTC-USD.CC Exposure
-0.006022516222377469
CPER.US Exposure
0.03464620597468948
VIX.INDX Exposure
0.005994228670776423
UUP.US Exposure
0.08653633197477888
TIP.US Exposure
0.02295198974646445
Idiosyncratic Exposure
0.05767529440104234
Value Score
50
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
15.8%

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 →N/A
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$0
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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$85.980.86%Solid

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 →
+1.7%
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 →
+11.5%
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 →
3.5% 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 →
0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Dow Jones Global Select Dividend Index Fund a high-risk investment?

First Trust Dow Jones Global Select Dividend Index Fund (FGD.US) has an annualized volatility of 15.8% and experienced a maximum drawdown of 34.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FGD.US has generated a Compound Annual Growth Rate (CAGR) of 9.8%. It has had a positive return in 70% 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.

Run a Full Backtest on First Trust Dow Jones Global Select Dividend Index Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest