First Trust Value Line® Dividend Index Fund

10-Year Study

FVD.US · · US · ETF

Executive Summary: First Trust Value Line® Dividend Index Fund has compounded at 8.7% annually over the last 10 years, with a maximum drawdown of 22.6% and an annualized volatility of 13.0%.

1Y CAGR
+10.1%
3Y CAGR
+10.1%
5Y CAGR
+5.9%
10Y CAGR
+8.7%

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 →
22.6%
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 →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.2%
% 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.
20263.94.6-6.12.1————————4.2%
20251.91.9-1.0-1.72.10.50.53.30.1-2.43.2-0.48.2%
2024-0.82.03.3-3.42.5-1.86.23.52.1-1.94.6-6.010.0%
20232.5-2.91.71.1-4.84.41.9-4.1-4.0-1.96.24.84.1%
2022-2.9-2.14.0-4.21.6-5.24.8-3.0-8.88.46.9-3.1-5.2%
2021-1.52.18.13.82.3-0.91.92.1-4.95.1-2.57.825.1%
2020-0.5-9.5-14.17.63.1-0.54.22.4-2.2-0.110.02.1-0.0%
20196.93.31.63.0-3.75.30.9-0.73.80.51.61.826.6%
20181.8-5.10.6-0.10.81.24.01.00.0-3.53.8-7.6-3.5%
20170.73.6-0.30.11.00.31.3-0.91.71.52.9-0.012.5%
2016———0.61.33.41.9-0.9-0.3-1.53.32.710.7%

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 13.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 61.8% of variance. Idiosyncratic stock-specific factors contribute 2.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110058.282863576364
2016-05-0110190.426275331934
2016-06-0110535.804410280301
2016-07-0110731.180604084167
2016-08-0110629.610218184642
2016-09-0110601.075394052334
2016-10-0110440.105986489634
2016-11-0110785.62970727541
2016-12-0111072.77350725988
2017-01-0111147.847270750832
2017-02-0111550.780340088515
2017-03-0111518.072055283794
2017-04-0111530.010093951392
2017-05-0111641.18914511996
2017-06-0111678.119419209565
2017-07-0111833.847736625514
2017-08-0111726.017159717368
2017-09-0111930.66231850299
2017-10-0112111.140228278595
2017-11-0112464.040298159794
2017-12-0112458.216864663405
2018-01-0112684.311670160727
2018-02-0112042.423713021197
2018-03-0112120.603307710226
2018-04-0112108.422625980278
2018-05-0112209.798897429924
2018-06-0112357.374407950927
2018-07-0112851.201568444754
2018-08-0112973.639257706343
2018-09-0112978.589176178275
2018-10-0112527.370137433029
2018-11-0113007.318114760463
2018-12-0112022.769624970882
2019-01-0112853.82211351813
2019-02-0113275.487227269197
2019-03-0113485.519062038977
2019-04-0113896.701995496544
2019-05-0113377.542899293421
2019-06-0114081.013665657269
2019-07-0114202.044025157233
2019-08-0114106.054429691745
2019-09-0114645.98377203199
2019-10-0114717.417889587701
2019-11-0114952.636074229365
2019-12-0115218.766985014363
2020-01-0115146.944638558893
2020-02-0113710.78888112431
2020-03-0111776.729559748428
2020-04-0112674.460361829333
2020-05-0113061.621632114293
2020-06-0112995.671247767685
2020-07-0113544.287211740042
2020-08-0113865.740740740739
2020-09-0113566.70743070114
2020-10-0113553.750291171677
2020-11-0114903.525118409812
2020-12-0115215.855268266167
2021-01-0114994.613324015838
2021-02-0115311.311048994487
2021-03-0116556.215544685143
2021-04-0117192.619768615572
2021-05-0117584.973600434816
2021-06-0117419.588089137353
2021-07-0117756.861945803244
2021-08-0118124.80588555012
2021-09-0117238.285192949763
2021-10-0118113.401661619693
2021-11-0117660.43559282553
2021-12-0119031.6115381629
2022-01-0118474.45453839584
2022-02-0118079.140461215935
2022-03-0118809.010792763413
2022-04-0118013.044491031913
2022-05-0118293.200170820717
2022-06-0117334.12920257784
2022-07-0118169.3551517975
2022-08-0117615.49809767839
2022-09-0116071.02647721096
2022-10-0117413.667598416025
2022-11-0118617.080130444912
2022-12-0118044.927789424644
2023-01-0118497.068871806816
2023-02-0117954.470455780727
2023-03-0118256.755182855813
2023-04-0118452.22843388462
2023-05-0117574.87964904107
2023-06-0118347.163987887256
2023-07-0118690.406863886947
2023-08-0117916.957838341485
2023-09-0117193.347697802623
2023-10-0116866.847193105055
2023-11-0117919.86955508968
2023-12-0118787.415560214304
2024-01-0118639.20917773119
2024-02-0119018.994098920724
2024-03-0119649.914589642052
2024-04-0118975.221290472862
2024-05-0119440.562155446853
2024-06-0119091.641431788183
2024-07-0120281.66006677537
2024-08-0120989.11017936175
2024-09-0121420.481015606798
2024-10-0121015.509744545383
2024-11-0121990.255454616043
2024-12-0120674.79035639413
2025-01-0121072.72497864741
2025-02-0121470.708129513165
2025-03-0121248.88384191319
2025-04-0120877.203199006137
2025-05-0121325.12229210342
2025-06-0121424.897119341564
2025-07-0121535.154126873203
2025-08-0122254.105520614954
2025-09-0122285.309418433106
2025-10-0121750.329994564796
2025-11-0122449.14201413153
2025-12-0122361.984626135567
2026-01-0123235.49965059399
2026-02-0124303.129124932057
2026-03-0122823.006444599738
2026-04-0123293.733985557883
Annual Return Matrix
YearAnnual Return
20170.1251216198448526
2018-0.03495261355801482
20190.26582871166436584
2020-0.00019132409025390817
20210.2507750108437732
2022-0.05184446660019937
20230.04114661911946249
20240.10045952249955437
20250.08160635443733244
20260.04166666666666674
Total Factor Risk
0.1299748732702519
VTI.US Exposure
-0.2591308745055445
VEA.US Exposure
0.0004610754123006389
VWO.US Exposure
0.03176916271282375
QQQ.US Exposure
0.07340101397036326
VTV.US Exposure
0.6184650657815243
IJR.US Exposure
-0.020242703545543944
QUAL.US Exposure
0.07942037752239912
SHV.US Exposure
0.21828840071767094
TLT.US Exposure
-0.02579769570811751
LQD.US Exposure
0.012473212776657607
HYG.US Exposure
0.010607095912149244
GLD.US Exposure
-0.007956576231648608
USO.US Exposure
0.01891834118050992
VNQ.US Exposure
0.14093544234600594
BTC-USD.CC Exposure
0.007477488213194942
CPER.US Exposure
-0.016102044701020037
VIX.INDX Exposure
0.012175008827564462
UUP.US Exposure
0.03444196777849107
TIP.US Exposure
0.04635076283120296
Idiosyncratic Exposure
0.02404547870901643
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.0%

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 →16.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.17%
Market Cap$36.0B
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
$125
Avg Yield on Cost
1.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$124.721.25%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 →
-0.7%
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 →
+3.6%
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 →
4.2% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Value Line® Dividend Index Fund a high-risk investment?

First Trust Value Line® Dividend Index Fund (FVD.US) has an annualized volatility of 13.0% and experienced a maximum drawdown of 22.6% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, FVD.US has generated a Compound Annual Growth Rate (CAGR) of 8.7%. 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 Value Line® 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