Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDM (First Trust Dow Jones Select MicroCap Index Fund) | 9.95% | 31.04% | 19.55% | 8.86% | 11.53% | 11.21% | 8.50% | … | … |
Data as of 06/04/2026, Common starting date is 09/30/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDM (First Trust Dow Jones Select MicroCap Index Fund) | 09/30/2005 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.64 | 31.04 | 19.55 | 8.86 | 11.53 | 11.21 | 8.50 | … | … | 9.95 | 18.64 | 13.00 | 12.80 | -11.61 | 35.04 | -4.08 | 27.44 | -13.52 | 8.72 | 35.91 | -0.06 | 3.26 | 44.12 | 15.74 | -8.65 | 25.57 | 20.05 | -31.92 | -7.36 | 15.89 | 2.51 |
| Sharpe Ratio | NA | 1.55 | 0.80 | 0.31 | 0.43 | NA | NA | … | … | 1.21 | 0.72 | 0.43 | 0.45 | -0.57 | 1.52 | -0.09 | 1.64 | -1.03 | 0.60 | 2.12 | -0.01 | 0.20 | 3.00 | 0.88 | -0.25 | 0.85 | 0.52 | -0.79 | -0.51 | 0.73 | 0.46 |
| Standard Deviation(%) | NA | 18.75 | 21.10 | 21.35 | 23.46 | NA | NA | … | … | 19.35 | 21.92 | 22.04 | 20.46 | 22.99 | 23.09 | 46.03 | 15.86 | 14.51 | 13.56 | 16.83 | 15.78 | 16.51 | 14.70 | 17.97 | 35.07 | 29.98 | 38.66 | 41.29 | 20.59 | 17.19 | 16.64 |
| Draw Down(%) | NA | 9.30 | 23.47 | 23.73 | 47.76 | NA | NA | … | … | 9.30 | 22.41 | 11.32 | 18.91 | 22.05 | 10.25 | 46.68 | 11.42 | 26.67 | 8.54 | 12.04 | 11.42 | 12.49 | 6.16 | 13.20 | 33.10 | 21.22 | 37.89 | 46.81 | 16.38 | 14.47 | 6.11 |
| Yield(%) | 0.00 | 1.62 | 2.08 | 1.66 | 2.38 | 2.97 | 2.37 | … | … | 0.29 | 1.67 | 1.74 | 2.01 | 1.55 | 1.46 | 1.59 | 1.69 | 1.08 | 1.04 | 1.56 | 1.46 | 0.78 | 1.16 | 1.95 | 0.71 | 0.46 | 0.67 | 0.81 | 0.56 | 0.27 | 0.09 |
Data as of 06/04/2026, Common starting date is 09/30/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDM (First Trust Dow Jones Select MicroCap Index Fund) |
-20.18%
Feb 2006 – Feb 2009 |
-3.95%
Sep 2006 – Sep 2011 |
4.26%
Jan 2006 – Jan 2016 |
5.56%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDM (First Trust Dow Jones Select MicroCap Index Fund) |
25.97%
Feb 2009 – Feb 2012 |
24.86%
Feb 2009 – Feb 2014 |
16.86%
Feb 2009 – Feb 2019 |
13.46%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart