Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FRI (First Trust S&P REIT Index Fund) | 0.28% | 9.30% | 4.58% | 7.92% | 5.51% | 8.66% | NA | 4.49% |
Data as of 07/03/2025, AR inception is 05/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRI (First Trust S&P REIT Index Fund) | 05/11/2007 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.94 | 9.30 | 4.58 | 7.92 | 5.51 | 8.66 | NA | 4.49 | 0.28 | 7.84 | 13.32 | -24.67 | 42.58 | -7.98 | 23.66 | -4.28 | 3.86 | 7.90 | 1.87 | 29.77 | 1.83 | 17.28 | 8.06 | 27.72 | 28.56 | -39.20 | -19.45 |
| Sharpe Ratio | NA | 0.33 | 0.06 | 0.29 | 0.19 | NA | NA | 0.12 | -0.12 | 0.27 | 0.49 | -1.09 | 2.78 | -0.18 | 1.78 | -0.35 | 0.31 | 0.45 | 0.11 | 2.72 | 0.12 | 1.27 | 0.26 | 1.00 | 0.50 | -0.64 | -1.15 |
| Standard Deviation(%) | NA | 18.48 | 19.66 | 19.63 | 21.58 | NA | NA | 28.44 | 21.24 | 15.78 | 20.01 | 23.99 | 15.30 | 44.74 | 12.43 | 16.26 | 10.41 | 16.93 | 17.22 | 10.93 | 15.58 | 13.67 | 30.29 | 27.52 | 56.45 | 63.05 | 27.48 |
| Draw Down(%) | NA | 18.91 | 23.09 | 31.22 | 44.16 | NA | NA | 71.97 | 16.10 | 10.07 | 19.62 | 31.11 | 7.06 | 44.16 | 6.39 | 13.16 | 6.59 | 15.44 | 17.39 | 7.58 | 18.31 | 9.31 | 23.15 | 17.11 | 42.69 | 65.25 | 21.63 |
| Yield(%) | 0.00 | 2.54 | 2.88 | 3.13 | 3.19 | 5.06 | 2.47 | 2.75 | 0.43 | 3.44 | 3.56 | 1.86 | 2.10 | 2.78 | 2.83 | 2.99 | 2.84 | 3.45 | 2.60 | 2.63 | 3.02 | 2.59 | 2.29 | 2.57 | 2.97 | 1.99 | 1.86 |
Data as of 07/03/2025, AR inception is 05/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRI (First Trust S&P REIT Index Fund) |
-10.10%
Jun 2007 - Jun 2010 |
-1.11%
Mar 2015 - Mar 2020 |
4.38%
Oct 2013 - Oct 2023 |
4.17%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRI (First Trust S&P REIT Index Fund) |
43.46%
Mar 2009 - Mar 2012 |
28.96%
Feb 2009 - Feb 2014 |
17.99%
Mar 2009 - Mar 2019 |
12.99%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart