Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XFMYX (First Tr/FIDAC Mortgage Incm Fd) | 0.90% | 6.35% | 7.89% | 3.83% | 2.46% | 0.94% | 1.03% | … | … |
Data as of 06/11/2026, Common starting date is 06/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XFMYX (First Tr/FIDAC Mortgage Incm Fd) | 06/07/2005 | 06/11/2026 |
| 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 (%) | 0.16 | 6.35 | 7.89 | 3.83 | 2.46 | 0.94 | 1.03 | … | … | 0.90 | 9.39 | 6.98 | 10.60 | -7.39 | 0.91 | 1.78 | 1.77 | 0.38 | 0.64 | -2.77 | -4.91 | 1.76 | 5.40 | 1.42 | -10.10 | -0.96 | 21.62 | -12.96 | 1.25 | -1.18 | -2.41 |
| Sharpe Ratio | NA | 0.89 | 0.84 | 0.24 | 0.20 | NA | NA | … | … | -0.40 | 1.48 | 0.63 | 0.99 | -2.15 | 0.45 | 0.36 | 0.24 | -0.73 | -0.01 | -1.71 | -2.56 | 0.89 | 2.11 | 0.31 | -1.88 | -0.18 | 3.24 | -1.20 | -0.35 | -1.47 | -2.21 |
| Standard Deviation(%) | NA | 3.68 | 5.30 | 4.95 | 3.87 | NA | NA | … | … | 3.76 | 4.42 | 5.34 | 7.06 | 4.12 | 1.98 | 4.25 | 1.22 | 1.37 | 1.38 | 1.75 | 1.93 | 1.96 | 2.54 | 4.51 | 5.39 | 5.77 | 6.65 | 11.52 | 5.41 | 3.15 | 3.04 |
| Draw Down(%) | NA | 2.44 | 4.84 | 9.99 | 9.99 | NA | NA | … | … | 2.44 | 2.96 | 3.30 | 4.84 | 9.25 | 1.17 | 8.40 | 0.65 | 1.13 | 0.84 | 2.96 | 4.97 | 2.23 | 3.84 | 4.12 | 11.69 | 5.91 | 3.25 | 17.11 | 2.59 | 3.37 | 3.49 |
| Yield(%) | 0.00 | 6.32 | 7.05 | 5.55 | 3.90 | 2.84 | 2.28 | … | … | 2.55 | 6.73 | 7.64 | 6.64 | 4.79 | 4.94 | 4.71 | 2.89 | 3.41 | 0.51 | 0.00 | 0.00 | 6.30 | 6.08 | 0.80 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/11/2026, Common starting date is 06/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XFMYX (First Tr/FIDAC Mortgage Incm Fd) |
-4.50%
Dec 2005 – Dec 2008 |
-2.20%
Mar 2011 – Mar 2016 |
-1.21%
Mar 2010 – Mar 2020 |
-0.61%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XFMYX (First Tr/FIDAC Mortgage Incm Fd) |
9.23%
Feb 2023 – Feb 2026 |
4.15%
Feb 2021 – Feb 2026 |
2.50%
Feb 2016 – Feb 2026 |
1.24%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart