FIRST TRUST S&P 500 DIVERSIFIED FREE CASH FLOW ETF
Symbol: FCFY
Exchange: NYSE
Sector: Technology
Category: Mid-Cap Value
Inception date: 23/08/2023
Latest date: 15/10/2026
Current price: $30.27
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.93%
Ann. -38.05% (Sharpe / Sortino numerator)
Volatility
13.94%
Sharpe ratio
-2.991
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.39%
Ann. -28.19% (Sharpe / Sortino numerator)
Volatility
17.90%
Sharpe ratio
-1.777
VaR 95%
-2.14%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.45%
Ann. -9.58% (Sharpe / Sortino numerator)
Volatility
17.28%
Sharpe ratio
-0.764
VaR 95%
-1.82%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.12%
Ann. 9.75% (Sharpe / Sortino numerator)
Volatility
22.60%
Sharpe ratio
0.271
VaR 95%
-1.82%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
26.86%
Ann. 6.85% (Sharpe / Sortino numerator)
Volatility
18.84%
Sharpe ratio
0.171
VaR 95%
-1.67%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
60.86%
Ann. 13.18% (Sharpe / Sortino numerator)
Volatility
17.54%
Sharpe ratio
0.547
VaR 95%
-1.53%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.061%
Best day
2.945%
Worst day
-2.95%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.17 | $30.27 | $30.17 | $30.27 | 700 |
| 14/10/2026 | $29.47 | $29.57 | $29.47 | $29.57 | 700 |
| 13/10/2026 | $29.77 | $29.77 | $29.77 | $29.77 | 100 |
| 12/10/2026 | $29.48 | $29.48 | $29.48 | $29.48 | 100 |
| 09/10/2026 | $29.43 | $29.43 | $29.43 | $29.43 | 100 |
| 08/10/2026 | $29.55 | $29.55 | $29.55 | $29.55 | 100 |
| 07/10/2026 | $29.18 | $29.18 | $29.18 | $29.18 | 100 |
| 06/10/2026 | $29.26 | $29.26 | $29.26 | $29.26 | 100 |
| 05/10/2026 | $29.00 | $29.17 | $29.00 | $29.15 | 1,800 |
| 02/10/2026 | $29.09 | $29.09 | $29.09 | $29.09 | 100 |