Summary
FCFY
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.70% Volatility 22.60% Sharpe 0.27
Official loaded data — not a live quote.

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: 03/06/2026

Current price: $28.42

Expense ratio: 0.60%

Assets under management
$1.4M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

5.88%

Ann. -38.05% (Sharpe / Sortino numerator)

Volatility

13.94%

Sharpe ratio

-2.991

VaR 95%

-1.46%

CVaR 95%: -1.57%
Max drawdown: -5.63%
Sortino ratio: -4.710
Calmar ratio: -6.76

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

7.95%

Ann. -28.19% (Sharpe / Sortino numerator)

Volatility

17.90%

Sharpe ratio

-1.777

VaR 95%

-2.14%

CVaR 95%: -2.53%
Max drawdown: -12.25%
Sortino ratio: -2.652
Calmar ratio: -2.30

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

4.53%

Ann. -9.58% (Sharpe / Sortino numerator)

Volatility

17.28%

Sharpe ratio

-0.764

VaR 95%

-1.82%

CVaR 95%: -2.54%
Max drawdown: -12.25%
Sortino ratio: -1.101
Calmar ratio: -0.78

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

20.70%

Ann. 9.75% (Sharpe / Sortino numerator)

Volatility

22.60%

Sharpe ratio

0.271

VaR 95%

-1.82%

CVaR 95%: -3.31%
Max drawdown: -12.25%
Sortino ratio: 0.357
Calmar ratio: 0.80

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

30.70%

Ann. 6.85% (Sharpe / Sortino numerator)

Volatility

18.84%

Sharpe ratio

0.171

VaR 95%

-1.67%

CVaR 95%: -2.67%
Max drawdown: -21.36%
Sortino ratio: 0.230
Calmar ratio: 0.32

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

46.64%

Ann. 13.18% (Sharpe / Sortino numerator)

Volatility

17.54%

Sharpe ratio

0.547

VaR 95%

-1.53%

CVaR 95%: -2.43%
Max drawdown: -21.36%
Sortino ratio: 0.752
Calmar ratio: 0.62

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.08%

Best day

2.898%

22/08/2025
Worst day

-3.53%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $28.42 $28.42 $28.42 $28.42 100
02/06/2026 $28.71 $28.71 $28.71 $28.71 100
01/06/2026 $28.95 $29.05 $28.92 $29.05 500
29/05/2026 $28.58 $28.58 $28.58 $28.58 100
28/05/2026 $28.16 $28.16 $28.16 $28.16 100
27/05/2026 $27.97 $27.97 $27.97 $27.97 100
26/05/2026 $27.96 $27.96 $27.96 $27.96 100
22/05/2026 $27.86 $27.98 $27.86 $27.98 500
21/05/2026 $27.28 $27.28 $27.28 $27.28 100
20/05/2026 $27.15 $27.15 $27.15 $27.15 100