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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
5.88%
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
7.95%
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
4.53%
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
20.70%
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
30.70%
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
46.64%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.08%
Best day
2.898%
Worst day
-3.53%
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 |