Summary
FDN
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 10.29% Volatility 24.18% Sharpe 0.08
Official loaded data — not a live quote.

FIRST TRUST DOW JONES INTERNET INDEX FUND

Symbol: FDN

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 19/06/2006

Latest date: 03/06/2026

Current price: $280.42

Expense ratio: 0.49%

Assets under management
$5.0B
-1.20% 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

4.74%

Ann. -14.49% (Sharpe / Sortino numerator)

Volatility

24.74%

Sharpe ratio

-0.733

VaR 95%

-2.34%

CVaR 95%: -2.71%
Max drawdown: -9.33%
Sortino ratio: -1.183
Calmar ratio: -1.55

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

15.78%

Ann. -34.78% (Sharpe / Sortino numerator)

Volatility

23.79%

Sharpe ratio

-1.615

VaR 95%

-3.02%

CVaR 95%: -3.33%
Max drawdown: -16.88%
Sortino ratio: -2.265
Calmar ratio: -2.06

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

3.26%

Ann. -27.25% (Sharpe / Sortino numerator)

Volatility

21.26%

Sharpe ratio

-1.452

VaR 95%

-2.52%

CVaR 95%: -3.08%
Max drawdown: -20.86%
Sortino ratio: -1.957
Calmar ratio: -1.31

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

10.29%

Ann. 5.55% (Sharpe / Sortino numerator)

Volatility

24.18%

Sharpe ratio

0.080

VaR 95%

-2.43%

CVaR 95%: -3.55%
Max drawdown: -21.31%
Sortino ratio: 0.109
Calmar ratio: 0.26

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

44.32%

Ann. 8.31% (Sharpe / Sortino numerator)

Volatility

22.50%

Sharpe ratio

0.208

VaR 95%

-2.47%

CVaR 95%: -3.43%
Max drawdown: -24.98%
Sortino ratio: 0.274
Calmar ratio: 0.33

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

75.19%

Ann. 17.44% (Sharpe / Sortino numerator)

Volatility

21.78%

Sharpe ratio

0.634

VaR 95%

-2.37%

CVaR 95%: -3.27%
Max drawdown: -24.98%
Sortino ratio: 0.855
Calmar ratio: 0.70

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

0.046%

Best day

3.507%

31/03/2026
Worst day

-3.53%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $283.84 $284.16 $279.68 $280.42 414,500
02/06/2026 $285.13 $286.94 $283.37 $285.84 521,500
01/06/2026 $284.07 $290.91 $284.07 $289.76 299,600
29/05/2026 $279.30 $283.66 $278.53 $283.38 356,200
28/05/2026 $278.10 $279.40 $276.00 $278.89 232,100
27/05/2026 $272.82 $276.39 $272.48 $274.43 951,100
26/05/2026 $274.66 $275.00 $272.37 $273.82 496,500
22/05/2026 $273.24 $275.67 $273.12 $273.87 224,700
21/05/2026 $267.01 $272.69 $266.29 $271.66 389,600
20/05/2026 $266.53 $269.37 $264.97 $269.00 653,800