Summary
FDN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 0.10% 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: 20/07/2026

Current price: $270.54

Expense ratio: 0.49%

Assets under management
$5.0B
0.34% 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

4.16%

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

2.54%

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

5.81%

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

0.10%

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

34.78%

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

60.39%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.008%

Best day

3.507%

31/03/2026
Worst day

-3.53%

12/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $269.62 $273.21 $269.62 $270.54 225,600
17/07/2026 $266.26 $271.66 $266.26 $269.76 243,500
16/07/2026 $277.21 $277.52 $271.93 $272.98 456,000
15/07/2026 $277.69 $279.31 $275.72 $277.26 136,600
14/07/2026 $271.81 $276.30 $271.81 $275.42 194,600
13/07/2026 $275.62 $277.92 $273.88 $274.81 242,500
10/07/2026 $278.44 $279.29 $274.45 $276.21 227,000
09/07/2026 $268.01 $275.72 $267.66 $275.69 185,900
08/07/2026 $269.16 $271.19 $266.93 $270.93 244,600
07/07/2026 $272.64 $274.39 $270.98 $271.67 183,900