FDM Performance — First Trust Dow Jones Select MicroCap Index Fund
Data updated: 2026-08-21
FDM returned +17.64% year to date and +31.67% over one year to Jun 2026. Annualised returns are +20.15% over 3 years and +10.40% over 5 years. The fund beat its US Micro-Cap Value category average: $100 invested three years ago grew to $173, against $173 for the category, and to $132 over one year, against $132. Volatility over the past three years was 19.54% a year. In the 12 months to Jun 2026 the fund took in a net $18.1M, and assets reached $265.32M.
FDM Growth of $100
What $100 invested in First Trust Dow Jones Select MicroCap Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Micro-Cap Value category average over the same months.
| Period | FDM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $132 | $132 |
| 3 years (Jul 2023 – Jun 2026) | $173 | $173 |
| 5 years (Jul 2021 – Jun 2026) | $164 | $164 |
| Since data start (Jul 2019 – Jun 2026) | $231 | $276 |
FDM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +17.64% |
| 1 year | +31.67% |
| 3 years (annualised) | +20.15% |
| 5 years (annualised) | +10.40% |
FDM Annual Returns
Calendar-year total returns of First Trust Dow Jones Select MicroCap Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +17.64% |
| 2025 | +18.59% |
| 2024 | +12.74% |
| 2023 | +13.03% |
| 2022 | −11.54% |
| 2021 | +34.72% |
| 2020 | −4.24% |
| 2019 (Jul–Dec) | +13.94% |
FDM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.4% | +1.7% | −3.4% | +7.4% | −1.1% | +7.0% | — | — | — | — | — | — |
| 2025 | +2.6% | −2.1% | −8.9% | −1.5% | +9.4% | +7.3% | −0.7% | +5.9% | +0.6% | −2.2% | +5.7% | +2.5% |
| 2024 | −4.9% | +3.9% | +3.5% | −5.2% | +4.9% | −3.1% | +11.9% | −4.3% | −0.1% | +0.5% | +13.1% | −6.0% |
| 2023 | +7.8% | −1.0% | −8.9% | −4.0% | +0.5% | +9.4% | +7.2% | −5.4% | −3.4% | −4.5% | +6.1% | +11.1% |
| 2022 | −5.9% | +0.8% | −0.2% | −7.0% | +1.5% | −7.2% | +10.7% | −4.3% | −9.8% | +13.8% | +4.2% | −5.8% |
| 2021 | +4.7% | +12.1% | +6.7% | −0.7% | +3.1% | +0.8% | −3.5% | +2.2% | −1.5% | +4.1% | −2.0% | +5.2% |
| 2020 | −7.2% | −8.5% | −27.2% | +15.1% | +4.7% | +3.8% | −1.0% | +1.7% | −4.6% | +2.0% | +17.5% | +7.4% |
| 2019 | — | — | — | — | — | — | +1.8% | −5.8% | +5.9% | +0.9% | +4.1% | +6.8% |
FDM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 19.54%
- 3-year Sharpe ratio: 0.80 (vs 4.5% risk-free rate)
- Best month: +13.09% (Nov 2024)
- Worst month: −8.93% (Mar 2025)
FDM Fund Flows
Monthly money in and out of First Trust Dow Jones Select MicroCap Index Fund, from SEC Form N-PORT.
- 12-month net flow: $18.1M
- 12-month gross sales (incl. reinvestments): $116.2M
- Sales ÷ redemptions: 1.18×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $13.1M | $4.4M | $8.8M |
| Mar 2026 | $4.1M | $0 | $4.1M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $3.8M | $0 | $3.8M |
| Aug 2025 | $95.1M | $93.7M | $1.4M |
| Jul 2025 | $0 | $0 | $0 |
FDM Assets Under Management
Net assets of First Trust Dow Jones Select MicroCap Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $265.32M |
| 2026-03-31 | $226.25M |
| 2025-12-31 | $215.16M |
| 2025-09-30 | $204.31M |
| 2025-06-30 | $190.22M |
| 2025-03-31 | $158.66M |
| 2024-12-31 | $177.45M |
| 2024-09-30 | $186.15M |
| 2024-06-30 | $171.48M |
| 2024-03-31 | $179.32M |
| 2023-12-31 | $172.38M |
| 2023-09-29 | $151.01M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.