HDMV Performance — First Trust Horizon Managed Volatility Developed International ETF
Data updated: 2026-10-13
HDMV returned +11.16% year to date and +17.94% over one year to Jul 2026. Annualised returns are +14.36% over 3 years and +7.56% over 5 years. The fund trailed its International Multi-Cap Value category average: $100 invested three years ago grew to $150, against $163 for the category, and to $118 over one year, against $127. Volatility over the past three years was 11.56% a year. In the 12 months to Jul 2026 the fund lost a net $7.2M, and assets reached $17.49M.
HDMV Growth of $100
What $100 invested in First Trust Horizon Managed Volatility Developed International ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Multi-Cap Value category average over the same months.
| Period | HDMV | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $118 | $127 |
| 3 years (Aug 2023 – Jul 2026) | $150 | $163 |
| 5 years (Aug 2021 – Jul 2026) | $144 | $166 |
| Since data start (Aug 2019 – Jul 2026) | $149 | $207 |
HDMV Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.16% |
| 1 year | +17.94% |
| 3 years (annualised) | +14.36% |
| 5 years (annualised) | +7.56% |
HDMV Annual Returns
Calendar-year total returns of First Trust Horizon Managed Volatility Developed International ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +11.16% |
| 2025 | +29.03% |
| 2024 | +3.09% |
| 2023 | +9.16% |
| 2022 | −10.87% |
| 2021 | +6.88% |
| 2020 | −8.51% |
| 2019 (Aug–Dec) | +5.86% |
HDMV 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 | +4.0% | +6.7% | −6.5% | +3.0% | −1.1% | −0.1% | +5.2% | — | — | — | — | — |
| 2025 | +3.2% | +4.0% | +4.0% | +6.7% | +2.7% | +1.3% | −1.8% | +3.5% | −0.8% | −0.1% | +1.8% | +1.6% |
| 2024 | −0.8% | +0.1% | +1.8% | −2.7% | +3.4% | −1.8% | +5.2% | +4.5% | +1.9% | −4.6% | −0.1% | −3.4% |
| 2023 | +4.9% | −3.2% | +3.2% | +3.8% | −4.1% | +1.8% | +1.7% | −3.0% | −3.0% | −2.3% | +5.4% | +4.3% |
| 2022 | −2.2% | −1.8% | +0.3% | −2.8% | +0.3% | −5.2% | +2.7% | −4.8% | −8.4% | +0.2% | +10.5% | +1.0% |
| 2021 | −1.1% | −1.2% | +3.7% | +1.0% | +3.3% | −1.1% | +2.2% | +0.6% | −3.8% | +2.4% | −3.0% | +4.1% |
| 2020 | −1.8% | −8.1% | −15.9% | +4.5% | +1.6% | +2.7% | 0.0% | +4.2% | −1.7% | −3.9% | +9.2% | +2.7% |
| 2019 | — | — | — | — | — | — | — | −0.8% | +2.5% | +2.6% | −0.4% | +1.8% |
HDMV Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 11.56%
- 3-year Sharpe ratio: 0.85 (vs 4.5% risk-free rate)
- Best month: +6.74% (Feb 2026)
- Worst month: −6.50% (Mar 2026)
HDMV Fund Flows
Monthly money in and out of First Trust Horizon Managed Volatility Developed International ETF, from SEC Form N-PORT.
- 12-month net flow: −$7.2M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $7.2M | −$7.2M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
HDMV Assets Under Management
Net assets of First Trust Horizon Managed Volatility Developed International ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $17.49M |
| 2026-04-30 | $17.09M |
| 2026-01-31 | $16.62M |
| 2025-10-31 | $22.56M |
| 2025-07-31 | $22.36M |
| 2025-04-30 | $29.22M |
| 2025-01-31 | $31.36M |
| 2024-10-31 | $34.61M |
| 2024-07-31 | $32.90M |
| 2024-04-30 | $32.70M |
| 2024-01-31 | $37.37M |
| 2023-10-31 | $34.40M |
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.