First Trust Value Line Dividend Index Fund
Provider: FirstTrust
First Trust Value Line Dividend Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Value Line Dividend Index which selects those companies with a higher than average dividend yield as compared to the indicated dividend yield of the Standard Poor's 500 Composite Stock Price Index.
| Annualised Return | 8.03% |
| Realised Volatility | 13.56% |
| Downside Volatility | 10.58% |
| Max Drawdown | -45.38% |
| Winning months | 63.96% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 0.76 |
| Calmar Ratio | 0.18 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.92% | 1.89% | -1.03% | -1.75% | 2.15% | -0.4% | 2.73% | ||||||
| 2024 | -0.79% | 2.04% | 3.32% | -3.43% | 2.45% | -1.8% | 6.23% | 3.49% | 2.06% | -1.89% | 4.64% | -5.98% | 10.04% |
| 2023 | 2.51% | -2.93% | 1.68% | 1.07% | -4.75% | 4.39% | 1.87% | -4.14% | -4.04% | -1.9% | 6.24% | 4.84% | 4.11% |
| 2022 | -2.93% | -2.25% | 4.04% | -4.23% | 1.56% | -5.24% | 4.82% | -3.05% | -8.77% | 8.35% | 6.91% | -3.07% | -5.29% |
| 2021 | -1.45% | 2.11% | 8.13% | 3.84% | 2.28% | -0.94% | 1.94% | 2.07% | -4.89% | 5.08% | -2.5% | 7.76% | 25.08% |
| 2020 | -0.47% | -9.48% | -14.11% | 7.62% | 3.05% | -0.5% | 4.22% | 2.37% | -2.16% | -0.1% | 9.96% | 2.1% | -0.02% |
| 2019 | 6.91% | 3.28% | 1.58% | 3.05% | -3.74% | 5.26% | 0.86% | -0.68% | 3.83% | 0.49% | 1.6% | 1.78% | 26.58% |
| 2018 | 1.81% | -5.06% | 0.65% | -0.1% | 0.84% | 1.21% | 4% | 0.95% | 0.04% | -3.48% | 3.83% | -7.57% | -3.49% |
| 2017 | 0.68% | 3.61% | -0.28% | 0.1% | 0.96% | 0.32% | 1.33% | -0.91% | 1.75% | 1.51% | 2.91% | -0.05% | 12.51% |
| 2016 | -0.71% | 2.07% | 6.85% | 0.58% | 1.31% | 3.39% | 1.85% | -0.95% | -0.27% | -1.52% | 3.31% | 2.66% | 19.9% |
| 2015 | -1.32% | 2.27% | -0.73% | -0.04% | 0.42% | -2.71% | 2.74% | -4.48% | -0.09% | 6.41% | 0.33% | -1.18% | 1.21% |
| 2014 | -2.9% | 4.19% | 2.16% | 1.6% | 0.99% | 2.44% | -3.37% | 4.39% | -2.19% | 4.68% | 2.3% | 1.09% | 16.03% |
| 2013 | 5.03% | 2.31% | 4.72% | 2.84% | -0.85% | -0.63% | 5.17% | -4.04% | 2.69% | 4.38% | 0.95% | 1.65% | 26.59% |
| 2012 | 1.5% | 2.77% | 1.81% | 0.41% | -4.3% | 4.27% | 1.43% | 0.82% | 1.71% | -0.63% | 0.35% | 0.8% | 11.23% |
| 2011 | 1.19% | 3.47% | 1.09% | 3.53% | 0.23% | -1.46% | -3.04% | -1.92% | -5.17% | 9.09% | 0.38% | 1.96% | 8.98% |
| 2010 | -2.77% | 2.61% | 5.68% | 1.57% | -6.67% | -2.88% | 6.87% | -2.48% | 7.25% | 2.74% | -1.09% | 5.22% | 16.03% |
| 2009 | -9.14% | -13.09% | 8.92% | 9.01% | 3.05% | 1.88% | 7.41% | 2.29% | 2.56% | -0.51% | 4.89% | 3% | 19.22% |
| 2008 | -2.06% | -4.07% | 0.5% | 4.66% | 1.83% | -9.31% | 2.15% | 2.38% | -4.06% | -13.92% | -4.33% | 2.18% | -22.95% |
| 2007 | 0.96% | 0% | 0.65% | 2.48% | 2.19% | -3.68% | -4.66% | 2.35% | 1.69% | 0.36% | -3.1% | -3.42% | -4.47% |