FT Vest Dow Jones Internet & Target Income ETF (FDND) Performance
FDND total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +3.2% since Dec 31, 2025
- 1 year
- −1.1% total return
- Since first price
- +31.1% since 2024
FDND trailing returns vs SPY, QQQ, AGG
| Period | FDND total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.8% | −4.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +9.0% | +6.9% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.3% | +3.2% | +7.8% | +8.4% | −1.5% |
| YTD | +3.2% | −3.5% | +12.3% | +15.1% | −1.0% |
| 1 year | −1.1% | −8.7% | +14.4% | +15.9% | −1.1% |
| Since inceptionMar 21, 2024 | +31.1% | +6.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FDND vs SPY
From Mar 21, 2024: FDND grew to $13,114, SPY to $14,983.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FDND returns by calendar year
1 of 1 full years positive. Best 2025 (+9.7%), worst 2025 (+9.7%). 2026 is year to date.
FDND annual returns table
| Year | FDND | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +3.2% | −15.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +9.7% | −24.1% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FDND largest drawdowns
Now 6.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 14, 2025 | −24.1% | Apr 8, 2025 | Jun 27, 2025 | 53 days | 4 months |
| Sep 19, 2025 | −20.5% | Mar 30, 2026 | Aug 10, 2026 | 6 months | 11 months |
| Apr 11, 2024 | −12.8% | Aug 5, 2024 | Sep 24, 2024 | 4 months | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FDND risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +12.6% |
| Volatility (annualized) | 18.4% |
| Sharpe ratio | 0.51 |
| Sortino ratio | 0.83 |
| Best month | +10.9% |
| Worst month | −9.2% |
| Best 12 months | +36.2% |
| Worst 12 months | −3.9% |
| Positive months | 60% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FDND rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 20 | −3.9% | +9.7% | +36.2% | 75% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
FDND performance overview
FT Vest Dow Jones Internet & Target Income ETF (FDND) returned −1.1% over the past year, with distributions reinvested. Since its first recorded price on Mar 21, 2024 it has returned +31.1%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −24.1%, from Feb 14, 2025 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 18.4% a year.
Related: FDND chart, FDND holdings, FDND dividends, FDND valuation. See the FDND overview for the latest quote and fund facts.
FDND performance FAQ
What is the FDND return over the past year?
FDND returned −1.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 8.7%.
How much would $10,000 invested in FDND be worth?
$10,000 invested in FDND at its first recorded close on March 21, 2024 would be worth about $13,114 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of FDND?
The largest peak-to-trough decline was −24.1% between February 14, 2025 and April 8, 2025. It recovered to the old high on June 27, 2025, 3 months after the bottom.
How volatile is FDND?
Over the past history FDND had an annualized volatility of 18.4% and a Sharpe ratio of 0.51 (excess return over 1–3 month T-bills per unit of risk).