First Trust Intl Multi-Asset Diversified (FID) Performance
FID total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +12.2% since Dec 31, 2025
- 1 year
- +17.1% total return
- 5 years
- +9.1% a year
- 10 years
- +7.5% a year
- Since first price
- +5.5% a year since 2013
FID trailing returns vs SPY, QQQ, AGG
| Period | FID total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.4% | −1.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.1% | +1.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +6.6% | +4.0% | +7.8% | +8.4% | −1.5% |
| YTD | +12.2% | +9.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +17.1% | +12.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +81.0%+21.9%/yr | +59.2% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +54.9%+9.1%/yr | +24.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +105.5%+7.5%/yr | +33.8% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionAug 23, 2013 | +103.6%+5.5%/yr | +11.1% | — | — | — |
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: FID vs SPY
From Aug 23, 2013: FID grew to $20,363, SPY to $57,020.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FID returns by calendar year
7 of 12 full years positive. Best 2025 (+32.1%), worst 2018 (−10.8%). 2026 is year to date.
FID annual returns table
| Year | FID | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +12.2% | −8.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +32.1% | −9.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +5.4% | −8.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +9.9% | −11.6% | +26.2% | +54.9% | +5.7% |
| 2022 | −9.7% | −29.1% | −18.2% | −32.6% | −13.0% |
| 2021 | +12.9% | −8.6% | +28.7% | +27.4% | −1.8% |
| 2020 | −7.6% | −39.8% | +18.3% | +48.6% | +7.5% |
| 2019 | +20.8% | −7.6% | +31.2% | +39.0% | +8.5% |
| 2018 | −10.8% | −17.7% | −4.6% | −0.1% | +0.1% |
| 2017 | +22.8% | −3.5% | +21.7% | +32.7% | +3.6% |
| 2016 | +0.6% | −11.9% | +12.0% | +7.1% | +2.4% |
| 2015 | −10.5% | −18.7% | +1.2% | +9.4% | +0.5% |
| 2014 | −0.8% | −13.1% | +13.5% | +19.2% | +6.0% |
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.
FID largest drawdowns
Now 3.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 21, 2020 | −39.8% | Mar 23, 2020 | Mar 16, 2021 | 2 months | 1.1 years |
| Jul 1, 2014 | −31.0% | Jan 21, 2016 | Dec 28, 2017 | 1.6 years | 3.5 years |
| Jan 11, 2022 | −29.1% | Oct 12, 2022 | Sep 16, 2024 | 9 months | 2.7 years |
| Jan 26, 2018 | −17.7% | Dec 27, 2018 | Dec 13, 2019 | 11 months | 1.9 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FID risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2013 |
|---|---|---|---|---|
| Annualized return | +19.9% | +9.6% | +7.3% | +5.7% |
| Volatility (annualized) | 11.5% | 14.1% | 15.5% | 15.0% |
| Sharpe ratio | 1.27 | 0.47 | 0.39 | 0.33 |
| Sortino ratio | 2.29 | 0.70 | 0.55 | 0.47 |
| Best month | +7.5% | +11.1% | +15.8% | +15.8% |
| Worst month | −6.5% | −9.5% | −22.3% | −22.3% |
| Best 12 months | +40.6% | +40.6% | +43.4% | +43.4% |
| Worst 12 months | +5.4% | −18.8% | −20.4% | −20.5% |
| Positive months | 67% | 63% | 59% | 58% |
| Beta vs S&P 500 | 0.43 | 0.58 | 0.73 | — |
| Correlation with S&P 500 | 0.47 | 0.64 | 0.72 | — |
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.
FID rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 147 | −20.5% | +5.3% | +43.4% | 62% |
| 3-year (a year) | 123 | −5.7% | +3.8% | +21.2% | 76% |
| 5-year (a year) | 99 | −3.2% | +3.1% | +12.0% | 87% |
| 10-year (a year) | 39 | +0.8% | +3.5% | +8.6% | 100% |
Every holding period starting at a month-end since 2013. Returns for 3 years and longer are annualized.
FID performance overview
First Trust Intl Multi-Asset Diversified (FID) returned +17.1% over the past year and +7.5% a year over ten years, with distributions reinvested. Since its first recorded price in 2013 it has returned +5.5% a year, turning $10,000 into about $20,363. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −39.8%, from Jan 21, 2020 to Mar 23, 2020, and it took 12 months to get back to the old high. FID finished 7 of its 12 full calendar years with a gain; the best year was 2025 (+32.1%) and the worst 2018 (−10.8%). Volatility has been 15.0% a year.
Related: FID chart, FID holdings, FID dividends. See the FID overview for the latest quote and fund facts.
FID performance FAQ
What is the FID return over the past year?
FID returned +17.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 12.3%.
What is the average annual return of FID?
FID has returned +9.1% a year over 5 years, +7.5% a year over 10 years, +5.5% a year since August 23, 2013 (total return, distributions reinvested).
How much would $10,000 invested in FID be worth?
$10,000 invested in FID at its first recorded close on August 23, 2013 would be worth about $20,363 on October 23, 2026 with distributions reinvested.
What was the worst year for FID?
The worst calendar year was 2018, with a total return of −10.8%. The best was 2025 at +32.1%.
What is the biggest drawdown of FID?
The largest peak-to-trough decline was −39.8% between January 21, 2020 and March 23, 2020. It recovered to the old high on March 16, 2021, 12 months after the bottom.
How volatile is FID?
Over the past 3 years FID had an annualized volatility of 11.5% and a Sharpe ratio of 1.27 (excess return over 1–3 month T-bills per unit of risk).