See what your fund actually adds
First Trust DJ Internet Index Fund FDN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FDN | Replication |
|---|---|---|
| Annualized growth | 4.3% | 10.0% |
| Annualized volatility | 26.4% | 20.0% |
| Sharpe ratio | 0.29 | 0.58 |
| Maximum drawdown | 52.7% | 37.4% |
| Replication fit (R²) | 0.85 · Tracking error 10.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model FDN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 51.1% |
| VOX | Sector · Communication | 30.0% |
| VOT | Mid-Cap · Growth | 18.9% |