First Trust Dow Jones Select MicroCap Index Fund (FDM)

Key Metrics

TER 65.00% per year

Distribution policy Distributing

Fund size USD 226 M

Inception date September 27, 2005

Holdings 153

Fund currency USD

Fund domicile US

Provider First Trust

For full official fund details, factsheets, and holdings, visit ftportfolios.com (opens in new tab).

Historical Return

Last updated: Jun 15, 2026

1 Year +29.8% +1.2% Div

3 Years (avg.) +16.5% +1.2% Div

5 Years (avg.) +7.6% +1.2% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

17.24% 1 Year

20.07% 3 Years

20.93% 5 Years

23.10% 10 Years

Max Drawdown

-9.24% 1 Year

-24.25% 3 Years

-25.82% 5 Years

-48.94% 10 Years

Sharpe Ratio

1.20 1 Year

0.61 3 Years

0.24 5 Years

0.35 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 2026

	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2011	-11.6%	-0.7%	11.1%	9.4%	7.5%	12.1%	11.3%	7.7%	9.4%	7.8%	10.0%	7.8%	8.0%	8.3%	8.9%
2012		11.5%	24.5%	17.5%	12.9%	17.5%	15.7%	10.8%	12.3%	10.2%	12.5%	9.7%	9.8%	10.0%	10.5%
2013			39.0%	20.6%	13.4%	19.0%	16.5%	10.7%	12.4%	10.0%	12.6%	9.6%	9.7%	9.9%	10.4%
2014				4.5%	2.4%	13.0%	11.5%	5.7%	8.5%	6.4%	9.6%	6.7%	7.1%	7.6%	8.3%
2015					0.4%	17.6%	13.9%	6.1%	9.3%	6.7%	10.4%	7.0%	7.4%	7.9%	8.7%
2016						37.7%	21.4%	8.0%	11.7%	8.0%	12.2%	8.0%	8.3%	8.7%	9.5%
2017							7.1%	-4.3%	4.1%	1.6%	7.7%	3.7%	4.7%	5.6%	6.8%
2018								-14.5%	2.7%	-0.1%	7.8%	3.0%	4.3%	5.3%	6.7%
2019									23.3%	7.9%	16.5%	7.9%	8.5%	9.1%	10.2%
2020										-5.6%	13.2%	3.2%	5.1%	6.4%	8.1%
2021											35.6%	7.9%	8.9%	9.7%	11.1%
2022												-14.1%	-2.4%	2.2%	5.7%
2023													11.0%	11.5%	13.3%
2024														11.9%	14.4%
2025															17.0%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%

11%

1y 3y N/A N/A

0 - 5%

21%

1y 3y N/A N/A

5 - 10%

17%

1y 3y N/A N/A

10 - 15%

11%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

18%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

10%

1y 3y N/A N/A

0 - 10

18%

1y 3y N/A N/A

10 - 15

33%

1y 3y N/A N/A

15 - 20

14%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

5.6%

1y 3y N/A N/A

Small Cap

93.1%

1y 3y N/A N/A

Mid Cap

1.2%

1y 3y N/A N/A

Large Cap

0.0%

1y 3y N/A N/A

Mega Cap

0.0%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Jun 21, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$825M	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.62%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	0.9	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	22.18	28.29
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-6.96	-
Profitable Companies	90%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	23.39	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	2.47	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	1.88	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	13.91	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	4.94	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.26	0.05
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.82	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	10.18%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+15.2%	-117.9%
Return on Equity Equity divided by market cap.	8.43%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	2.92%	3.29%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	6.06%	3.31%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Stoke Therapeutics Inc

STOK - Manufacturing

Market Cap $1.93B

P/E Ratio -11.5

Dividends 0.0%

Total Investment $5.32M

Weight 2.35%

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Deluxe Corp.

DLX - Information

Market Cap $1.05B

P/E Ratio 9.8

Dividends 5.2%

Total Investment $3.94M

Weight 1.74%

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GigaCloud Technology Inc - Ordinary Shares - Class A

GCT

Market Cap $1.27B

P/E Ratio 8.6

Dividends 0.0%

Total Investment $3.72M

Weight 1.65%

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Tetra Technologies, Inc.

TTI - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $1.39B

P/E Ratio 189.3

Dividends 0.0%

Total Investment $3.62M

Weight 1.60%

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American Public Education Inc

APEI - Educational Services

Market Cap $967.07M

P/E Ratio 26.9

Dividends 0.0%

Total Investment $3.27M

Weight 1.45%

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Douglas Dynamics Inc

PLOW - Manufacturing

Market Cap $1.14B

P/E Ratio 21.8

Dividends 2.4%

Total Investment $3.08M

Weight 1.36%

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Business First Bancshares Inc.

BFST - Finance and Insurance

Market Cap $940.15M

P/E Ratio 10.2

Dividends 2.1%

Total Investment $2.81M

Weight 1.24%

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Sun Country Airlines Holdings Inc

SNCY - Transportation and Warehousing

Market Cap $876.36M

P/E Ratio 21.6

Dividends 0.0%

Total Investment $2.81M

Weight 1.24%

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Universal Insurance Holdings Inc

UVE - Finance and Insurance

Market Cap $1.06B

P/E Ratio 5.4

Dividends 2.0%

Total Investment $2.74M

Weight 1.21%

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Genco Shipping & Trading Limited

GNK - Transportation and Warehousing

Market Cap $1.03B

P/E Ratio 63.0

Dividends 4.9%

Total Investment $2.73M

Weight 1.21%

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CNB Financial Corp (PA)

CCNE - Finance and Insurance

Market Cap $952.87M

P/E Ratio 11.4

Dividends 2.3%

Total Investment $2.69M

Weight 1.19%

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Horizon Bancorp Inc (IN)

HBNC - Finance and Insurance

Market Cap $992.72M

P/E Ratio -6.1

Dividends 3.3%

Total Investment $2.69M

Weight 1.19%

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Central Pacific Financial Corp.

CPF - Finance and Insurance

Market Cap $935.73M

P/E Ratio 11.9

Dividends 3.2%

Total Investment $2.68M

Weight 1.18%

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CytomX Therapeutics Inc

CTMX - Manufacturing

Market Cap $474.43M

P/E Ratio -8.2

Dividends 0.0%

Total Investment $2.67M

Weight 1.18%

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NB Bancorp Inc.

NBBK

Market Cap $835.45M

P/E Ratio 15.7

Dividends 1.4%

Total Investment $2.61M

Weight 1.15%

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United Fire Group Inc

UFCS - Finance and Insurance

Market Cap $1.24B

P/E Ratio 9.5

Dividends 1.5%

Total Investment $2.59M

Weight 1.14%

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Barrick Gold Corp.

GOLD - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $1.23B

P/E Ratio 13.6

Dividends 1.9%

Total Investment $2.58M

Weight 1.14%

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Camden National Corp.

CAC - Finance and Insurance

Market Cap $870.94M

P/E Ratio 10.9

Dividends 3.3%

Total Investment $2.55M

Weight 1.13%

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Trustco Bank Corp.

TRST - Finance and Insurance

Market Cap $912.88M

P/E Ratio 14.7

Dividends 2.9%

Total Investment $2.51M

Weight 1.11%

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Hanmi Financial Corp.

HAFC - Finance and Insurance

Market Cap $929.01M

P/E Ratio 11.5

Dividends 3.5%

Total Investment $2.48M

Weight 1.10%

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United States	98.7%
Luxembourg	0.6%
Cayman Islands	0.6%
Other	0.1%

Finance and Insurance	36.8%
Manufacturing	25.1%
Mining, Quarrying, and Oil and Gas Extraction	6.6%
Information	5.3%
Transportation and Warehousing	3.4%
Construction	2.0%
Educational Services	1.4%
Retail Trade	1.3%
Wholesale Trade	1.2%
Utilities	1.1%
Professional, Scientific, and Technical Services	1.1%
Other Services (except Public Administration)	1.0%
Administrative and Support and Waste Management and Remediation Services	1.0%
Accommodation and Food Services	0.9%
Management of Companies and Enterprises	0.5%
Real Estate and Rental and Leasing	0.2%
Other	11.0%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

GigaCloud Technology Inc. (GCT) is Attracting Investor Attention: Here is What You Should Know

Are Investors Undervaluing American Public Education (APEI) Right Now?

GigaCloud Technology Inc. (GCT) Falls More Steeply Than Broader Market: What Investors Need to Know

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Stoke Therapeutics Inc

Stoke Therapeutics Inc

Deluxe Corp.

Deluxe Corp.

GigaCloud Technology Inc - Ordinary Shares - Class A

GigaCloud Technology Inc - Ordinary Shares - Class A

Tetra Technologies, Inc.

Tetra Technologies, Inc.

American Public Education Inc

American Public Education Inc

Douglas Dynamics Inc

Douglas Dynamics Inc

Business First Bancshares Inc.

Business First Bancshares Inc.

Sun Country Airlines Holdings Inc

Sun Country Airlines Holdings Inc

Universal Insurance Holdings Inc

Universal Insurance Holdings Inc

Genco Shipping & Trading Limited

Genco Shipping & Trading Limited

CNB Financial Corp (PA)

CNB Financial Corp (PA)

Horizon Bancorp Inc (IN)

Horizon Bancorp Inc (IN)

Central Pacific Financial Corp.

Central Pacific Financial Corp.

CytomX Therapeutics Inc

CytomX Therapeutics Inc

NB Bancorp Inc.

NB Bancorp Inc.

United Fire Group Inc

United Fire Group Inc

Barrick Gold Corp.

Barrick Gold Corp.

Camden National Corp.

Camden National Corp.

Trustco Bank Corp.

Trustco Bank Corp.

Hanmi Financial Corp.

Hanmi Financial Corp.

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