Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMY (First Trust Mortgage Income Fund) | -1.34% | 3.57% | 8.99% | 3.74% | 4.06% | 2.84% | 5.49% | … | … |
Data as of 06/05/2026, Common starting date is 05/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMY (First Trust Mortgage Income Fund) | 05/26/2005 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 3.57 | 8.99 | 3.74 | 4.06 | 2.84 | 5.49 | … | … | -1.34 | 8.63 | 7.04 | 16.49 | -12.60 | 3.22 | 4.67 | 12.90 | -3.41 | 7.23 | 2.94 | 4.31 | 1.98 | -5.80 | 2.01 | 8.82 | 16.63 | 19.91 | 4.54 | 10.16 | 12.38 | -18.78 |
| Sharpe Ratio | NA | 0.16 | 0.53 | 0.09 | 0.20 | NA | NA | … | … | -0.55 | 0.63 | 0.29 | 0.86 | -0.80 | 0.33 | 0.25 | 1.47 | -0.67 | 1.10 | 0.31 | 0.50 | 0.32 | -0.47 | 0.13 | 0.46 | 1.15 | 1.58 | 0.10 | 0.82 | 1.59 | -2.59 |
| Standard Deviation(%) | NA | 9.23 | 11.50 | 13.08 | 11.77 | NA | NA | … | … | 10.83 | 9.22 | 11.77 | 15.05 | 17.61 | 9.80 | 17.42 | 7.78 | 7.14 | 6.01 | 8.68 | 8.51 | 6.08 | 12.46 | 15.09 | 19.08 | 14.41 | 12.51 | 35.79 | 8.54 | 5.66 | 12.31 |
| Draw Down(%) | NA | 7.13 | 7.13 | 19.55 | 19.55 | NA | NA | … | … | 7.13 | 3.52 | 4.73 | 5.22 | 18.99 | 4.11 | 12.38 | 5.48 | 5.28 | 2.29 | 5.14 | 5.88 | 5.53 | 16.33 | 15.85 | 18.87 | 12.96 | 9.65 | 27.99 | 6.40 | 2.23 | 20.85 |
| Yield(%) | 0.55 | 6.61 | 7.73 | 5.80 | 5.34 | 4.59 | 6.61 | … | … | 2.70 | 7.09 | 7.95 | 7.14 | 4.89 | 5.19 | 5.18 | 5.49 | 5.17 | 5.52 | 6.04 | 6.30 | 6.51 | 6.08 | 9.72 | 10.59 | 9.75 | 8.77 | 7.91 | 6.65 | 6.42 | 2.60 |
Data as of 06/05/2026, Common starting date is 05/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMY (First Trust Mortgage Income Fund) |
-4.97%
Sep 2012 – Sep 2015 |
-0.70%
Sep 2012 – Sep 2017 |
0.00%
Sep 2012 – Sep 2022 |
2.82%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMY (First Trust Mortgage Income Fund) |
19.28%
Feb 2009 – Feb 2012 |
14.14%
Jun 2006 – Jun 2011 |
7.25%
Dec 2005 – Dec 2015 |
6.40%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart