Performance analysis of FMY (First Trust Mortgage Income Fund)
Annual Return
Over the past 3 years, FMY has had an average annual return of +8.51%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FMY has had an average annual return of +3.30%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, FMY has had an average annual return of +3.82%, underperforming the benchmark SPY, which returned +15.45% annual.
Since May 26, 2005, FMY has had an average annual return of +4.28%, underperforming the benchmark SPY, which returned +11.16% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -2.64% | +8.60% | +7.05% | +16.07% | -13.06% | +3.11% | +4.68% | +12.90% | -3.41% | +7.23% | +2.94% | +4.31% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | ||
| +1.98% | -5.80% | +2% | +8.83% | +16.62% | +19.92% | +4.54% | +9.61% | +12.39% | -18.78% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.35% | +1.74% | -4.11% | +2.86% | -2.12% | -1.23% | -2.64% | ||||||
| 2025 | +1.02% | +0.62% | +1.53% | -0.45% | +0.16% | +1.96% | +1.15% | +0.89% | +0.07% | -1.03% | +0.82% | +1.58% | +8.60% |
| 2024 | -0.90% | +0.69% | +2.10% | -2.34% | +0.18% | +2.26% | +2.97% | +1.66% | +2% | -2.46% | +3.20% | -2.27% | +7.05% |
| 2023 | +2.28% | +2.60% | -2.10% | +1.80% | -1.51% | -0.58% | +3.47% | -0.66% | -1.09% | -1.95% | +4.26% | +9.06% | +16.07% |
| 2022 | -2.19% | -1.61% | -4.44% | -5.16% | -0.04% | +0.73% | +1.03% | +1.37% | -4.19% | -1.86% | +6.80% | -3.73% | -13.06% |
| 2021 | +0.08% | -2.04% | -0.26% | +1.87% | +1.07% | +1.17% | +1.11% | -0.02% | -0.07% | -0.00474% | -1.73% | +1.99% | +3.11% |
| 2020 | +0.86% | +3.07% | -11.88% | +5.38% | +3.93% | +0.73% | +0.36% | -0.14% | -0.36% | -0.97% | +1.61% | +3.08% | +4.68% |
| 2019 | +3.99% | -0.96% | +1.80% | +0.37% | +1.63% | +2.57% | +0.14% | -1.73% | +3.10% | +0.43% | -0.29% | +1.30% | +12.90% |
| 2018 | -0.95% | +0.68% | -0.82% | -3.00% | +0.38% | +0.30% | -0.82% | +1.14% | +0.67% | -2.10% | +0.54% | +0.61% | -3.41% |
| 2017 | +1.12% | +0.37% | -0.10% | +0.68% | +0.60% | +0.67% | +1.52% | +0.02% | +0.47% | +1.66% | -1.49% | +1.53% | +7.23% |
Drawdown analysis of FMY (First Trust Mortgage Income Fund)
The maximum drawdown for the FMY was -27.99%, occurring on Oct 9, 2008. Recovery took 38 trading sessions.
The current FMY drawdown is -4.65%.
Since May 26, 2005 FMY has experienced the following drawdowns:
- 20% or more: 3 times
- 10% or more: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.99% | May 29, 2008 | 93 | Oct 9, 2008 | 38 | Dec 3, 2008 | 131 |
| -21.58% | Oct 4, 2012 | 220 | Aug 22, 2013 | 1441 | May 15, 2019 | 1661 |
| -20.84% | Jun 24, 2005 | 127 | Dec 23, 2005 | 540 | Feb 20, 2008 | 667 |
| -19.97% | Sep 15, 2021 | 278 | Oct 21, 2022 | 348 | Mar 13, 2024 | 626 |
| -18.89% | Jun 27, 2011 | 69 | Oct 4, 2011 | 81 | Jan 31, 2012 | 150 |
| -12.96% | Sep 23, 2010 | 37 | Nov 15, 2010 | 110 | Apr 25, 2011 | 147 |
| -12.38% | Feb 28, 2020 | 25 | Apr 3, 2020 | 127 | Oct 5, 2020 | 152 |
| -11.28% | Dec 4, 2008 | 53 | Feb 23, 2009 | 75 | Jun 10, 2009 | 128 |
| -7.12% | Feb 27, 2026 | 10 | Mar 13, 2026 | Ongoing | Ongoing | Ongoing |
| -6.12% | Feb 28, 2008 | 15 | Mar 20, 2008 | 26 | Apr 28, 2008 | 41 |
| -5.48% | Aug 2, 2019 | 16 | Aug 26, 2019 | 21 | Sep 25, 2019 | 37 |
| -5.11% | Sep 25, 2024 | 73 | Jan 10, 2025 | 21 | Feb 11, 2025 | 94 |
| -5.07% | Feb 1, 2012 | 7 | Feb 10, 2012 | 50 | Apr 24, 2012 | 57 |
| -4.73% | Oct 5, 2020 | 11 | Oct 20, 2020 | 49 | Dec 30, 2020 | 60 |
| -4.66% | May 17, 2024 | 8 | May 30, 2024 | 11 | Jun 14, 2024 | 19 |
| -4.29% | Jun 2, 2011 | 8 | Jun 14, 2011 | 8 | Jun 24, 2011 | 16 |
| -4.20% | May 11, 2012 | 5 | May 18, 2012 | 9 | Jun 1, 2012 | 14 |
| -4.12% | Apr 1, 2024 | 10 | Apr 15, 2024 | 15 | May 6, 2024 | 25 |
| -4.02% | Jan 28, 2021 | 17 | Feb 23, 2021 | 65 | May 26, 2021 | 82 |
| -3.71% | May 3, 2010 | 3 | May 6, 2010 | 40 | Jul 2, 2010 | 43 |
| -3.52% | Feb 11, 2025 | 8 | Feb 24, 2025 | 5 | Mar 3, 2025 | 13 |
| -3.49% | Apr 1, 2025 | 9 | Apr 14, 2025 | 8 | Apr 25, 2025 | 17 |
| -3.48% | Aug 19, 2010 | 7 | Aug 30, 2010 | 6 | Sep 8, 2010 | 13 |
| -3.13% | Sep 11, 2025 | 39 | Nov 5, 2025 | 38 | Dec 31, 2025 | 77 |
| -2.90% | Oct 27, 2009 | 18 | Nov 20, 2009 | 13 | Dec 10, 2009 | 31 |