FactSet trailing returns
FactSet's 10-year return is +9.6% a year (CAGR) (+149.8% cumulative). How FactSet (FDS) has performed over the last day, week, month and year, over 5, 10, 20 and 30 years, and since inception, through November 4, 2026 — price return and dividends side by side, with the worst drop inside each window.
Trailing returns by period#
To 2026-11-04. Price return + dividends = total return. Worst drop: the deepest fall in the price from a high inside the window, and when it bottomed.
| Period | Price | DivsDividends | Total | Worst drop |
|---|---|---|---|---|
| Cumulative · the change over the window | ||||
| 1 day | +2.9% | +0.0% | +2.9% | — |
| 5 days | +9.4% | +0.0% | +9.4% | -3.2%Nov 3 |
| 1 month | +28.6% | +0.0% | +28.6% | -7.7%Oct 27 |
| YTD | +17.9% | +1.6% | +19.6% | -36.0%Feb 17 |
| Per year (CAGR) · the cumulative total return beneath | ||||
| 1 year | +29.3% | +2.3% | +31.6% CAGR | -36.0%Feb 2026 |
| 5 years | -5.1% | +1.0% | -4.0% CAGR-18.6% total | -61.7%Feb 2026 |
| 10 years | +8.4% | +1.2% | +9.6% CAGR+149.8% total | -61.7%Feb 2026 |
| 20 years | +10.0% | +1.2% | +11.2% CAGR+738.3% total | -61.7%Feb 2026 |
| 30 years | +14.9% | +1.0% | +15.9% CAGR83.7x total | -61.7%Feb 2026 |
| Since 1996Since inception (1996) | +15.4% | +1.0% | +16.4% CAGR100x total | -61.7%Feb 2026 |
Growth of FDS#
Actual level with dividends reinvested (solid); dashed lines are each window's constant-rate path from start to today.
- 5 years-4.0%/year · -18.6%
- 10 years+9.6%/year · +149.8%
- 20 years+11.2%/year · +738.3%
- 30 years+15.9%/year · +8270.8%
Methodology#
Trailing returns measure from the closest close about N years before the latest close (2026-11-04). Cumulative return is the total change over the window; annualized return is the compound annual growth rate (CAGR), shown for windows of a year or more. Price return is the change in FDS's closing price; total return reinvests dividends (from its split- and dividend-adjusted closes); the dividends column is the difference between the two. The worst drop is the largest fall in the closing price from a high to a later low inside the window, the way a drawdown is usually quoted. See the year-by-year returns for the calendar breakdown. Past performance does not predict future returns; not investment advice.
FAQ#
- What is FactSet's 10-year return?
- Over the last 10 years, FactSet (FDS) returned about +9.6% a year annualized (+149.8% cumulative total return).
- What is FactSet's 20-year annualized return?
- Over the last 20 years, FactSet (FDS) compounded at about +11.2% a year (+738.3% cumulative).
- What is FactSet's 30-year annualized return?
- Over the last 30 years, FactSet (FDS) compounded at about +15.9% a year (+8270.8% cumulative).
- What is FactSet's return since inception?
- Since 1996, FactSet (FDS) has compounded at about +16.4% a year — +9944.9% in total.