FactSet Research Systems Inc. (FDS) Stock Total Returns
Growth of $10,000 chart
2021-04-21 to 2026-04-21 to
$
%
%
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Investment Performance
Final Value
$7,771
Total Return
-22.29%
CAGR
-4.92%
Dividends
$611.23
Yield on Cost
6.11%
Rolling Returns
1-Month (21 Trading Days)
| Average | -0.33% |
| Median | +0.47% |
| Best | +17.95% |
| Worst | -34.74% |
| % of Windows Positive | 53.4% |
1-Year (252 Trading Days)
| Average | -2.57% |
| Median | +2.34% |
| Best | +38.73% |
| Worst | -58.80% |
| % of Windows Positive | 58.8% |
3-Year (756 Trading Days)
| Average | -1.77% |
| Median | +6.82% |
| Best | +43.57% |
| Worst | -55.24% |
| % of Windows Positive | 61.2% |
Risk Metrics
| Maximum Drawdown | -61.24% |
| Average Drawdown | -14.70% |
| Drawdown Duration | 356 Trading Days (Unrecovered) |
| Sortino Ratio | -0.07 |
| Calmar Ratio | -0.08 |
| CVaR (5%) | -4.25% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | -16.85% (-45.51% ann.) | $1684.98 | $37.91 | $7.58 | $0.06 |
| 2025 | -39.02% | $3901.91 | $90.63 | $18.13 | $0.14 |
| 2024 | +1.42% | +$142.30 | $86.19 | $17.24 | $0.14 |
| 2023 | +19.76% | +$1976.36 | $95.73 | $19.15 | $0.15 |
| 2022 | -16.90% | $1689.81 | $71.99 | $14.40 | $0.12 |
| 2021 | +47.22% | +$4722.02 | $97.44 | $19.49 | $0.16 |
| 2020 | +24.89% | +$2489.04 | $113.28 | $22.66 | $0.18 |
| 2019 | +35.21% | +$3521.45 | $140.37 | $28.07 | $0.22 |
| 2018 | +4.78% | +$477.87 | $129.12 | $25.82 | $0.21 |
| 2017 | +19.14% | +$1913.99 | $133.90 | $26.78 | $0.21 |
| 2016 | +1.50% | +$149.63 | $119.77 | $23.95 | $0.19 |
| 2015 | +16.47% | +$1647.18 | $121.88 | $24.38 | $0.19 |
| 2014 | +30.97% | +$3096.86 | $140.58 | $28.12 | $0.22 |
| 2013 | +24.61% | +$2460.68 | $155.08 | $31.02 | $0.25 |
| 2012 | +1.91% | +$191.41 | $138.01 | $27.60 | $0.22 |
| 2011 | -6.10% | $610.18 | $111.27 | $22.25 | $0.18 |
| 2010 | +43.72% | +$4372.08 | $135.65 | $27.13 | $0.22 |
| 2009 | +50.63% | +$5062.92 | $177.20 | $35.44 | $0.28 |
| 2008 | -19.76% | $1976.46 | $118.88 | $23.78 | $0.19 |
| 2007 | -0.84% | $83.95 | $74.51 | $14.90 | $0.12 |
| 2006 | +37.77% | +$3777.39 | $55.97 | $11.19 | $0.09 |
| 2005 | +6.14% | +$614.49 | $51.43 | $10.29 | $0.08 |
| 2004 | +53.86% | +$5385.88 | $89.21 | $17.84 | $0.14 |
| 2003 | +35.84% | +$3584.11 | $81.54 | $16.31 | $0.13 |
| 2002 | -18.69% | $1869.45 | $54.46 | $10.89 | $0.09 |
| 2001 | -5.36% | $535.65 | $40.52 | $8.10 | $0.07 |
| 2000 | -6.62% | $662.42 | $26.40 | $5.28 | $0.04 |
| 1999 | +94.07% | +$9406.71 | $48.65 | $9.73 | $0.08 |
| 1998 | +100.81% | +$10081.30 | $0.00 | $0.00 | $0.00 |
| 1997 | +46.43% | +$4642.86 | $0.00 | $0.00 | $0.00 |
| 1996 partial | +5.00% (+10.05% ann.) | +$500.00 | $0.00 | $0.00 | $0.00 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Dot-com bubble / TMT mania partial | June 28, 1996 – March 10, 2000 | +363.93% | +51.42% | +$36393.28 | $172.79 | $34.56 | $0.28 |
| Dot-com bust / post-bubble disinflation scare | March 13, 2000 – October 9, 2002 | -31.08% | -13.47% | $3108.46 | $115.22 | $23.04 | $0.18 |
| China-WTO / housing-credit / commodity boom | October 10, 2002 – October 9, 2007 | +363.41% | +35.92% | +$36341.26 | $733.15 | $146.63 | $1.17 |
| GFC / deleveraging / dollar shortage | October 10, 2007 – March 9, 2009 | -50.62% | -39.31% | $5061.98 | $131.28 | $26.26 | $0.21 |
| Policy-led rebound / euro-sovereign-crisis overlay | March 10, 2009 – July 25, 2012 | +149.43% | +31.09% | +$14942.60 | $843.70 | $168.74 | $1.35 |
| Secular stagnation / QE / low inflation / duration bull | July 26, 2012 – February 19, 2020 | +258.94% | +18.40% | +$25894.00 | $1648.08 | $329.62 | $2.64 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -32.27% | -98.83% | $3227.42 | $23.79 | $4.76 | $0.04 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +45.70% | +83.24% | +$4570.26 | $66.63 | $13.33 | $0.11 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +49.57% | +46.51% | +$4957.16 | $126.80 | $25.36 | $0.20 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -10.30% | -10.90% | $1030.12 | $55.58 | $11.12 | $0.09 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +4.25% | +2.27% | +$424.98 | $179.46 | $35.89 | $0.29 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – April 21, 2026 | -45.40% | -31.69% | $4540.38 | $145.75 | $29.15 | $0.23 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 1999-02-24 | $0.0167 | 0.12% |
| 1999-05-26 | $0.0167 | 0.11% |
| 1999-08-27 | $0.0167 | 0.11% |
| 1999-11-26 | $0.0167 | 0.08% |
| 2000-02-25 | $0.0100 | 0.05% |
| 2000-05-26 | $0.0200 | 0.13% |
| 2000-08-29 | $0.0200 | 0.09% |
| 2000-11-28 | $0.0200 | 0.08% |
| 2001-02-26 | $0.0200 | 0.10% |
| 2001-05-29 | $0.0267 | 0.09% |
| 2001-08-29 | $0.0267 | 0.15% |
| 2001-11-28 | $0.0267 | 0.13% |
| 2002-02-26 | $0.0267 | 0.12% |
| 2002-05-29 | $0.0333 | 0.15% |
| 2002-08-28 | $0.0333 | 0.20% |
| 2002-11-26 | $0.0333 | 0.16% |
| 2003-02-26 | $0.0333 | 0.20% |
| 2003-05-28 | $0.0400 | 0.16% |
| 2003-08-27 | $0.0400 | 0.12% |
| 2003-11-25 | $0.0400 | 0.15% |
| 2004-02-25 | $0.0400 | 0.16% |
| 2004-05-26 | $0.0467 | 0.16% |
| 2004-08-27 | $0.0467 | 0.15% |
| 2004-11-26 | $0.0467 | 0.13% |
| 2004-12-09 | $0.0467 | 0.14% |
| 2005-02-24 | $0.0500 | 0.16% |
| 2005-05-26 | $0.0500 | 0.16% |
| 2005-08-29 | $0.0500 | 0.15% |
| 2005-11-28 | $0.0500 | 0.13% |
| 2006-02-24 | $0.0500 | 0.13% |
| 2006-05-26 | $0.0600 | 0.13% |
| 2006-08-29 | $0.0600 | 0.14% |
| 2006-11-28 | $0.0600 | 0.11% |
| 2007-02-26 | $0.0600 | 0.10% |
| 2007-05-29 | $0.1200 | 0.19% |
| 2007-08-29 | $0.1200 | 0.21% |
| 2007-11-28 | $0.1200 | 0.20% |
| 2008-02-27 | $0.1200 | 0.22% |
| 2008-05-27 | $0.1800 | 0.30% |
| 2008-08-27 | $0.1800 | 0.29% |
| 2008-11-25 | $0.1800 | 0.49% |
| 2009-02-25 | $0.1800 | 0.44% |
| 2009-05-27 | $0.2000 | 0.36% |
| 2009-08-27 | $0.2000 | 0.36% |
| 2009-11-25 | $0.2000 | 0.28% |
| 2010-02-24 | $0.2000 | 0.31% |
| 2010-05-26 | $0.2300 | 0.34% |
| 2010-08-27 | $0.2300 | 0.31% |
| 2010-11-26 | $0.2300 | 0.25% |
| 2011-02-24 | $0.2300 | 0.23% |
| 2011-05-26 | $0.2700 | 0.25% |
| 2011-08-29 | $0.2700 | 0.32% |
| 2011-11-28 | $0.2700 | 0.31% |
| 2012-02-27 | $0.2700 | 0.30% |
| 2012-05-29 | $0.3100 | 0.29% |
| 2012-08-29 | $0.3100 | 0.34% |
| 2012-11-28 | $0.3100 | 0.33% |
| 2013-02-26 | $0.3100 | 0.32% |
| 2013-05-29 | $0.3500 | 0.35% |
| 2013-08-28 | $0.3500 | 0.33% |
| 2013-11-26 | $0.3500 | 0.30% |
| 2014-02-26 | $0.3500 | 0.34% |
| 2014-05-28 | $0.3900 | 0.36% |
| 2014-08-27 | $0.3900 | 0.31% |
| 2014-11-25 | $0.3900 | 0.28% |
| 2015-02-25 | $0.3900 | 0.25% |
| 2015-05-27 | $0.4400 | 0.27% |
| 2015-08-27 | $0.4400 | 0.28% |
| 2015-11-25 | $0.4400 | 0.26% |
| 2016-02-25 | $0.4400 | 0.29% |
| 2016-05-26 | $0.5000 | 0.32% |
| 2016-08-29 | $0.5000 | 0.28% |
| 2016-11-28 | $0.5000 | 0.31% |
| 2017-02-24 | $0.5000 | 0.28% |
| 2017-05-26 | $0.5600 | 0.34% |
| 2017-08-29 | $0.5600 | 0.36% |
| 2017-11-29 | $0.5600 | 0.28% |
| 2018-02-27 | $0.5600 | 0.27% |
| 2018-05-30 | $0.6400 | 0.32% |
| 2018-08-30 | $0.6400 | 0.28% |
| 2018-11-29 | $0.6400 | 0.27% |
| 2019-02-27 | $0.6400 | 0.28% |
| 2019-05-30 | $0.7200 | 0.26% |
| 2019-08-29 | $0.7200 | 0.26% |
| 2019-11-27 | $0.7200 | 0.27% |
| 2020-02-27 | $0.7200 | 0.25% |
| 2020-05-28 | $0.7700 | 0.26% |
| 2020-08-28 | $0.7700 | 0.22% |
| 2020-11-27 | $0.7700 | 0.24% |
| 2021-02-25 | $0.7700 | 0.26% |
| 2021-05-27 | $0.8200 | 0.25% |
| 2021-08-30 | $0.8200 | 0.22% |
| 2021-11-29 | $0.8200 | 0.18% |
| 2022-02-25 | $0.8200 | 0.21% |
| 2022-05-27 | $0.8900 | 0.23% |
| 2022-08-30 | $0.8900 | 0.20% |
| 2022-11-29 | $0.8900 | 0.20% |
| 2023-02-27 | $0.8900 | 0.21% |
| 2023-05-30 | $0.9800 | 0.25% |
| 2023-08-30 | $0.9800 | 0.23% |
| 2023-11-29 | $0.9800 | 0.21% |
| 2024-02-28 | $0.9800 | 0.21% |
| 2024-05-31 | $1.0400 | 0.26% |
| 2024-08-30 | $1.0400 | 0.25% |
| 2024-11-29 | $1.0400 | 0.21% |
| 2025-02-28 | $1.0400 | 0.23% |
| 2025-05-30 | $1.1000 | 0.24% |
| 2025-08-29 | $1.1000 | 0.29% |
| 2025-11-28 | $1.1000 | 0.40% |
| 2026-02-27 | $1.1000 | 0.51% |
| Total | 110 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-04-21 to 2026-04-21. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-05-27 | $25.49 | $5.10 | $0.04 | 0.0612 |
| 2021-08-30 | $25.54 | $5.11 | $0.04 | 0.0536 |
| 2021-11-29 | $25.58 | $5.12 | $0.04 | 0.0435 |
| 2022-02-25 | $25.62 | $5.12 | $0.04 | 0.0503 |
| 2022-05-27 | $27.85 | $5.57 | $0.04 | 0.0573 |
| 2022-08-30 | $27.90 | $5.58 | $0.04 | 0.0509 |
| 2022-11-29 | $27.94 | $5.59 | $0.04 | 0.0497 |
| 2023-02-27 | $27.99 | $5.60 | $0.04 | 0.0532 |
| 2023-05-30 | $30.87 | $6.17 | $0.05 | 0.0632 |
| 2023-08-30 | $30.93 | $6.19 | $0.05 | 0.0568 |
| 2023-11-29 | $30.99 | $6.20 | $0.05 | 0.0544 |
| 2024-02-28 | $31.04 | $6.21 | $0.05 | 0.0532 |
| 2024-05-31 | $33.00 | $6.60 | $0.05 | 0.0652 |
| 2024-08-30 | $33.06 | $6.61 | $0.05 | 0.0624 |
| 2024-11-29 | $33.13 | $6.63 | $0.05 | 0.0539 |
| 2025-02-28 | $33.19 | $6.64 | $0.05 | 0.0574 |
| 2025-05-30 | $35.16 | $7.03 | $0.06 | 0.0613 |
| 2025-08-29 | $35.23 | $7.05 | $0.06 | 0.0753 |
| 2025-11-28 | $35.31 | $7.06 | $0.06 | 0.1017 |
| 2026-02-27 | $35.43 | $7.09 | $0.06 | 0.1305 |
| Total | $611.23 | $122.25 | $0.98 | 1.2550 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.