This was a common name in classical Greece, and, due to both the saints who carried it and the favourable meaning, it came into general use in the Christian world, being especially popular among Eastern Christians. It was however rare in Britain before the 19th century. Famous bearers include three tsars of Russia (in the Russian form Fyodor) and American president Theodore Roosevelt (1858-1919).
This was the name of a 13th-century Italian saint who made clothes for the poor. As an English name, it has never been common.
It has occasionally been used as an English given name since the 16th century. It was moderately popular in the 1940s, but had a more notable upswing in the early 2000s. This may have been inspired by the Spanish actress Penélope Cruz (1974-), who gained prominence in English-language movies at that time. It was already rapidly rising when celebrities Kourtney Kardashian and Scott Disick gave it to their baby daughter in 2012.
This is not the usual spelling in any of the Scandinavian languages (in Sweden and Denmark it is Freja and in Norway it is Frøja) but it is the common spelling of the goddess's name in English. In the 2000s it became popular in Britain.
In the Middle Ages this name was common in England due to the popularity of medieval tales about the Trojan War. It subsequently became rare, but was revived in the 20th century.
This name was borne by the heroine of Lewis Carroll's novels Alice's Adventures in Wonderland (1865) and Through the Looking Glass (1871).