From the documentation : The Ytd function is a shortcut function for the PeriodsToDate [...] .Note that this function will not work when the Type property is set to FiscalYears. How about using the following instead :
Select
PeriodsToDate(
[Date].[Fiscal].[Fiscal Year],
[Date].[Fiscal].[Fiscal Quarter].[Q3 FY 2003]
) on columns
From [Adventure Works]