Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCTR (First Trust Lunt U.S. Factor Rotation ETF) | 16.05% | 24.15% | 18.40% | 4.46% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/03/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCTR (First Trust Lunt U.S. Factor Rotation ETF) | 08/03/2018 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.99 | 24.15 | 18.40 | 4.46 | NA | NA | NA | … | … | 16.05 | 8.63 | 19.54 | 0.72 | -20.41 | 21.25 | 30.13 | 30.90 | -12.26 |
| Sharpe Ratio | NA | 1.14 | 0.83 | 0.08 | NA | NA | NA | … | … | 1.93 | 0.26 | 1.04 | -0.16 | -0.86 | 1.30 | 0.78 | 2.46 | -1.76 |
| Standard Deviation(%) | NA | 17.45 | 18.25 | 19.65 | NA | NA | NA | … | … | 16.78 | 22.48 | 15.28 | 18.00 | 25.41 | 16.30 | 38.21 | 11.95 | 16.59 |
| Draw Down(%) | NA | 11.18 | 22.63 | 37.11 | NA | NA | NA | … | … | 7.55 | 22.63 | 13.82 | 22.20 | 26.54 | 8.03 | 35.91 | 5.47 | 19.41 |
| Yield(%) | 0.00 | 0.43 | 0.86 | 0.70 | 0.86 | 0.57 | 0.43 | … | … | 0.18 | 0.32 | 0.99 | 1.05 | 1.10 | 0.56 | 0.57 | 1.26 | 0.46 |
Data as of 06/04/2026, Common starting date is 08/03/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCTR (First Trust Lunt U.S. Factor Rotation ETF) |
-5.13%
Aug 2021 – Aug 2024 |
2.48%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCTR (First Trust Lunt U.S. Factor Rotation ETF) |
27.35%
Dec 2018 – Dec 2021 |
12.76%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart