- ISIN
- US33733E8729
- CUSIP
- 33733E872
- Issuer
- First Trust
- Inception Date
- Jul 25, 2018
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Lunt Capital Large Cap Factor Rotation Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $56M
Share Price Chart
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Performance
FCTR Performance Chart
First Trust Lunt U.S. Factor Rotation ETF (FCTR) is up 12.0% since the beginning of the year. FCTR is currently trading at $40 per share. Investors who bought $1,000 worth of FCTR shares 5 years ago would now be looking at an investment worth $1,199.
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Returns By Period
First Trust Lunt U.S. Factor Rotation ETF (FCTR) has returned 11.97% so far this year and 19.20% over the past 12 months.
First Trust Lunt U.S. Factor Rotation ETF
- 1D
- -3.51%
- 1M
- 4.38%
- YTD
- 11.97%
- 6M
- 11.33%
- 1Y
- 19.20%
- 3Y*
- 16.49%
- 5Y*
- 3.70%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
FCTR Monthly Returns History
Based on dividend-adjusted daily data since Jul 26, 2018, FCTR's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.8%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FCTR closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -13.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.42% | 1.00% | -4.10% | 6.08% | 6.34% | -0.91% | 11.97% | ||||||
| 2025 | 3.50% | -5.17% | -4.27% | 1.42% | 5.87% | 2.48% | 1.35% | -0.34% | 3.57% | 3.04% | -4.15% | 1.71% | 8.63% |
| 2024 | 0.07% | 7.70% | 3.88% | -3.91% | 3.56% | 0.55% | -0.01% | -3.52% | 4.14% | 0.68% | 11.98% | -5.79% | 19.54% |
| 2023 | 4.27% | -4.98% | -0.43% | -6.35% | -3.70% | 6.62% | 3.65% | -4.85% | -4.86% | -6.33% | 12.11% | 7.74% | 0.71% |
| 2022 | -10.89% | -0.41% | 4.10% | -11.27% | 3.96% | -9.68% | 7.06% | -1.34% | -8.45% | 10.70% | 2.94% | -6.17% | -20.42% |
| 2021 | 0.08% | 11.47% | 0.26% | 3.22% | 1.18% | 1.27% | 1.44% | 2.47% | -5.79% | 4.41% | -1.46% | 1.64% | 21.13% |
Benchmark Metrics
First Trust Lunt U.S. Factor Rotation ETF has an annualized alpha of -2.17%, beta of 0.99, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since July 27, 2018.
- This ETF participated in 104.99% of S&P 500 Index downside but only 93.80% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.17% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.99 and R2 of 0.79, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.17%
- Beta
- 0.99
- R²
- 0.79
- Upside Capture
- 93.80%
- Downside Capture
- 104.99%
Expense Ratio
FCTR has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FCTR ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Lunt U.S. Factor Rotation ETF (FCTR) and compare them to S&P 500 Index.
| FCTR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.69 | -0.88 |
| Martin ratioReturn relative to average drawdown | 6.57 | 12.34 | -5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
First Trust Lunt U.S. Factor Rotation ETF provided a 0.36% dividend yield over the last twelve months, with an annual payout of $0.14 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.14 | $0.11 | $0.27 | $0.29 | $0.39 | $0.16 | $0.13 | $0.22 | $0.12 |
Dividend yield | 0.36% | 0.30% | 0.82% | 1.04% | 1.38% | 0.46% | 0.44% | 0.98% | 0.66% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Lunt U.S. Factor Rotation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.11 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.07 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.16 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Lunt U.S. Factor Rotation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Lunt U.S. Factor Rotation ETF was 37.10%, occurring on Oct 27, 2023. Recovery took 326 trading sessions.
The current First Trust Lunt U.S. Factor Rotation ETF drawdown is 3.51%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -37.10%Oct 2023 | 1y 11mo | 1y 3mo | 3y 3moNov 2021 - Feb 2025 |
COVID crash2020 | -35.92%Mar 2020 | 1mo 2d | 2mo 12d | 3mo 14dFeb 2020 - Jun 2020 |
2025 selloff2025 | -22.63%Apr 2025 | 1mo 18d | 6mo 3d | 7mo 21dFeb 2025 - Oct 2025 |
Rate-hike selloffLate 2018 | -19.41%Dec 2018 | 3mo 1d | 2mo 27d | 5mo 28dSep 2018 - Mar 2019 |
2025 correction2025 | -11.17%Nov 2025 | 17d | 20d | 1mo 7dNov 2025 - Dec 2025 |
Drawdown Indicators
| FCTR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.10% | -56.78% | +19.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -9.10% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -22.63% | -18.90% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -37.10% | -25.43% | -11.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.51% | -2.97% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -10.72% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 1.97% | +1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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