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First Trust Preferred Securities & Income ETF (FPE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33739E1082

CUSIP

33739E108

Issuer

First Trust

Inception Date

Feb 12, 2013

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Preferred Stock

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FPE features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for FPE: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FPE vs. FPEI FPE vs. PFF FPE vs. PGX FPE vs. ICVT FPE vs. IYG FPE vs. PPSIX FPE vs. SCHD FPE vs. QQQ FPE vs. DODIX FPE vs. SPHD
Popular comparisons:
FPE vs. FPEI FPE vs. PFF FPE vs. PGX FPE vs. ICVT FPE vs. IYG FPE vs. PPSIX FPE vs. SCHD FPE vs. QQQ FPE vs. DODIX FPE vs. SPHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Preferred Securities & Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
8.53%
FPE (First Trust Preferred Securities & Income ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Preferred Securities & Income ETF had a return of 11.31% year-to-date (YTD) and 11.48% in the last 12 months. Over the past 10 years, First Trust Preferred Securities & Income ETF had an annualized return of 5.09%, while the S&P 500 had an annualized return of 11.06%, indicating that First Trust Preferred Securities & Income ETF did not perform as well as the benchmark.


FPE

YTD

11.31%

1M

0.07%

6M

5.43%

1Y

11.48%

5Y*

3.04%

10Y*

5.09%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of FPE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.03%0.46%1.69%-1.35%1.86%1.20%1.60%1.62%2.44%-0.77%0.67%11.31%
20237.93%-1.98%-8.79%0.62%-0.35%1.38%2.42%0.06%-0.81%-2.25%5.70%3.71%6.85%
2022-1.94%-2.80%-0.64%-3.83%0.26%-4.81%5.04%-1.75%-4.81%-0.73%3.25%-0.34%-12.77%
2021-0.20%0.39%0.78%1.20%0.73%1.38%0.59%0.26%-0.03%0.02%-1.26%1.29%5.25%
20201.18%-2.60%-15.95%9.88%3.38%0.31%4.29%1.72%-0.65%0.33%4.74%1.41%6.00%
20194.78%1.38%1.38%1.45%-0.14%1.89%1.62%0.50%0.94%1.15%0.46%1.44%18.15%
2018-0.61%0.05%-0.87%0.21%-1.33%0.48%1.19%0.96%-0.53%-1.46%-1.58%-1.55%-4.98%
20171.83%1.92%0.46%1.38%1.28%1.23%1.13%0.00%0.52%0.65%-0.01%0.36%11.26%
2016-0.42%-1.51%2.08%1.77%1.55%0.04%3.12%1.15%-0.05%0.32%-3.09%1.38%6.37%
20151.18%1.16%0.63%0.52%0.20%-0.71%1.17%-0.59%-0.16%1.87%0.62%0.09%6.12%
20142.50%1.84%1.66%1.26%1.44%1.22%-0.55%1.21%-1.39%1.54%0.55%-0.13%11.67%
20130.50%1.23%1.33%-1.81%-2.47%-1.63%-4.14%-0.43%0.75%0.50%-0.43%-6.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, FPE is among the top 12% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FPE is 8888
Overall Rank
The Sharpe Ratio Rank of FPE is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FPE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FPE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FPE is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FPE is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Preferred Securities & Income ETF (FPE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FPE, currently valued at 2.75, compared to the broader market0.002.004.002.752.10
The chart of Sortino ratio for FPE, currently valued at 3.94, compared to the broader market-2.000.002.004.006.008.0010.003.942.80
The chart of Omega ratio for FPE, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.001.551.39
The chart of Calmar ratio for FPE, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.483.09
The chart of Martin ratio for FPE, currently valued at 18.56, compared to the broader market0.0020.0040.0060.0080.00100.0018.5613.49
FPE
^GSPC

The current First Trust Preferred Securities & Income ETF Sharpe ratio is 2.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Preferred Securities & Income ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.75
2.10
FPE (First Trust Preferred Securities & Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Preferred Securities & Income ETF provided a 6.17% dividend yield over the last twelve months, with an annual payout of $1.09 per share. The fund has been increasing its distributions for 2 consecutive years.


4.50%5.00%5.50%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.09$1.02$0.95$0.91$0.99$1.07$1.10$1.08$1.13$1.04$1.13$0.84

Dividend yield

6.17%6.04%5.67%4.50%4.88%5.32%6.14%5.39%5.98%5.49%6.00%4.70%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Preferred Securities & Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.07$0.09$0.09$0.07$0.09$0.10$0.07$0.09$0.09$0.07$0.09$0.09$1.01
2023$0.07$0.09$0.10$0.07$0.10$0.08$0.08$0.10$0.09$0.06$0.10$0.09$1.02
2022$0.07$0.08$0.09$0.06$0.09$0.09$0.07$0.09$0.08$0.07$0.09$0.09$0.95
2021$0.07$0.08$0.09$0.06$0.09$0.07$0.07$0.08$0.07$0.07$0.08$0.08$0.91
2020$0.08$0.08$0.10$0.09$0.08$0.10$0.07$0.09$0.08$0.06$0.09$0.08$0.99
2019$0.08$0.09$0.10$0.08$0.10$0.10$0.07$0.09$0.10$0.08$0.09$0.10$1.07
2018$0.09$0.08$0.10$0.08$0.09$0.10$0.08$0.09$0.10$0.08$0.10$0.11$1.10
2017$0.09$0.08$0.11$0.08$0.09$0.10$0.08$0.08$0.10$0.08$0.10$0.09$1.08
2016$0.12$0.07$0.11$0.09$0.10$0.09$0.07$0.11$0.10$0.08$0.10$0.10$1.13
2015$0.04$0.07$0.11$0.07$0.08$0.10$0.07$0.09$0.13$0.08$0.12$0.08$1.04
2014$0.06$0.08$0.11$0.07$0.07$0.12$0.05$0.09$0.11$0.07$0.09$0.21$1.13
2013$0.09$0.03$0.02$0.11$0.10$0.08$0.16$0.07$0.07$0.12$0.84

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.15%
-2.62%
FPE (First Trust Preferred Securities & Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Preferred Securities & Income 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 Preferred Securities & Income ETF was 33.35%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.

The current First Trust Preferred Securities & Income ETF drawdown is 1.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.35%Feb 18, 202022Mar 18, 2020164Nov 9, 2020186
-19.64%Sep 23, 2021374Mar 20, 2023352Aug 13, 2024726
-13.32%May 10, 201371Aug 20, 2013321Nov 26, 2014392
-5.95%Jan 23, 2018235Dec 27, 201836Feb 20, 2019271
-5.45%Jan 6, 201626Feb 11, 201639Apr 8, 201665

Volatility

Volatility Chart

The current First Trust Preferred Securities & Income ETF volatility is 1.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.10%
3.79%
FPE (First Trust Preferred Securities & Income ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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