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First Trust Capital Strength ETF (FTCS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33733E1047

CUSIP

33733E104

Issuer

First Trust

Inception Date

Jul 6, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

The NASDAQ Capital Strength Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

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:
FTCS vs. FVD FTCS vs. SPY FTCS vs. PMYYX FTCS vs. VIG FTCS vs. SPHD FTCS vs. VNQ FTCS vs. SCHD FTCS vs. SPLV FTCS vs. DVY FTCS vs. USMV
Popular comparisons:
FTCS vs. FVD FTCS vs. SPY FTCS vs. PMYYX FTCS vs. VIG FTCS vs. SPHD FTCS vs. VNQ FTCS vs. SCHD FTCS vs. SPLV FTCS vs. DVY FTCS vs. USMV

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.42%
11.19%
FTCS (First Trust Capital Strength ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Capital Strength ETF had a return of 14.50% year-to-date (YTD) and 20.75% in the last 12 months. Over the past 10 years, First Trust Capital Strength ETF had an annualized return of 10.65%, which was very close to the S&P 500 benchmark's annualized return of 11.14%.


FTCS

YTD

14.50%

1M

-2.04%

6M

8.42%

1Y

20.75%

5Y (annualized)

10.49%

10Y (annualized)

10.65%

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.16%3.40%2.57%-4.72%2.43%0.88%3.82%3.98%0.37%-1.85%14.50%
20230.93%-4.03%0.89%0.81%-3.13%5.74%1.90%-0.38%-3.12%-1.24%6.70%3.72%8.48%
2022-7.03%-3.82%3.69%-5.31%-0.20%-5.13%5.56%-3.73%-6.19%11.11%6.26%-4.05%-10.22%
2021-2.80%1.36%6.87%4.50%1.72%0.65%3.24%1.96%-5.73%6.88%-1.86%8.10%26.75%
20200.61%-7.89%-10.86%10.98%6.04%0.15%5.97%5.12%-2.60%-3.62%8.41%2.42%13.05%
20196.44%4.13%1.28%3.42%-5.01%6.68%1.08%-0.51%0.41%1.20%3.69%1.65%26.71%
20184.96%-2.66%-2.71%-0.83%2.31%-0.09%3.95%2.82%1.26%-6.21%2.32%-8.48%-4.22%
20171.95%4.29%1.00%2.63%2.65%-0.63%1.51%0.89%1.75%3.44%3.90%0.52%26.57%
2016-3.48%1.38%5.83%-0.03%0.63%0.66%2.36%-0.39%-0.70%-2.30%3.40%1.05%8.40%
2015-2.89%5.39%-1.09%-1.74%2.27%-2.35%2.92%-6.31%-1.03%7.51%0.00%-0.54%1.35%
2014-3.62%4.06%1.14%0.41%2.00%1.57%-2.53%3.67%0.12%3.15%4.58%0.61%15.86%
20139.57%-0.81%3.88%0.20%6.96%-2.30%4.90%-3.39%3.65%5.40%3.48%1.61%37.60%

Expense Ratio

FTCS features an expense ratio of 0.56%, falling within the medium range.


Expense ratio chart for FTCS: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTCS is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FTCS is 7474
Combined Rank
The Sharpe Ratio Rank of FTCS is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FTCS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FTCS is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FTCS is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FTCS is 7171
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 Capital Strength ETF (FTCS) 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 FTCS, currently valued at 2.38, compared to the broader market0.002.004.006.002.382.54
The chart of Sortino ratio for FTCS, currently valued at 3.35, compared to the broader market-2.000.002.004.006.008.0010.0012.003.353.40
The chart of Omega ratio for FTCS, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.47
The chart of Calmar ratio for FTCS, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.693.66
The chart of Martin ratio for FTCS, currently valued at 12.61, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.6116.28
FTCS
^GSPC

The current First Trust Capital Strength ETF Sharpe ratio is 2.38. 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 Capital Strength 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.38
2.54
FTCS (First Trust Capital Strength ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Capital Strength ETF provided a 1.32% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.20$1.18$0.92$0.89$0.63$0.76$0.61$0.59$0.59$0.57$0.77$0.45

Dividend yield

1.32%1.47%1.23%1.05%0.93%1.26%1.26%1.15%1.43%1.50%2.01%1.34%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.26$0.00$0.00$0.77
2023$0.00$0.00$0.29$0.00$0.00$0.24$0.00$0.00$0.22$0.00$0.00$0.43$1.18
2022$0.00$0.00$0.20$0.00$0.00$0.18$0.00$0.00$0.26$0.00$0.00$0.29$0.92
2021$0.00$0.00$0.24$0.00$0.00$0.21$0.00$0.00$0.16$0.00$0.00$0.28$0.89
2020$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.21$0.63
2019$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.23$0.00$0.00$0.20$0.76
2018$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.10$0.00$0.00$0.23$0.61
2017$0.00$0.00$0.14$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.16$0.59
2016$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$0.10$0.00$0.00$0.17$0.59
2015$0.00$0.00$0.16$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.14$0.57
2014$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.32$0.77
2013$0.08$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.13$0.45

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%JuneJulyAugustSeptemberOctoberNovember
-2.04%
-1.41%
FTCS (First Trust Capital Strength ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Capital Strength 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 Capital Strength ETF was 53.64%, occurring on Nov 20, 2008. Recovery took 558 trading sessions.

The current First Trust Capital Strength ETF drawdown is 2.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.64%Jul 16, 2007344Nov 20, 2008558Feb 11, 2011902
-31.93%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-24.49%May 3, 2011107Oct 3, 2011111Mar 13, 2012218
-20.93%Dec 30, 2021190Sep 30, 2022345Feb 15, 2024535
-18.64%Sep 24, 201864Dec 24, 201877Apr 16, 2019141

Volatility

Volatility Chart

The current First Trust Capital Strength ETF volatility is 3.10%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.10%
4.07%
FTCS (First Trust Capital Strength ETF)
Benchmark (^GSPC)