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ISIN
US33733E8232
Inception Date
Oct 25, 2022
Leveraged
1x (No leverage)
Index Tracked
The Growth Strength Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$1B

Share Price Chart


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Performance

FTGS Performance Chart

First Trust Growth Strength ETF (FTGS) is up 4.0% since the beginning of the year. FTGS is currently trading at $37 per share.


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S&P 500 Index

Returns By Period

First Trust Growth Strength ETF (FTGS) has returned 3.96% so far this year and 12.35% over the past 12 months.


First Trust Growth Strength ETF

1D
-0.65%
1M
0.08%
YTD
3.96%
6M
2.63%
1Y
12.35%
3Y*
17.47%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGS Monthly Returns History

Based on dividend-adjusted daily data since Oct 26, 2022, FTGS's average daily return is +0.07%, while the average monthly return is +1.44%. At this rate, an investment would double in approximately 4.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +11.0%, while the worst month was Dec 2022 at -6.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FTGS closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.38%0.59%-5.56%5.92%3.85%-1.87%3.96%
20253.38%-3.48%-4.97%1.61%7.81%4.92%1.43%1.50%2.09%-0.79%-1.35%0.61%12.78%
20241.98%6.34%4.07%-5.86%3.80%1.71%0.66%1.79%-0.06%-1.31%7.92%-5.37%15.76%
20237.56%-1.47%1.95%-1.65%0.32%7.82%4.70%-0.41%-2.81%-2.85%10.97%6.46%33.69%
20220.29%8.24%-6.88%1.09%

Benchmark Metrics

First Trust Growth Strength ETF has an annualized alpha of -1.68%, beta of 1.02, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 26, 2022.

  • This ETF participated in 99.76% of S&P 500 Index downside but only 93.72% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.02 and R2 of 0.86, 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
-1.68%
Beta
1.02
0.86
Upside Capture
93.72%
Downside Capture
99.76%

Expense Ratio

FTGS has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FTGS ranks 27 for risk / return — below 27% 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.


FTGS Risk / Return Rank: 2727
Overall Rank
FTGS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FTGS Sortino Ratio Rank: 2626
Sortino Ratio Rank
FTGS Omega Ratio Rank: 2323
Omega Ratio Rank
FTGS Calmar Ratio Rank: 2727
Calmar Ratio Rank
FTGS Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTGSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.31

2.78

-1.47

Martin ratioReturn relative to average drawdown

4.38

12.44

-8.06

Dividends

Dividend History

First Trust Growth Strength ETF provided a 0.09% dividend yield over the last twelve months, with an annual payout of $0.03 per share.


0.20%0.30%0.40%0.50%0.60%$0.00$0.05$0.10$0.152022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.03$0.06$0.12$0.17$0.04

Dividend yield

0.09%0.16%0.39%0.62%0.21%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.01$0.06
2024$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$0.07$0.12
2023$0.00$0.00$0.06$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.05$0.17
2022$0.04$0.04

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 Growth 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 Growth Strength ETF was 19.99%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

The current First Trust Growth Strength ETF drawdown is 2.84%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-19.99%Apr 2025
2mo 14d1mo 8d
3mo 22dJan 2025 - May 2025
2024 pullback2024
-9.50%Aug 2024
21d2mo 5d
2mo 26dJul 2024 - Oct 2024
2026 pullback2026
-9.47%Mar 2026
5mo21d
5mo 21dOct 2025 - Apr 2026
2023 pullback2023
-8.45%Jan 2023
1mo 4d21d
1mo 25dDec 2022 - Jan 2023
2023 pullback2023
-7.80%Mar 2023
26d3mo 1d
3mo 27dFeb 2023 - Jun 2023

Drawdown Indicators


FTGSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-56.78%

+36.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-9.10%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-19.99%

-18.90%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.84%

-1.80%

-1.04%

Average Drawdown

Average peak-to-trough decline

-2.74%

-10.71%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.03%

+0.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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