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First Trust Senior Loan Fund (FTSL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738D3098

CUSIP

33738D309

Issuer

First Trust

Inception Date

May 1, 2013

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

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:
FTSL vs. BKLN FTSL vs. PFFD FTSL vs. HYLB FTSL vs. SJNK FTSL vs. SCHP FTSL vs. AVUV FTSL vs. HYG FTSL vs. USHY FTSL vs. JNK FTSL vs. SLYV
Popular comparisons:
FTSL vs. BKLN FTSL vs. PFFD FTSL vs. HYLB FTSL vs. SJNK FTSL vs. SCHP FTSL vs. AVUV FTSL vs. HYG FTSL vs. USHY FTSL vs. JNK FTSL vs. SLYV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Senior Loan Fund, 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
3.77%
12.93%
FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)

Returns By Period

First Trust Senior Loan Fund had a return of 6.94% year-to-date (YTD) and 8.66% in the last 12 months. Over the past 10 years, First Trust Senior Loan Fund had an annualized return of 4.03%, while the S&P 500 had an annualized return of 11.16%, indicating that First Trust Senior Loan Fund did not perform as well as the benchmark.


FTSL

YTD

6.94%

1M

0.63%

6M

3.77%

1Y

8.66%

5Y (annualized)

4.84%

10Y (annualized)

4.03%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.21%1.31%0.76%0.08%0.81%-0.07%1.29%0.48%0.52%0.70%6.94%
20232.84%0.28%0.26%0.25%0.12%1.66%1.02%1.33%0.59%-0.01%1.24%1.45%11.58%
2022-0.03%-0.54%-0.35%0.20%-3.40%-2.23%3.01%0.78%-2.60%2.02%1.25%-0.44%-2.50%
20210.96%0.19%0.25%0.21%0.48%0.33%-0.14%0.48%0.14%0.30%-0.54%1.22%3.94%
20200.42%-1.71%-10.73%5.60%3.59%-0.35%1.97%1.20%-0.40%-0.23%2.86%1.65%2.99%
20193.48%2.01%-0.81%2.11%-0.82%-0.10%0.94%-0.23%1.05%-0.21%1.09%1.23%10.10%
20180.97%-0.09%0.20%0.38%0.00%-0.11%0.81%0.39%0.46%-0.13%-0.96%-3.15%-1.30%
20170.16%0.58%-0.21%0.43%0.45%-0.04%0.74%-0.21%-0.06%0.58%-0.20%0.32%2.59%
20160.09%-0.26%2.56%1.31%0.48%-0.44%1.61%0.37%0.52%0.14%-0.06%1.01%7.54%
20150.66%1.56%0.22%0.45%0.35%-0.57%0.66%-0.27%-0.69%0.25%-1.31%-0.89%0.40%
20140.57%0.27%0.18%-0.20%0.54%0.76%-0.33%0.44%-1.12%0.42%0.41%-0.52%1.40%
20130.79%-1.51%1.00%-0.34%0.28%0.94%0.23%0.39%1.79%

Expense Ratio

FTSL features an expense ratio of 0.86%, falling within the medium range.


Expense ratio chart for FTSL: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FTSL is 98, placing it in the top 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FTSL is 9898
Combined Rank
The Sharpe Ratio Rank of FTSL is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of FTSL is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FTSL is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FTSL is 9898
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 Senior Loan Fund (FTSL) 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 FTSL, currently valued at 4.33, compared to the broader market0.002.004.004.332.54
The chart of Sortino ratio for FTSL, currently valued at 6.31, compared to the broader market-2.000.002.004.006.008.0010.0012.006.313.40
The chart of Omega ratio for FTSL, currently valued at 2.12, compared to the broader market0.501.001.502.002.503.002.121.47
The chart of Calmar ratio for FTSL, currently valued at 8.05, compared to the broader market0.005.0010.0015.008.053.66
The chart of Martin ratio for FTSL, currently valued at 54.02, compared to the broader market0.0020.0040.0060.0080.00100.0054.0216.26
FTSL
^GSPC

The current First Trust Senior Loan Fund Sharpe ratio is 4.33. 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 Senior Loan Fund 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.33
2.54
FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Senior Loan Fund provided a 7.02% dividend yield over the last twelve months, with an annual payout of $3.25 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.25$3.50$2.13$1.52$1.66$2.13$1.95$1.75$1.80$1.85$1.82$1.31

Dividend yield

7.02%7.59%4.77%3.18%3.48%4.45%4.29%3.64%3.70%3.95%3.75%2.64%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.31$0.30$0.30$0.30$0.29$0.29$0.29$0.29$0.29$0.29$0.00$2.94
2023$0.29$0.29$0.29$0.29$0.29$0.29$0.29$0.31$0.30$0.30$0.30$0.30$3.50
2022$0.15$0.14$0.14$0.14$0.14$0.15$0.16$0.17$0.21$0.23$0.23$0.27$2.13
2021$0.14$0.11$0.12$0.11$0.12$0.14$0.14$0.13$0.13$0.13$0.12$0.15$1.52
2020$0.15$0.15$0.15$0.15$0.15$0.14$0.13$0.12$0.12$0.13$0.13$0.15$1.66
2019$0.18$0.18$0.19$0.19$0.18$0.18$0.18$0.18$0.18$0.17$0.17$0.16$2.13
2018$0.15$0.15$0.15$0.15$0.16$0.17$0.17$0.17$0.17$0.17$0.17$0.19$1.95
2017$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.15$0.21$1.75
2016$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.80
2015$0.15$0.15$0.15$0.15$0.15$0.15$0.16$0.16$0.16$0.16$0.16$0.16$1.85
2014$0.16$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.21$1.82
2013$0.17$0.17$0.17$0.17$0.16$0.16$0.16$0.16$1.31

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
-0.54%
-0.88%
FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Senior Loan Fund. 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 Senior Loan Fund was 22.67%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current First Trust Senior Loan Fund drawdown is 0.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.67%Jan 30, 202037Mar 23, 2020161Nov 9, 2020198
-6.96%Jan 25, 2022111Jul 5, 2022146Feb 1, 2023257
-4.62%Oct 23, 201843Dec 24, 201838Feb 20, 201981
-4.29%Jul 22, 2015144Feb 16, 201646Apr 21, 2016190
-2.54%Dec 3, 201411Dec 17, 201433Feb 5, 201544

Volatility

Volatility Chart

The current First Trust Senior Loan Fund volatility is 0.77%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.77%
3.96%
FTSL (First Trust Senior Loan Fund)
Benchmark (^GSPC)