First Trust Senior Loan Fund (FTSL)

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

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.

First Trust Senior Loan Fund (FTSL) has returned -0.80% so far this year and 4.68% over the past 12 months. Over the last ten years, FTSL has returned 4.48% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since May 2, 2013, FTSL's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, your investment would double in approximately 17.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +5.6%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FTSL closed higher 54% of trading days. The best single day was Mar 26, 2020 with a return of +4.3%, while the worst single day was Mar 18, 2020 at -7.1%.

First Trust Senior Loan Fund has an annualized alpha of 2.37%, beta of 0.13, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since May 03, 2013.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (18.93%) than losses (14.37%) — typical of diversified or defensive assets.
• Beta of 0.13 may look defensive, but with R² of 0.23 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.23 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

FTSL has an expense ratio of 0.86%, placing it in the medium range.

FTSL ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for First Trust Senior Loan Fund (FTSL) and compare them to a chosen benchmark (S&P 500 Index).

First Trust Senior Loan Fund provided a 6.58% dividend yield over the last twelve months, with an annual payout of $2.95 per share.

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.

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.

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 1.24%.

The chart below shows the rolling one-month volatility.