First Trust Senior Loan Fund (FTSL)
FTSL is an actively managed ETF by First Trust. FTSL launched on May 1, 2013 and has a 0.86% expense ratio.
ETF Info
| ISIN | US33738D3098 |
|---|---|
| CUSIP | 33738D309 |
| Issuer | First Trust |
| Inception Date | May 1, 2013 |
| Region | Developed Markets (Broad) |
| Category | High Yield Bonds, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Home Page | www.ftportfolios.com |
| Asset Class | Bond |
Expense Ratio
FTSL features an expense ratio of 0.86%, falling within the medium range.
Share Price Chart
Loading data...
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
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.
Returns By Period
First Trust Senior Loan Fund had a return of 7.28% year-to-date (YTD) and 9.04% in the last 12 months. Over the past 10 years, First Trust Senior Loan Fund had an annualized return of 4.10%, while the S&P 500 had an annualized return of 11.39%, indicating that First Trust Senior Loan Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.28% | 25.48% |
| 1 month | 0.96% | 2.14% |
| 6 months | 3.94% | 12.76% |
| 1 year | 9.04% | 33.14% |
| 5 years (annualized) | 4.91% | 13.96% |
| 10 years (annualized) | 4.10% | 11.39% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.21% | 1.31% | 0.76% | 0.08% | 0.81% | -0.07% | 1.29% | 0.48% | 0.52% | 0.70% | 7.28% | ||
| 2023 | 2.84% | 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% |
| 2021 | 0.96% | 0.19% | 0.25% | 0.21% | 0.48% | 0.33% | -0.14% | 0.48% | 0.14% | 0.30% | -0.54% | 1.22% | 3.94% |
| 2020 | 0.42% | -1.71% | -10.73% | 5.60% | 3.59% | -0.35% | 1.97% | 1.20% | -0.40% | -0.23% | 2.86% | 1.65% | 2.99% |
| 2019 | 3.48% | 2.01% | -0.81% | 2.11% | -0.82% | -0.10% | 0.94% | -0.23% | 1.05% | -0.21% | 1.09% | 1.23% | 10.10% |
| 2018 | 0.97% | -0.09% | 0.20% | 0.38% | 0.00% | -0.11% | 0.81% | 0.39% | 0.46% | -0.13% | -0.96% | -3.15% | -1.30% |
| 2017 | 0.16% | 0.58% | -0.21% | 0.43% | 0.45% | -0.04% | 0.74% | -0.21% | -0.06% | 0.58% | -0.20% | 0.32% | 2.59% |
| 2016 | 0.09% | -0.26% | 2.56% | 1.31% | 0.48% | -0.44% | 1.61% | 0.37% | 0.52% | 0.14% | -0.06% | 1.01% | 7.54% |
| 2015 | 0.66% | 1.56% | 0.22% | 0.45% | 0.35% | -0.57% | 0.66% | -0.27% | -0.69% | 0.25% | -1.31% | -0.89% | 0.40% |
| 2014 | 0.57% | 0.27% | 0.18% | -0.20% | 0.54% | 0.76% | -0.33% | 0.44% | -1.12% | 0.42% | 0.41% | -0.52% | 1.40% |
| 2013 | 0.79% | -1.51% | 1.00% | -0.34% | 0.28% | 0.94% | 0.23% | 0.39% | 1.79% |
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.
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.
Dividends
Dividend History
First Trust Senior Loan Fund provided a 7.63% dividend yield over the last twelve months, with an annual payout of $3.54 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.54 | $3.50 | $2.13 | $1.52 | $1.66 | $2.13 | $1.95 | $1.75 | $1.80 | $1.85 | $1.82 | $1.31 |
Dividend yield | 7.63% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.67% | Jan 30, 2020 | 37 | Mar 23, 2020 | 161 | Nov 9, 2020 | 198 |
| -6.96% | Jan 25, 2022 | 111 | Jul 5, 2022 | 146 | Feb 1, 2023 | 257 |
| -4.62% | Oct 23, 2018 | 43 | Dec 24, 2018 | 38 | Feb 20, 2019 | 81 |
| -4.29% | Jul 22, 2015 | 144 | Feb 16, 2016 | 46 | Apr 21, 2016 | 190 |
| -2.54% | Dec 3, 2014 | 11 | Dec 17, 2014 | 33 | Feb 5, 2015 | 44 |
Volatility
Volatility Chart
The current First Trust Senior Loan Fund volatility is 0.48%, 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.