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First Trust Low Duration Strategic Focus ETF (LDSF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33740F8703
CUSIP33740F870
IssuerFirst Trust
Inception DateJan 3, 2019
RegionNorth America (U.S.)
CategoryMoney Market, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.ftportfolios.com
Asset ClassBond

Expense Ratio

The First Trust Low Duration Strategic Focus ETF has a high expense ratio of 0.77%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.77%

Share Price Chart


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Compare to other instruments

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First Trust Low Duration Strategic Focus ETF

Popular comparisons: LDSF vs. SGOV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Low Duration Strategic Focus 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%20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
8.37%
105.85%
LDSF (First Trust Low Duration Strategic Focus ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Low Duration Strategic Focus ETF had a return of 0.75% year-to-date (YTD) and 5.69% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.75%10.04%
1 month0.92%3.53%
6 months5.14%22.79%
1 year5.69%32.16%
5 years (annualized)1.36%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.44%-0.38%
20230.34%-0.57%-0.58%2.72%1.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for First Trust Low Duration Strategic Focus ETF (LDSF) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
LDSF
First Trust Low Duration Strategic Focus ETF
1.61
^GSPC
S&P 500
2.76

Sharpe Ratio

The current First Trust Low Duration Strategic Focus ETF Sharpe ratio is 1.61. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.61
2.76
LDSF (First Trust Low Duration Strategic Focus ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Low Duration Strategic Focus ETF granted a 4.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.80 per share.


PeriodTTM20232022202120202019
Dividend$0.80$0.77$0.48$0.39$0.54$0.62

Dividend yield

4.28%4.08%2.62%1.97%2.65%3.04%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.07$0.07
2023$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07
2022$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.05$0.05$0.04$0.05$0.06
2021$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.03$0.03$0.03
2020$0.04$0.04$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.12
2019$0.05$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
LDSF (First Trust Low Duration Strategic Focus ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Low Duration Strategic Focus 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 Low Duration Strategic Focus ETF was 8.56%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.56%Mar 4, 202014Mar 23, 202094Aug 5, 2020108
-7.86%Jan 19, 2021444Oct 20, 2022296Dec 26, 2023740
-1.16%Feb 2, 20248Feb 13, 202430Mar 27, 202438
-0.63%Sep 3, 202041Oct 30, 20205Nov 6, 202046
-0.58%Oct 7, 201917Oct 29, 201921Nov 27, 201938

Volatility

Volatility Chart

The current First Trust Low Duration Strategic Focus ETF volatility is 0.76%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.76%
2.82%
LDSF (First Trust Low Duration Strategic Focus ETF)
Benchmark (^GSPC)