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AAA vs. FTSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAA and FTSL is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

AAA vs. FTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAF First Priority CLO Bond ETF (AAA) and First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

16.00%18.00%20.00%22.00%24.00%26.00%28.00%NovemberDecember2025FebruaryMarchApril
18.87%
27.18%
AAA
FTSL

Key characteristics

Sharpe Ratio

AAA:

1.63

FTSL:

2.16

Sortino Ratio

AAA:

2.27

FTSL:

2.74

Omega Ratio

AAA:

1.43

FTSL:

1.66

Calmar Ratio

AAA:

2.19

FTSL:

2.37

Martin Ratio

AAA:

17.09

FTSL:

17.02

Ulcer Index

AAA:

0.31%

FTSL:

0.37%

Daily Std Dev

AAA:

3.23%

FTSL:

2.93%

Max Drawdown

AAA:

-2.63%

FTSL:

-22.67%

Current Drawdown

AAA:

-0.23%

FTSL:

-0.15%

Returns By Period

In the year-to-date period, AAA achieves a 0.78% return, which is significantly higher than FTSL's 0.60% return.


AAA

YTD

0.78%

1M

0.34%

6M

2.04%

1Y

5.28%

5Y*

N/A

10Y*

N/A

FTSL

YTD

0.60%

1M

-0.15%

6M

2.48%

1Y

6.19%

5Y*

6.47%

10Y*

4.02%

*Annualized

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AAA vs. FTSL - Expense Ratio Comparison

AAA has a 0.25% expense ratio, which is lower than FTSL's 0.86% expense ratio.


Expense ratio chart for FTSL: current value is 0.86%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTSL: 0.86%
Expense ratio chart for AAA: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AAA: 0.25%

Risk-Adjusted Performance

AAA vs. FTSL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAA
The Risk-Adjusted Performance Rank of AAA is 9494
Overall Rank
The Sharpe Ratio Rank of AAA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AAA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AAA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AAA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AAA is 9797
Martin Ratio Rank

FTSL
The Risk-Adjusted Performance Rank of FTSL is 9696
Overall Rank
The Sharpe Ratio Rank of FTSL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FTSL is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FTSL is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FTSL is 9797
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.

AAA vs. FTSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAF First Priority CLO Bond ETF (AAA) and First Trust Senior Loan Fund (FTSL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for AAA, currently valued at 1.63, compared to the broader market-1.000.001.002.003.004.00
AAA: 1.63
FTSL: 2.16
The chart of Sortino ratio for AAA, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.00
AAA: 2.27
FTSL: 2.74
The chart of Omega ratio for AAA, currently valued at 1.43, compared to the broader market0.501.001.502.002.50
AAA: 1.43
FTSL: 1.66
The chart of Calmar ratio for AAA, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.0012.00
AAA: 2.19
FTSL: 2.37
The chart of Martin ratio for AAA, currently valued at 17.09, compared to the broader market0.0020.0040.0060.00
AAA: 17.09
FTSL: 17.02

The current AAA Sharpe Ratio is 1.63, which is comparable to the FTSL Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of AAA and FTSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.63
2.16
AAA
FTSL

Dividends

AAA vs. FTSL - Dividend Comparison

AAA's dividend yield for the trailing twelve months is around 5.94%, less than FTSL's 7.35% yield.


TTM20242023202220212020201920182017201620152014
AAA
AAF First Priority CLO Bond ETF
5.94%6.17%6.11%2.78%1.06%0.32%0.00%0.00%0.00%0.00%0.00%0.00%
FTSL
First Trust Senior Loan Fund
7.35%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%3.75%

Drawdowns

AAA vs. FTSL - Drawdown Comparison

The maximum AAA drawdown since its inception was -2.63%, smaller than the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for AAA and FTSL. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.23%
-0.15%
AAA
FTSL

Volatility

AAA vs. FTSL - Volatility Comparison

AAF First Priority CLO Bond ETF (AAA) has a higher volatility of 2.72% compared to First Trust Senior Loan Fund (FTSL) at 2.41%. This indicates that AAA's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.72%
2.41%
AAA
FTSL