CRUX vs. FAAR

Last updated Jun 23, 2026

CRUX (Columbia Core Bond ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - CRUX is a Intermediate Core Bond fund actively managed by Columbia Threadneedle, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. At a correlation of -0.41, they often move in opposite directions. CRUX charges 0.32%/yr vs 0.95%/yr for FAAR.

Performance

CRUX vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Core Bond ETF (CRUX) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CRUX

• 1D: -0.23%
• 1M: 0.62%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FAAR

• 1D: -0.05%
• 1M: -4.34%
• YTD: 20.23%
• 6M: 19.92%
• 1Y: 26.86%
• 3Y*: 10.91%
• 5Y*: 7.89%
• 10Y*: 4.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRUX vs. FAAR - Yearly Performance Comparison

	2026 (YTD)
CRUX Columbia Core Bond ETF	0.12%
FAAR First Trust Alternative Absolute Return Strategy ETF	-2.78%

Correlation

The correlation between CRUX and FAAR is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	-0.41

Return for Risk

CRUX vs. FAAR — Risk / Return Rank

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

CRUX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FAAR

FAAR Risk / Return Rank: 70
FAAR Sharpe Ratio Rank: 64
FAAR Sortino Ratio Rank: 65
FAAR Omega Ratio Rank: 58
FAAR Calmar Ratio Rank: 87
FAAR Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRUX vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CRUX	FAAR	Difference
Sharpe ratio: Return per unit of total volatility	—	2.02	—
Sortino ratio: Return per unit of downside risk	—	2.89	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	4.75	—
Martin ratio: Return relative to average drawdown	—	14.70	—

Drawdowns

CRUX vs. FAAR - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.85%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for CRUX and FAAR.

Drawdown Indicators

	CRUX	FAAR	Difference
Max Drawdown Largest peak-to-trough decline	-1.85%	-18.03%	+16.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.03%	—
Current Drawdown Current decline from peak	-0.58%	-5.43%	+4.85%
Average Drawdown Average peak-to-trough decline	-0.60%	-7.82%	+7.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.89%	—

Volatility

Volatility by Period

	CRUX	FAAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.12%	13.37%	-9.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.12%	12.95%	-8.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.12%	11.53%	-7.41%

CRUX vs. FAAR - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is lower than FAAR's 0.95% expense ratio.

Dividends

CRUX vs. FAAR - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 1.06%, less than FAAR's 9.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRUX Columbia Core Bond ETF	1.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FAAR First Trust Alternative Absolute Return Strategy ETF	9.57%	11.63%	3.45%	3.20%	5.82%	6.49%	3.05%	1.02%	0.58%	2.83%

Frequently Asked Questions

Can I hold both CRUX and FAAR in my portfolio?

CRUX and FAAR have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CRUX or FAAR?

On fees, CRUX is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CRUX or FAAR?

CRUX is cheaper with a 0.32% expense ratio, compared with 0.95% for FAAR.

Which ETF pays a higher dividend yield, CRUX or FAAR?

FAAR has the higher dividend yield at 9.57%, compared with 1.06% for CRUX.

What is the main difference between CRUX and FAAR?

CRUX is categorized as Intermediate Core Bond, while FAAR is Commodities. They also come from different issuers: Columbia Threadneedle and First Trust. Their fees differ too: 0.32% for CRUX and 0.95% for FAAR.