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FCAL vs. AIRR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCAL vs. AIRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust California Municipal High Income ETF (FCAL) and First Trust RBA American Industrial Renaissance ETF (AIRR). The values are adjusted to include any dividend payments, if applicable.

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FCAL vs. AIRR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCAL
First Trust California Municipal High Income ETF
0.00%3.19%1.90%6.08%-9.50%3.26%3.51%9.32%0.31%4.41%
AIRR
First Trust RBA American Industrial Renaissance ETF
12.74%27.92%33.45%31.43%-2.08%33.01%17.17%33.97%-20.57%17.05%

Returns By Period


FCAL

1D
0.27%
1M
-2.08%
YTD
0.00%
6M
1.94%
1Y
4.14%
3Y*
2.88%
5Y*
0.77%
10Y*

AIRR

1D
4.60%
1M
-6.21%
YTD
12.74%
6M
14.68%
1Y
62.71%
3Y*
32.43%
5Y*
22.20%
10Y*
20.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCAL vs. AIRR - Expense Ratio Comparison

FCAL has a 0.50% expense ratio, which is lower than AIRR's 0.70% expense ratio.


Return for Risk

FCAL vs. AIRR — Risk / Return Rank

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

FCAL
FCAL Risk / Return Rank: 4545
Overall Rank
FCAL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FCAL Sortino Ratio Rank: 4444
Sortino Ratio Rank
FCAL Omega Ratio Rank: 6161
Omega Ratio Rank
FCAL Calmar Ratio Rank: 3838
Calmar Ratio Rank
FCAL Martin Ratio Rank: 3131
Martin Ratio Rank

AIRR
AIRR Risk / Return Rank: 9595
Overall Rank
AIRR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AIRR Sortino Ratio Rank: 9595
Sortino Ratio Rank
AIRR Omega Ratio Rank: 9191
Omega Ratio Rank
AIRR Calmar Ratio Rank: 9797
Calmar Ratio Rank
AIRR Martin Ratio Rank: 9696
Martin Ratio Rank
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.

FCAL vs. AIRR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust California Municipal High Income ETF (FCAL) and First Trust RBA American Industrial Renaissance ETF (AIRR). 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.


FCALAIRRDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.23

-1.30

Sortino ratio

Return per unit of downside risk

1.21

2.92

-1.72

Omega ratio

Gain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratio

Return relative to maximum drawdown

0.97

4.78

-3.81

Martin ratio

Return relative to average drawdown

2.69

16.89

-14.19

FCAL vs. AIRR - Sharpe Ratio Comparison

The current FCAL Sharpe Ratio is 0.93, which is lower than the AIRR Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FCAL and AIRR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCALAIRRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.23

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.89

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.62

-0.16

Correlation

The correlation between FCAL and AIRR is -0.04. 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.


Dividends

FCAL vs. AIRR - Dividend Comparison

FCAL's dividend yield for the trailing twelve months is around 3.32%, more than AIRR's 0.16% yield.


TTM20252024202320222021202020192018201720162015
FCAL
First Trust California Municipal High Income ETF
3.32%3.22%2.99%2.74%2.38%2.03%2.11%2.68%2.99%1.30%0.00%0.00%
AIRR
First Trust RBA American Industrial Renaissance ETF
0.16%0.19%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%

Drawdowns

FCAL vs. AIRR - Drawdown Comparison

The maximum FCAL drawdown since its inception was -14.81%, smaller than the maximum AIRR drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for FCAL and AIRR.


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Drawdown Indicators


FCALAIRRDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-42.37%

+27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.30%

-13.09%

+8.79%

Max Drawdown (5Y)

Largest decline over 5 years

-14.44%

-27.95%

+13.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-2.08%

-9.09%

+7.01%

Average Drawdown

Average peak-to-trough decline

-3.40%

-7.50%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

3.71%

-2.16%

Volatility

FCAL vs. AIRR - Volatility Comparison

The current volatility for First Trust California Municipal High Income ETF (FCAL) is 1.48%, while First Trust RBA American Industrial Renaissance ETF (AIRR) has a volatility of 10.92%. This indicates that FCAL experiences smaller price fluctuations and is considered to be less risky than AIRR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCALAIRRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

10.92%

-9.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

19.67%

-17.77%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

28.26%

-23.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

25.07%

-20.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

26.14%

-20.85%