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FCTR vs. GQGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FCTR vs. GQGU

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Lunt U.S. Factor Rotation ETF (FCTR) and GQG US Equity ETF (GQGU).

FCTR and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCTR is a passively managed fund by First Trust that tracks the performance of the Lunt Capital Large Cap Factor Rotation Index. It was launched on Jul 25, 2018. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

FCTR vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Lunt U.S. Factor Rotation ETF (FCTR) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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FCTR vs. GQGU - Yearly Performance Comparison

2026 (YTD)2025
FCTR
First Trust Lunt U.S. Factor Rotation ETF		0.17%4.51%
GQGU
GQG US Equity ETF		9.61%-1.14%

Returns By Period

In the year-to-date period, FCTR achieves a 0.17% return, which is significantly lower than GQGU's 9.61% return.

FCTR

1D
1.45%
1M
-4.10%
YTD
0.17%
6M
0.63%
1Y
15.82%
3Y*
9.92%
5Y*
2.06%
10Y*
—

GQGU

1D
-0.22%
1M
-1.96%
YTD
9.61%
6M
7.66%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust Lunt U.S. Factor Rotation ETF

GQG US Equity ETF

Often compared with FCTR:
FCTR vs. BDGSFCTR vs. QQQFCTR vs. INTFFCTR vs. JPUSFCTR vs. VOOFCTR vs. DYNFFCTR vs. FPX
Often compared with GQGU:
GQGU vs. SCHGGQGU vs. QQQMGQGU vs. VUGGQGU vs. BBUSGQGU vs. ACWIGQGU vs. BAMGGQGU vs. GPIQ

FCTR vs. GQGU - Expense Ratio Comparison

FCTR has a 0.65% expense ratio, which is higher than GQGU's 0.49% expense ratio.

FCTR
First Trust Lunt U.S. Factor Rotation ETF
GQGU
GQG US Equity ETF

Return for Risk

FCTR vs. GQGU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FCTR
FCTR Risk / Return Rank: 4646
Overall Rank
FCTR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FCTR Sortino Ratio Rank: 4242
Sortino Ratio Rank
FCTR Omega Ratio Rank: 4141
Omega Ratio Rank
FCTR Calmar Ratio Rank: 5454
Calmar Ratio Rank
FCTR Martin Ratio Rank: 5151
Martin Ratio Rank
GQGU
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.

FCTR vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Lunt U.S. Factor Rotation ETF (FCTR) and GQG US Equity ETF (GQGU). 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.

FCTRGQGUDifference

Sharpe ratio

Return per unit of total volatility

0.77

—

—

Sortino ratio

Return per unit of downside risk

1.17

—

—

Omega ratio

Gain probability vs. loss probability

1.16

—

—

Calmar ratio

Return relative to maximum drawdown

1.37

—

—

Martin ratio

Return relative to average drawdown

4.96

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCTR vs. GQGU - Sharpe Ratio Comparison

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Sharpe Ratios by Period

FCTRGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.25

-0.86

Correlation

The correlation between FCTR and GQGU is -0.13. 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

FCTR vs. GQGU - Dividend Comparison

FCTR's dividend yield for the trailing twelve months is around 0.41%, less than GQGU's 0.93% yield.

TTM20252024202320222021202020192018
FCTR
First Trust Lunt U.S. Factor Rotation ETF		0.41%0.30%0.82%1.04%1.38%0.46%0.44%0.98%0.66%
GQGU
GQG US Equity ETF		0.93%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCTR vs. GQGU - Drawdown Comparison

The maximum FCTR drawdown since its inception was -37.10%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for FCTR and GQGU.

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Drawdown Indicators

FCTRGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-37.10%

-6.65%

-30.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-37.10%

—

—

Current Drawdown

Current decline from peak

-5.98%

-1.96%

-4.02%

Average Drawdown

Average peak-to-trough decline

-10.59%

-2.20%

-8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

—

—

Volatility

FCTR vs. GQGU - Volatility Comparison

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Volatility by Period

FCTRGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

20.57%

9.55%

+11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

9.55%

+9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

9.55%

+12.47%