FCTR vs. INTF
Compare and contrast key facts about First Trust Lunt U.S. Factor Rotation ETF (FCTR) and iShares MSCI Intl Multifactor ETF (INTF).
FCTR and INTF 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. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. Both FCTR and INTF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCTR or INTF.
Correlation
The correlation between FCTR and INTF is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FCTR vs. INTF - Performance Comparison
Key characteristics
FCTR:
0.15
INTF:
0.73
FCTR:
0.35
INTF:
1.15
FCTR:
1.05
INTF:
1.15
FCTR:
0.14
INTF:
0.96
FCTR:
0.43
INTF:
2.99
FCTR:
7.59%
INTF:
4.38%
FCTR:
21.44%
INTF:
17.87%
FCTR:
-37.10%
INTF:
-40.39%
FCTR:
-14.36%
INTF:
-0.84%
Returns By Period
In the year-to-date period, FCTR achieves a -6.64% return, which is significantly lower than INTF's 10.34% return.
FCTR
-6.64%
-3.58%
-3.15%
2.72%
10.46%
N/A
INTF
10.34%
-0.05%
6.78%
12.57%
12.13%
N/A
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FCTR vs. INTF - Expense Ratio Comparison
FCTR has a 0.65% expense ratio, which is higher than INTF's 0.30% expense ratio.
Risk-Adjusted Performance
FCTR vs. INTF — Risk-Adjusted Performance Rank
FCTR
INTF
FCTR vs. INTF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Lunt U.S. Factor Rotation ETF (FCTR) and iShares MSCI Intl Multifactor ETF (INTF). 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.
Dividends
FCTR vs. INTF - Dividend Comparison
FCTR's dividend yield for the trailing twelve months is around 0.83%, less than INTF's 3.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FCTR First Trust Lunt U.S. Factor Rotation ETF | 0.83% | 0.82% | 1.04% | 1.39% | 0.46% | 0.44% | 0.98% | 0.66% | 0.00% | 0.00% | 0.00% |
INTF iShares MSCI Intl Multifactor ETF | 3.20% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.25% | 1.66% | 0.85% |
Drawdowns
FCTR vs. INTF - Drawdown Comparison
The maximum FCTR drawdown since its inception was -37.10%, smaller than the maximum INTF drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for FCTR and INTF. For additional features, visit the drawdowns tool.
Volatility
FCTR vs. INTF - Volatility Comparison
First Trust Lunt U.S. Factor Rotation ETF (FCTR) has a higher volatility of 12.94% compared to iShares MSCI Intl Multifactor ETF (INTF) at 12.28%. This indicates that FCTR's price experiences larger fluctuations and is considered to be riskier than INTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.