FCTR vs. JPUS
Compare and contrast key facts about First Trust Lunt U.S. Factor Rotation ETF (FCTR) and JPMorgan Diversified Return US Equity ETF (JPUS).
FCTR and JPUS 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. JPUS is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor US Equity Index. It was launched on Sep 29, 2015. Both FCTR and JPUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FCTR vs. JPUS - Performance Comparison
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FCTR vs. JPUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FCTR First Trust Lunt U.S. Factor Rotation ETF | 0.45% | 8.63% | 19.54% | 0.71% | -20.42% | 21.13% | 30.17% | 30.91% | -12.94% |
JPUS JPMorgan Diversified Return US Equity ETF | 6.03% | 11.18% | 13.48% | 10.98% | -8.47% | 29.09% | 7.54% | 25.50% | -10.69% |
Returns By Period
In the year-to-date period, FCTR achieves a 0.45% return, which is significantly lower than JPUS's 6.03% return.
FCTR
- 1D
- 0.28%
- 1M
- -3.98%
- YTD
- 0.45%
- 6M
- 0.70%
- 1Y
- 15.25%
- 3Y*
- 10.02%
- 5Y*
- 2.12%
- 10Y*
- —
JPUS
- 1D
- 0.50%
- 1M
- -4.20%
- YTD
- 6.03%
- 6M
- 6.60%
- 1Y
- 16.12%
- 3Y*
- 13.60%
- 5Y*
- 9.66%
- 10Y*
- 11.13%
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FCTR vs. JPUS - Expense Ratio Comparison
FCTR has a 0.65% expense ratio, which is higher than JPUS's 0.18% expense ratio.
Return for Risk
FCTR vs. JPUS — Risk / Return Rank
FCTR
JPUS
FCTR vs. JPUS - 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 JPMorgan Diversified Return US Equity ETF (JPUS). 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.
| FCTR | JPUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.09 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.59 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.39 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.84 | 6.57 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCTR | JPUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.09 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.67 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.70 | -0.31 |
Correlation
The correlation between FCTR and JPUS is 0.82, 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.
Dividends
FCTR vs. JPUS - Dividend Comparison
FCTR's dividend yield for the trailing twelve months is around 0.40%, less than JPUS's 2.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCTR First Trust Lunt U.S. Factor Rotation ETF | 0.40% | 0.30% | 0.82% | 1.04% | 1.38% | 0.46% | 0.44% | 0.98% | 0.66% | 0.00% | 0.00% | 0.00% |
JPUS JPMorgan Diversified Return US Equity ETF | 2.15% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
Drawdowns
FCTR vs. JPUS - Drawdown Comparison
The maximum FCTR drawdown since its inception was -37.10%, roughly equal to the maximum JPUS drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for FCTR and JPUS.
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Drawdown Indicators
| FCTR | JPUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.10% | -38.69% | +1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.63% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -37.10% | -19.04% | -18.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.69% | — |
Current DrawdownCurrent decline from peak | -5.71% | -4.20% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -3.87% | -6.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.47% | +0.86% |
Volatility
FCTR vs. JPUS - Volatility Comparison
The current volatility for First Trust Lunt U.S. Factor Rotation ETF (FCTR) is 3.64%, while JPMorgan Diversified Return US Equity ETF (JPUS) has a volatility of 3.96%. This indicates that FCTR experiences smaller price fluctuations and is considered to be less risky than JPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCTR | JPUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.96% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 7.76% | +6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.56% | 14.90% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 14.51% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.02% | 16.74% | +5.28% |