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 Chase 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCTR or JPUS.
Correlation
The correlation between FCTR and JPUS is 0.84, 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. JPUS - Performance Comparison
Key characteristics
FCTR:
1.56
JPUS:
1.56
FCTR:
2.09
JPUS:
2.25
FCTR:
1.29
JPUS:
1.27
FCTR:
1.12
JPUS:
2.09
FCTR:
5.39
JPUS:
5.84
FCTR:
4.57%
JPUS:
2.85%
FCTR:
15.75%
JPUS:
10.67%
FCTR:
-37.10%
JPUS:
-38.69%
FCTR:
-0.04%
JPUS:
-4.23%
Returns By Period
In the year-to-date period, FCTR achieves a 8.15% return, which is significantly higher than JPUS's 3.14% return.
FCTR
8.15%
5.52%
22.87%
22.79%
9.68%
N/A
JPUS
3.14%
0.11%
3.24%
14.71%
10.10%
N/A
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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.
Risk-Adjusted Performance
FCTR vs. JPUS — Risk-Adjusted Performance Rank
FCTR
JPUS
FCTR vs. JPUS - 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 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.
Dividends
FCTR vs. JPUS - Dividend Comparison
FCTR's dividend yield for the trailing twelve months is around 0.76%, less than JPUS's 2.06% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FCTR First Trust Lunt U.S. Factor Rotation ETF | 0.76% | 0.82% | 1.04% | 1.39% | 0.46% | 0.44% | 0.98% | 0.66% | 0.00% | 0.00% | 0.00% |
JPUS JPMorgan Diversified Return US Equity ETF | 2.06% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.78% | 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. For additional features, visit the drawdowns tool.
Volatility
FCTR vs. JPUS - Volatility Comparison
First Trust Lunt U.S. Factor Rotation ETF (FCTR) has a higher volatility of 5.91% compared to JPMorgan Diversified Return US Equity ETF (JPUS) at 2.78%. This indicates that FCTR's price experiences larger fluctuations and is considered to be riskier than JPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.