FCTR vs. ROBT

Last updated Jun 4, 2026

FCTR (First Trust Lunt U.S. Factor Rotation ETF) and ROBT (First Trust Nasdaq Artificial Intelligence & Robotics ETF) are both exchange-traded funds - FCTR is a Large Cap Growth Equities fund tracking the Lunt Capital Large Cap Factor Rotation Index, while ROBT is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence and Robotics Index. Both are passively managed. Over the past 5 years, FCTR returned 4.29%/yr vs 2.38%/yr for ROBT. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.65% expense ratio.

Performance

FCTR vs. ROBT - 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 First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCTR achieves a 15.16% return, which is significantly higher than ROBT's 14.22% return.

FCTR

• 1D: -0.76%
• 1M: 8.63%
• YTD: 15.16%
• 6M: 15.25%
• 1Y: 23.34%
• 3Y*: 18.16%
• 5Y*: 4.29%
• 10Y*: —

ROBT

• 1D: -1.73%
• 1M: 13.18%
• YTD: 14.22%
• 6M: 12.64%
• 1Y: 30.71%
• 3Y*: 10.10%
• 5Y*: 2.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCTR vs. ROBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FCTR First Trust Lunt U.S. Factor Rotation ETF	15.16%	8.63%	19.54%	0.71%	-20.42%	21.13%	30.17%	30.91%	-12.94%
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	14.22%	15.16%	-0.41%	27.77%	-34.94%	9.91%	46.18%	34.28%	-16.60%

Correlation

The correlation between FCTR and ROBT is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jul 27, 2018	0.82

The correlation between FCTR and ROBT has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

FCTR vs. ROBT - Sectors Allocation Comparison

Sectors	FCTR	ROBT
Technology	19.3%	57.0%
Financial Services	18.7%	1.6%
Healthcare	9.4%	7.4%
Industrials	9.4%	20.4%
Consumer Cyclical	8.5%	6.6%
Consumer Defensive	8.1%	1.4%
Real Estate	7.8%	-
Energy	6.5%	1.5%
Basic Materials	4.6%	-
Utilities	4.3%	-
Communication Services	3.5%	4.1%

Return for Risk

FCTR vs. ROBT — Risk / Return Rank

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

FCTR

FCTR Risk / Return Rank: 40
FCTR Sharpe Ratio Rank: 37
FCTR Sortino Ratio Rank: 36
FCTR Omega Ratio Rank: 36
FCTR Calmar Ratio Rank: 43
FCTR Martin Ratio Rank: 47

ROBT

ROBT Risk / Return Rank: 32
ROBT Sharpe Ratio Rank: 36
ROBT Sortino Ratio Rank: 35
ROBT Omega Ratio Rank: 32
ROBT Calmar Ratio Rank: 29
ROBT Martin Ratio Rank: 28

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. ROBT - 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 First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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	ROBT	Difference
Sharpe ratio: Return per unit of total volatility	1.34	1.32	+0.01
Sortino ratio: Return per unit of downside risk	1.86	1.88	-0.02
Omega ratio: Gain probability vs. loss probability	1.24	1.22	+0.01
Calmar ratio: Return relative to maximum drawdown	2.10	1.42	+0.67
Martin ratio: Return relative to average drawdown	7.66	4.09	+3.57
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. ROBT - Sharpe Ratio Comparison

The current FCTR Sharpe Ratio is 1.34, which is comparable to the ROBT Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FCTR and ROBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FCTR	ROBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	1.32	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.09	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.35	+0.12

Drawdowns

FCTR vs. ROBT - Drawdown Comparison

The maximum FCTR drawdown since its inception was -37.10%, smaller than the maximum ROBT drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for FCTR and ROBT.

Drawdown Indicators

	FCTR	ROBT	Difference
Max Drawdown Largest peak-to-trough decline	-37.10%	-44.47%	+7.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.17%	-21.66%	+10.49%
Max Drawdown (3Y) Largest decline over 3 years	-22.63%	-27.68%	+5.05%
Max Drawdown (5Y) Largest decline over 5 years	-37.10%	-43.26%	+6.16%
Current Drawdown Current decline from peak	-0.76%	-1.73%	+0.97%
Average Drawdown Average peak-to-trough decline	-10.40%	-15.97%	+5.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	7.53%	-4.48%

Volatility

FCTR vs. ROBT - Volatility Comparison

First Trust Lunt U.S. Factor Rotation ETF (FCTR) has a higher volatility of 6.82% compared to First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) at 6.46%. This indicates that FCTR's price experiences larger fluctuations and is considered to be riskier than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCTR	ROBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	6.46%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	11.84%	17.51%	-5.67%
Volatility (1Y) Calculated over the trailing 1-year period	17.53%	23.32%	-5.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.64%	25.18%	-5.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.94%	25.48%	-3.54%

FCTR vs. ROBT - Expense Ratio Comparison

Both FCTR and ROBT have an expense ratio of 0.65%.

Dividends

FCTR vs. ROBT - Dividend Comparison

FCTR's dividend yield for the trailing twelve months is around 0.35%, while ROBT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FCTR First Trust Lunt U.S. Factor Rotation ETF	0.35%	0.30%	0.82%	1.04%	1.38%	0.46%	0.44%	0.98%	0.66%
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF	0.00%	0.00%	0.68%	0.23%	0.35%	0.06%	0.17%	0.42%	0.44%

Frequently Asked Questions

Can I hold both FCTR and ROBT in my portfolio?

FCTR and ROBT have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCTR or ROBT?

FCTR has higher volatility (6.82%) compared to ROBT (6.46%). In terms of maximum drawdown, FCTR dropped -37.10% vs ROBT's -44.47%.

Which ETF is better, FCTR or ROBT?

On 5-year performance, FCTR leads with 4.29% vs 2.38% for ROBT. Both ETFs have the same 0.65% expense ratio. On volatility, ROBT has been the lower-risk option at 6.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCTR or ROBT?

Over the 5-year period, FCTR has performed better with a 4.29% return vs 2.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCTR or ROBT?

FCTR and ROBT have the same expense ratio: 0.65% per year.

Which ETF pays a higher dividend yield, FCTR or ROBT?

FCTR has the higher dividend yield at 0.35%, compared with 0.00% for ROBT.

What is the main difference between FCTR and ROBT?

FCTR is categorized as Large Cap Growth Equities, while ROBT is Technology Equities. FCTR tracks Lunt Capital Large Cap Factor Rotation Index, while ROBT tracks Nasdaq CTA Artificial Intelligence and Robotics Index.

Which has better risk-adjusted returns?

FCTR currently has the higher Sharpe Ratio (1.34 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.