FCTR vs. SGRT

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Lunt U.S. Factor Rotation ETF (FCTR) and SMART Earnings Growth 30 ETF (SGRT).

FCTR and SGRT 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.

Performance

FCTR vs. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

FCTR vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
FCTR First Trust Lunt U.S. Factor Rotation ETF	0.17%	6.66%
SGRT SMART Earnings Growth 30 ETF	6.68%	25.25%

Returns By Period

In the year-to-date period, FCTR achieves a 0.17% return, which is significantly lower than SGRT's 6.68% return.

FCTR

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

SGRT

• 1D: 4.18%
• 1M: -8.35%
• YTD: 6.68%
• 6M: 13.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FCTR vs. SGRT - Expense Ratio Comparison

FCTR has a 0.65% expense ratio, which is higher than SGRT's 0.59% expense ratio.

FCTR

First Trust Lunt U.S. Factor Rotation ETF

SGRT

SMART Earnings Growth 30 ETF

Return for Risk

FCTR vs. SGRT — Risk / Return Rank

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

FCTR

FCTR Risk / Return Rank: 46
FCTR Sharpe Ratio Rank: 42
FCTR Sortino Ratio Rank: 42
FCTR Omega Ratio Rank: 41
FCTR Calmar Ratio Rank: 54
FCTR Martin Ratio Rank: 51

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. SGRT - 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 SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
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.

Sharpe Ratios by Period

	FCTR	SGRT	Difference
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	1.89	-1.50

Correlation

The correlation between FCTR and SGRT 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.

Dividends

FCTR vs. SGRT - Dividend Comparison

FCTR's dividend yield for the trailing twelve months is around 0.41%, more than SGRT's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FCTR vs. SGRT - Drawdown Comparison

The maximum FCTR drawdown since its inception was -37.10%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for FCTR and SGRT.

Drawdown Indicators

	FCTR	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-37.10%	-17.87%	-19.23%
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%	-9.53%	+3.55%
Average Drawdown Average peak-to-trough decline	-10.59%	-3.50%	-7.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	—	—

Volatility

Volatility by Period

	FCTR	SGRT	Difference
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%	32.55%	-11.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.44%	32.55%	-13.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.02%	32.55%	-10.53%