FCTR vs. VOO
Compare and contrast key facts about First Trust Lunt U.S. Factor Rotation ETF (FCTR) and Vanguard S&P 500 ETF (VOO).
FCTR and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both FCTR and VOO 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 VOO.
Correlation
The correlation between FCTR and VOO is 0.86, 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. VOO - Performance Comparison
Key characteristics
FCTR:
0.17
VOO:
0.55
FCTR:
0.37
VOO:
0.89
FCTR:
1.05
VOO:
1.13
FCTR:
0.16
VOO:
0.56
FCTR:
0.47
VOO:
2.28
FCTR:
7.69%
VOO:
4.60%
FCTR:
21.49%
VOO:
19.19%
FCTR:
-37.10%
VOO:
-33.99%
FCTR:
-13.65%
VOO:
-9.85%
Returns By Period
The year-to-date returns for both investments are quite close, with FCTR having a -5.86% return and VOO slightly higher at -5.69%.
FCTR
-5.86%
0.73%
-1.97%
3.92%
9.51%
N/A
VOO
-5.69%
-0.86%
-4.52%
9.85%
15.26%
12.13%
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FCTR vs. VOO - Expense Ratio Comparison
FCTR has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
FCTR vs. VOO — Risk-Adjusted Performance Rank
FCTR
VOO
FCTR vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
FCTR's dividend yield for the trailing twelve months is around 0.83%, less than VOO's 1.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
FCTR vs. VOO - Drawdown Comparison
The maximum FCTR drawdown since its inception was -37.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCTR and VOO. For additional features, visit the drawdowns tool.
Volatility
FCTR vs. VOO - Volatility Comparison
The current volatility for First Trust Lunt U.S. Factor Rotation ETF (FCTR) is 12.89%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that FCTR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.