PortfoliosLab logoPortfoliosLab logo
FFLS vs. FTLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFLS vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Future Fund Long/Short ETF (FFLS) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFLS vs. FTLS - Yearly Performance Comparison


2026 (YTD)202520242023
FFLS
The Future Fund Long/Short ETF
-5.65%7.49%17.71%2.03%
FTLS
First Trust Long/Short Equity ETF
-0.80%9.09%18.80%8.80%

Returns By Period

In the year-to-date period, FFLS achieves a -5.65% return, which is significantly lower than FTLS's -0.80% return.


FFLS

1D
1.08%
1M
-2.66%
YTD
-5.65%
6M
-8.08%
1Y
-0.01%
3Y*
5Y*
10Y*

FTLS

1D
1.32%
1M
-1.17%
YTD
-0.80%
6M
0.98%
1Y
10.88%
3Y*
12.98%
5Y*
9.94%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFLS vs. FTLS - Expense Ratio Comparison

FFLS has a 1.75% expense ratio, which is higher than FTLS's 1.60% expense ratio.


Return for Risk

FFLS vs. FTLS — Risk / Return Rank

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

FFLS
FFLS Risk / Return Rank: 1111
Overall Rank
FFLS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FFLS Sortino Ratio Rank: 1111
Sortino Ratio Rank
FFLS Omega Ratio Rank: 1010
Omega Ratio Rank
FFLS Calmar Ratio Rank: 1212
Calmar Ratio Rank
FFLS Martin Ratio Rank: 1111
Martin Ratio Rank

FTLS
FTLS Risk / Return Rank: 6868
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTLS Omega Ratio Rank: 5959
Omega Ratio Rank
FTLS Calmar Ratio Rank: 7676
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7878
Martin Ratio Rank
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.

FFLS vs. FTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Future Fund Long/Short ETF (FFLS) and First Trust Long/Short Equity ETF (FTLS). 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.


FFLSFTLSDifference

Sharpe ratio

Return per unit of total volatility

-0.00

1.04

-1.05

Sortino ratio

Return per unit of downside risk

0.06

1.56

-1.49

Omega ratio

Gain probability vs. loss probability

1.01

1.21

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.02

1.90

-1.93

Martin ratio

Return relative to average drawdown

-0.06

8.02

-8.08

FFLS vs. FTLS - Sharpe Ratio Comparison

The current FFLS Sharpe Ratio is -0.00, which is lower than the FTLS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FFLS and FTLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFLSFTLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

1.04

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.77

-0.11

Correlation

The correlation between FFLS and FTLS is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFLS vs. FTLS - Dividend Comparison

FFLS's dividend yield for the trailing twelve months is around 6.97%, more than FTLS's 0.95% yield.


TTM20252024202320222021202020192018201720162015
FFLS
The Future Fund Long/Short ETF
6.97%6.58%3.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
0.95%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%

Drawdowns

FFLS vs. FTLS - Drawdown Comparison

The maximum FFLS drawdown since its inception was -11.05%, smaller than the maximum FTLS drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for FFLS and FTLS.


Loading graphics...

Drawdown Indicators


FFLSFTLSDifference

Max Drawdown

Largest peak-to-trough decline

-11.05%

-20.54%

+9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-6.17%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.54%

Current Drawdown

Current decline from peak

-10.09%

-2.34%

-7.75%

Average Drawdown

Average peak-to-trough decline

-2.86%

-2.73%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

1.49%

+2.69%

Volatility

FFLS vs. FTLS - Volatility Comparison

The Future Fund Long/Short ETF (FFLS) and First Trust Long/Short Equity ETF (FTLS) have volatilities of 3.06% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFLSFTLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

2.93%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.27%

6.53%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

10.50%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.19%

10.65%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

11.31%

-0.12%