FLRT vs. FMF
Compare and contrast key facts about Pacific Global Senior Loan ETF (FLRT) and First Trust Managed Futures Strategy Fund (FMF).
FLRT and FMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLRT is an actively managed fund by Pacific Life. It was launched on Feb 19, 2015. FMF is an actively managed fund by First Trust. It was launched on Aug 1, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLRT or FMF.
Correlation
The correlation between FLRT and FMF is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FLRT vs. FMF - Performance Comparison
Key characteristics
FLRT:
1.84
FMF:
-0.49
FLRT:
2.31
FMF:
-0.63
FLRT:
1.63
FMF:
0.93
FLRT:
1.87
FMF:
-0.41
FLRT:
10.34
FMF:
-1.17
FLRT:
0.52%
FMF:
3.34%
FLRT:
2.91%
FMF:
7.97%
FLRT:
-20.96%
FMF:
-20.32%
FLRT:
-1.09%
FMF:
-8.53%
Returns By Period
In the year-to-date period, FLRT achieves a -0.08% return, which is significantly higher than FMF's -3.97% return. Over the past 10 years, FLRT has outperformed FMF with an annualized return of 5.15%, while FMF has yielded a comparatively lower 0.20% annualized return.
FLRT
-0.08%
-0.68%
1.28%
5.58%
6.89%
5.15%
FMF
-3.97%
-1.52%
0.29%
-4.28%
3.28%
0.20%
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FLRT vs. FMF - Expense Ratio Comparison
FLRT has a 0.69% expense ratio, which is lower than FMF's 0.95% expense ratio.
Risk-Adjusted Performance
FLRT vs. FMF — Risk-Adjusted Performance Rank
FLRT
FMF
FLRT vs. FMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and First Trust Managed Futures Strategy Fund (FMF). 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
FLRT vs. FMF - Dividend Comparison
FLRT's dividend yield for the trailing twelve months is around 7.60%, more than FMF's 4.84% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLRT Pacific Global Senior Loan ETF | 7.60% | 7.93% | 8.40% | 5.81% | 3.16% | 3.52% | 4.30% | 3.95% | 3.20% | 3.38% | 3.21% | 0.00% |
FMF First Trust Managed Futures Strategy Fund | 4.84% | 4.84% | 3.09% | 0.41% | 3.29% | 0.02% | 1.05% | 1.56% | 0.82% | 0.00% | 0.00% | 2.43% |
Drawdowns
FLRT vs. FMF - Drawdown Comparison
The maximum FLRT drawdown since its inception was -20.96%, roughly equal to the maximum FMF drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for FLRT and FMF. For additional features, visit the drawdowns tool.
Volatility
FLRT vs. FMF - Volatility Comparison
The current volatility for Pacific Global Senior Loan ETF (FLRT) is 2.64%, while First Trust Managed Futures Strategy Fund (FMF) has a volatility of 2.90%. This indicates that FLRT experiences smaller price fluctuations and is considered to be less risky than FMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.