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FLRT vs. FTSL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLRT and FTSL is 0.25, 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.


-0.50.00.51.00.2

Performance

FLRT vs. FTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Global Senior Loan ETF (FLRT) and First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.00%
5.07%
FLRT
FTSL

Key characteristics

Sharpe Ratio

FLRT:

6.82

FTSL:

4.21

Sortino Ratio

FLRT:

11.21

FTSL:

6.46

Omega Ratio

FLRT:

3.28

FTSL:

2.11

Calmar Ratio

FLRT:

17.66

FTSL:

7.68

Martin Ratio

FLRT:

87.27

FTSL:

52.29

Ulcer Index

FLRT:

0.11%

FTSL:

0.16%

Daily Std Dev

FLRT:

1.35%

FTSL:

1.98%

Max Drawdown

FLRT:

-20.96%

FTSL:

-22.67%

Current Drawdown

FLRT:

-0.05%

FTSL:

-0.24%

Returns By Period

In the year-to-date period, FLRT achieves a 8.99% return, which is significantly higher than FTSL's 8.35% return.


FLRT

YTD

8.99%

1M

0.58%

6M

4.00%

1Y

9.21%

5Y*

5.25%

10Y*

N/A

FTSL

YTD

8.35%

1M

0.64%

6M

5.07%

1Y

8.35%

5Y*

4.77%

10Y*

4.30%

Compare stocks, funds, or ETFs

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


FLRT vs. FTSL - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is lower than FTSL's 0.86% expense ratio.


FTSL
First Trust Senior Loan Fund
Expense ratio chart for FTSL: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for FLRT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

FLRT vs. FTSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and First Trust Senior Loan Fund (FTSL). 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.


Sharpe ratio
The chart of Sharpe ratio for FLRT, currently valued at 6.82, compared to the broader market0.002.004.006.824.21
The chart of Sortino ratio for FLRT, currently valued at 11.21, compared to the broader market-2.000.002.004.006.008.0010.0011.216.46
The chart of Omega ratio for FLRT, currently valued at 3.28, compared to the broader market0.501.001.502.002.503.003.282.11
The chart of Calmar ratio for FLRT, currently valued at 17.66, compared to the broader market0.005.0010.0015.0017.667.68
The chart of Martin ratio for FLRT, currently valued at 87.27, compared to the broader market0.0020.0040.0060.0080.00100.0087.2752.29
FLRT
FTSL

The current FLRT Sharpe Ratio is 6.82, which is higher than the FTSL Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of FLRT and FTSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio4.005.006.007.008.009.00JulyAugustSeptemberOctoberNovemberDecember
6.82
4.21
FLRT
FTSL

Dividends

FLRT vs. FTSL - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 8.10%, more than FTSL's 7.56% yield.


TTM20232022202120202019201820172016201520142013
FLRT
Pacific Global Senior Loan ETF
8.10%8.42%5.81%3.16%3.51%4.31%3.95%3.20%3.38%3.21%0.00%0.00%
FTSL
First Trust Senior Loan Fund
7.56%7.59%4.77%3.18%3.48%4.45%4.29%3.64%3.70%3.95%3.75%2.64%

Drawdowns

FLRT vs. FTSL - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, smaller than the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for FLRT and FTSL. For additional features, visit the drawdowns tool.


-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.05%
-0.24%
FLRT
FTSL

Volatility

FLRT vs. FTSL - Volatility Comparison

The current volatility for Pacific Global Senior Loan ETF (FLRT) is 0.30%, while First Trust Senior Loan Fund (FTSL) has a volatility of 0.67%. This indicates that FLRT experiences smaller price fluctuations and is considered to be less risky than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%JulyAugustSeptemberOctoberNovemberDecember
0.30%
0.67%
FLRT
FTSL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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