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FMF vs. FTLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMF vs. FTLS - Performance Comparison

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

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Returns By Period

In the year-to-date period, FMF achieves a 8.63% return, which is significantly higher than FTLS's 5.55% return. Over the past 10 years, FMF has underperformed FTLS with an annualized return of 2.93%, while FTLS has yielded a comparatively higher 10.02% annualized return.


FMF

1D
0.58%
1M
-1.90%
YTD
8.63%
6M
9.11%
1Y
19.91%
3Y*
6.82%
5Y*
4.57%
10Y*
2.93%

FTLS

1D
0.48%
1M
0.28%
YTD
5.55%
6M
5.16%
1Y
16.53%
3Y*
14.35%
5Y*
10.26%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMF vs. FTLS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMF
First Trust Managed Futures Strategy Fund
8.63%4.54%8.17%-0.18%5.24%3.57%5.69%-5.16%-2.64%1.70%
FTLS
First Trust Long/Short Equity ETF
5.55%9.09%18.80%16.94%-5.56%19.65%2.56%16.16%-4.81%14.41%

Correlation

The correlation between FMF and FTLS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2014

0.13

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Return for Risk

FMF vs. FTLS — Risk / Return Rank

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

FMF
FMF Risk / Return Rank: 7575
Overall Rank
FMF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FMF Sortino Ratio Rank: 6969
Sortino Ratio Rank
FMF Omega Ratio Rank: 6565
Omega Ratio Rank
FMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMF Martin Ratio Rank: 8383
Martin Ratio Rank

FTLS
FTLS Risk / Return Rank: 6969
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTLS Omega Ratio Rank: 6161
Omega Ratio Rank
FTLS Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7575
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.

FMF vs. FTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Futures Strategy Fund (FMF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FMFFTLSDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.01

Calmar ratioReturn relative to maximum drawdown

5.85

4.39

+1.46

Martin ratioReturn relative to average drawdown

16.12

13.59

+2.52

FMF vs. FTLS - Sharpe Ratio Comparison

The current FMF Sharpe Ratio is 2.09, which is comparable to the FTLS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of FMF and FTLS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FMF vs. FTLS - Drawdown Comparison

The maximum FMF drawdown since its inception was -22.21%, which is greater than FTLS's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for FMF and FTLS.


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Drawdown Indicators


FMFFTLSDifference

Max Drawdown

Largest peak-to-trough decline

-22.21%

-20.54%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-3.79%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-7.25%

-11.69%

+4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

-11.69%

-3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-16.89%

-20.54%

+3.65%

Current Drawdown

Current decline from peak

-2.17%

-0.02%

-2.15%

Average Drawdown

Average peak-to-trough decline

-9.83%

-2.69%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.22%

+0.02%

Volatility

FMF vs. FTLS - Volatility Comparison

First Trust Managed Futures Strategy Fund (FMF) and First Trust Long/Short Equity ETF (FTLS) have volatilities of 2.42% and 2.41%, 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.


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Volatility by Period


FMFFTLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.41%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

5.91%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

9.58%

8.37%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.74%

10.57%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.65%

11.30%

+0.35%

FMF vs. FTLS - Expense Ratio Comparison

FMF has a 0.95% expense ratio, which is lower than FTLS's 1.60% expense ratio.


Dividends

FMF vs. FTLS - Dividend Comparison

FMF's dividend yield for the trailing twelve months is around 5.06%, more than FTLS's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
FMF
First Trust Managed Futures Strategy Fund
5.06%5.60%4.85%3.09%0.41%3.29%0.02%1.05%1.56%0.82%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
0.90%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%

Frequently Asked Questions


FMF and FTLS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMF has higher volatility (2.42%) compared to FTLS (2.41%). In terms of maximum drawdown, FMF dropped -22.21% vs FTLS's -20.54%.

On 10-year performance, FTLS leads with 10.02% vs 2.93% for FMF. On fees, FMF is cheaper at 0.95% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTLS has performed better with a 10.02% return vs 2.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMF is cheaper with a 0.95% expense ratio, compared with 1.60% for FTLS.

FMF has the higher dividend yield at 5.06%, compared with 0.90% for FTLS.

FMF is categorized as Hedge Fund, while FTLS is Long-Short. Their fees differ too: 0.95% for FMF and 1.60% for FTLS.

FMF currently has the higher Sharpe Ratio (2.09 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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