PortfoliosLab logoPortfoliosLab logo
FMY vs. FFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMY vs. FFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Mortgage Income Fund (FMY) and First Trust Enhanced Equity Income Fund (FFA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FMY vs. FFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMY
First Trust Mortgage Income Fund
-2.09%8.63%7.04%16.08%-13.03%3.12%4.68%12.92%-3.40%7.24%
FFA
First Trust Enhanced Equity Income Fund
-5.60%14.23%21.46%24.73%-20.26%28.69%10.82%43.35%-13.93%28.97%

Returns By Period

In the year-to-date period, FMY achieves a -2.09% return, which is significantly higher than FFA's -5.60% return. Over the past 10 years, FMY has underperformed FFA with an annualized return of 3.91%, while FFA has yielded a comparatively higher 12.66% annualized return.


FMY

1D
0.64%
1M
-4.11%
YTD
-2.09%
6M
-0.76%
1Y
3.04%
3Y*
8.76%
5Y*
3.79%
10Y*
3.91%

FFA

1D
3.98%
1M
-5.00%
YTD
-5.60%
6M
-1.66%
1Y
13.54%
3Y*
15.20%
5Y*
9.19%
10Y*
12.66%
*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.


FMY vs. FFA - Expense Ratio Comparison

FMY has a 0.03% expense ratio, which is lower than FFA's 1.22% expense ratio.


Return for Risk

FMY vs. FFA — Risk / Return Rank

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

FMY
FMY Risk / Return Rank: 1414
Overall Rank
FMY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FMY Sortino Ratio Rank: 1010
Sortino Ratio Rank
FMY Omega Ratio Rank: 99
Omega Ratio Rank
FMY Calmar Ratio Rank: 1717
Calmar Ratio Rank
FMY Martin Ratio Rank: 2020
Martin Ratio Rank

FFA
FFA Risk / Return Rank: 3636
Overall Rank
FFA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FFA Sortino Ratio Rank: 3131
Sortino Ratio Rank
FFA Omega Ratio Rank: 4141
Omega Ratio Rank
FFA Calmar Ratio Rank: 3232
Calmar Ratio Rank
FFA Martin Ratio Rank: 4444
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.

FMY vs. FFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Mortgage Income Fund (FMY) and First Trust Enhanced Equity Income Fund (FFA). 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.


FMYFFADifference

Sharpe ratio

Return per unit of total volatility

0.33

0.74

-0.41

Sortino ratio

Return per unit of downside risk

0.53

1.13

-0.61

Omega ratio

Gain probability vs. loss probability

1.06

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.53

0.89

-0.36

Martin ratio

Return relative to average drawdown

2.21

4.50

-2.29

FMY vs. FFA - Sharpe Ratio Comparison

The current FMY Sharpe Ratio is 0.33, which is lower than the FFA Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FMY and FFA, 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


FMYFFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.74

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.53

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.65

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.41

-0.09

Correlation

The correlation between FMY and FFA 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.


Dividends

FMY vs. FFA - Dividend Comparison

FMY's dividend yield for the trailing twelve months is around 6.97%, less than FFA's 7.41% yield.


TTM20252024202320222021202020192018201720162015
FMY
First Trust Mortgage Income Fund
6.97%6.91%7.95%6.64%5.89%5.21%5.18%5.14%5.66%5.45%6.17%6.43%
FFA
First Trust Enhanced Equity Income Fund
7.41%6.70%6.59%6.90%7.99%5.92%6.47%6.61%8.82%6.83%7.07%7.12%

Drawdowns

FMY vs. FFA - Drawdown Comparison

The maximum FMY drawdown since its inception was -27.98%, smaller than the maximum FFA drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for FMY and FFA.


Loading graphics...

Drawdown Indicators


FMYFFADifference

Max Drawdown

Largest peak-to-trough decline

-27.98%

-57.51%

+29.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-14.81%

+7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.94%

-29.96%

+10.02%

Max Drawdown (10Y)

Largest decline over 10 years

-19.94%

-44.35%

+24.41%

Current Drawdown

Current decline from peak

-4.11%

-6.58%

+2.47%

Average Drawdown

Average peak-to-trough decline

-6.84%

-8.48%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.94%

-1.21%

Volatility

FMY vs. FFA - Volatility Comparison

The current volatility for First Trust Mortgage Income Fund (FMY) is 4.13%, while First Trust Enhanced Equity Income Fund (FFA) has a volatility of 6.36%. This indicates that FMY experiences smaller price fluctuations and is considered to be less risky than FFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FMYFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

6.36%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

9.75%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

9.22%

18.29%

-9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

17.34%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.77%

19.69%

-7.92%