FSIG vs. LDSF
Compare and contrast key facts about First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and First Trust Low Duration Strategic Focus ETF (LDSF).
FSIG and LDSF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSIG is an actively managed fund by First Trust. It was launched on Nov 17, 2021. LDSF is an actively managed fund by First Trust. It was launched on Jan 3, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSIG or LDSF.
Key characteristics
| FSIG | LDSF | |
|---|---|---|
| YTD Return | 4.87% | 4.96% |
| 1Y Return | 9.27% | 8.77% |
| Sharpe Ratio | 2.94 | 2.68 |
| Daily Std Dev | 3.11% | 3.31% |
| Max Drawdown | -6.88% | -8.56% |
| Current Drawdown | -0.05% | 0.00% |
Correlation
The correlation between FSIG and LDSF is 0.63, 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.
Performance
FSIG vs. LDSF - Performance Comparison
The year-to-date returns for both investments are quite close, with FSIG having a 4.87% return and LDSF slightly higher at 4.96%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSIG vs. LDSF - Expense Ratio Comparison
FSIG has a 0.55% expense ratio, which is lower than LDSF's 0.77% expense ratio.
Risk-Adjusted Performance
FSIG vs. LDSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and First Trust Low Duration Strategic Focus ETF (LDSF). 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
FSIG vs. LDSF - Dividend Comparison
FSIG's dividend yield for the trailing twelve months is around 4.55%, more than LDSF's 4.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 4.55% | 4.42% | 2.48% | 0.12% | 0.00% | 0.00% |
LDSF First Trust Low Duration Strategic Focus ETF | 4.41% | 4.08% | 2.62% | 1.97% | 2.65% | 3.04% |
Drawdowns
FSIG vs. LDSF - Drawdown Comparison
The maximum FSIG drawdown since its inception was -6.88%, smaller than the maximum LDSF drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for FSIG and LDSF. For additional features, visit the drawdowns tool.
Volatility
FSIG vs. LDSF - Volatility Comparison
First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and First Trust Low Duration Strategic Focus ETF (LDSF) have volatilities of 0.48% and 0.50%, 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.