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FSIG vs. LDSF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSIG and LDSF is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FSIG vs. LDSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and First Trust Low Duration Strategic Focus ETF (LDSF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FSIG:

2.46%

LDSF:

0.54%

Max Drawdown

FSIG:

-0.21%

LDSF:

0.00%

Current Drawdown

FSIG:

-0.16%

LDSF:

0.00%

Returns By Period


FSIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LDSF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

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

FSIG
The Risk-Adjusted Performance Rank of FSIG is 9696
Overall Rank
The Sharpe Ratio Rank of FSIG is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FSIG is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FSIG is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FSIG is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FSIG is 9494
Martin Ratio Rank

LDSF
The Risk-Adjusted Performance Rank of LDSF is 9595
Overall Rank
The Sharpe Ratio Rank of LDSF is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of LDSF is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LDSF is 9595
Omega Ratio Rank
The Calmar Ratio Rank of LDSF is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LDSF is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

FSIG vs. LDSF - Dividend Comparison

FSIG's dividend yield for the trailing twelve months is around 4.58%, which matches LDSF's 4.59% yield.


TTM202420232022202120202019
FSIG
First Trust Limited Duration Investment Grade Corporate ETF
4.58%0.00%0.00%0.00%0.00%0.00%0.00%
LDSF
First Trust Low Duration Strategic Focus ETF
4.59%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSIG vs. LDSF - Drawdown Comparison

The maximum FSIG drawdown since its inception was -0.21%, which is greater than LDSF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FSIG and LDSF. For additional features, visit the drawdowns tool.


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Volatility

FSIG vs. LDSF - Volatility Comparison


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