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FSIG vs. UCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSIG vs. UCON - 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 TCW Unconstrained Plus Bond ETF (UCON). The values are adjusted to include any dividend payments, if applicable.

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FSIG vs. UCON - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSIG
First Trust Limited Duration Investment Grade Corporate ETF
-0.17%6.66%4.22%6.22%-4.37%0.02%
UCON
First Trust TCW Unconstrained Plus Bond ETF
-0.52%7.00%4.69%7.72%-5.72%0.12%

Returns By Period

In the year-to-date period, FSIG achieves a -0.17% return, which is significantly higher than UCON's -0.52% return.


FSIG

1D
0.58%
1M
-0.87%
YTD
-0.17%
6M
1.06%
1Y
4.87%
3Y*
4.98%
5Y*
10Y*

UCON

1D
0.53%
1M
-1.66%
YTD
-0.52%
6M
0.71%
1Y
4.82%
3Y*
5.73%
5Y*
2.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSIG vs. UCON - Expense Ratio Comparison

FSIG has a 0.55% expense ratio, which is lower than UCON's 0.86% expense ratio.


Return for Risk

FSIG vs. UCON — Risk / Return Rank

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

FSIG
FSIG Risk / Return Rank: 9191
Overall Rank
FSIG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSIG Sortino Ratio Rank: 9191
Sortino Ratio Rank
FSIG Omega Ratio Rank: 9292
Omega Ratio Rank
FSIG Calmar Ratio Rank: 9191
Calmar Ratio Rank
FSIG Martin Ratio Rank: 9393
Martin Ratio Rank

UCON
UCON Risk / Return Rank: 8282
Overall Rank
UCON Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UCON Sortino Ratio Rank: 8787
Sortino Ratio Rank
UCON Omega Ratio Rank: 8181
Omega Ratio Rank
UCON Calmar Ratio Rank: 7575
Calmar Ratio Rank
UCON Martin Ratio Rank: 8080
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.

FSIG vs. UCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and First Trust TCW Unconstrained Plus Bond ETF (UCON). 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.


FSIGUCONDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.65

+0.26

Sortino ratio

Return per unit of downside risk

2.64

2.34

+0.31

Omega ratio

Gain probability vs. loss probability

1.41

1.31

+0.11

Calmar ratio

Return relative to maximum drawdown

3.17

1.93

+1.24

Martin ratio

Return relative to average drawdown

13.70

8.54

+5.17

FSIG vs. UCON - Sharpe Ratio Comparison

The current FSIG Sharpe Ratio is 1.91, which is comparable to the UCON Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FSIG and UCON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSIGUCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.65

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.62

+0.33

Correlation

The correlation between FSIG and UCON is 0.64, 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.


Dividends

FSIG vs. UCON - Dividend Comparison

FSIG's dividend yield for the trailing twelve months is around 4.80%, more than UCON's 4.66% yield.


TTM20252024202320222021202020192018
FSIG
First Trust Limited Duration Investment Grade Corporate ETF
4.80%4.73%4.61%4.42%2.48%0.12%0.00%0.00%0.00%
UCON
First Trust TCW Unconstrained Plus Bond ETF
4.66%4.63%4.95%4.75%3.12%2.20%3.14%3.25%1.76%

Drawdowns

FSIG vs. UCON - Drawdown Comparison

The maximum FSIG drawdown since its inception was -6.88%, smaller than the maximum UCON drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for FSIG and UCON.


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Drawdown Indicators


FSIGUCONDifference

Max Drawdown

Largest peak-to-trough decline

-6.88%

-15.31%

+8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-2.45%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-9.60%

Current Drawdown

Current decline from peak

-0.87%

-1.70%

+0.83%

Average Drawdown

Average peak-to-trough decline

-1.72%

-1.50%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.55%

-0.19%

Volatility

FSIG vs. UCON - Volatility Comparison

The current volatility for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) is 1.21%, while First Trust TCW Unconstrained Plus Bond ETF (UCON) has a volatility of 1.54%. This indicates that FSIG experiences smaller price fluctuations and is considered to be less risky than UCON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSIGUCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.54%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

2.06%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.56%

2.92%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

3.84%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.97%

5.94%

-2.97%