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FTCS vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCS vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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FTCS vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCS
First Trust Capital Strength ETF
0.58%6.46%11.19%8.48%-10.22%26.75%13.05%26.71%-4.22%26.57%
ACSI
American Customer Satisfaction ETF
-3.29%10.70%22.51%21.06%-20.93%23.33%22.93%24.88%-4.97%15.77%

Returns By Period

In the year-to-date period, FTCS achieves a 0.58% return, which is significantly higher than ACSI's -3.29% return.


FTCS

1D
0.97%
1M
-6.34%
YTD
0.58%
6M
-0.35%
1Y
4.65%
3Y*
9.74%
5Y*
6.80%
10Y*
10.24%

ACSI

1D
2.22%
1M
-4.94%
YTD
-3.29%
6M
-2.09%
1Y
9.48%
3Y*
14.24%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCS vs. ACSI - Expense Ratio Comparison

FTCS has a 0.56% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Return for Risk

FTCS vs. ACSI — Risk / Return Rank

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

FTCS
FTCS Risk / Return Rank: 2525
Overall Rank
FTCS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FTCS Sortino Ratio Rank: 2222
Sortino Ratio Rank
FTCS Omega Ratio Rank: 2222
Omega Ratio Rank
FTCS Calmar Ratio Rank: 2828
Calmar Ratio Rank
FTCS Martin Ratio Rank: 3030
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3838
Overall Rank
ACSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3535
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3535
Omega Ratio Rank
ACSI Calmar Ratio Rank: 4242
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4646
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.

FTCS vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and American Customer Satisfaction ETF (ACSI). 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.


FTCSACSIDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.61

-0.26

Sortino ratio

Return per unit of downside risk

0.60

0.98

-0.38

Omega ratio

Gain probability vs. loss probability

1.08

1.14

-0.06

Calmar ratio

Return relative to maximum drawdown

0.63

1.03

-0.40

Martin ratio

Return relative to average drawdown

2.42

4.19

-1.77

FTCS vs. ACSI - Sharpe Ratio Comparison

The current FTCS Sharpe Ratio is 0.34, which is lower than the ACSI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FTCS and ACSI, 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


FTCSACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.61

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.45

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.68

-0.17

Correlation

The correlation between FTCS and ACSI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FTCS vs. ACSI - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.11%, more than ACSI's 0.94% yield.


TTM20252024202320222021202020192018201720162015
FTCS
First Trust Capital Strength ETF
1.11%1.04%1.33%1.47%1.23%1.06%0.93%1.26%1.26%1.15%1.43%1.50%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%0.00%

Drawdowns

FTCS vs. ACSI - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than ACSI's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for FTCS and ACSI.


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Drawdown Indicators


FTCSACSIDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-34.49%

-19.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-9.91%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-24.86%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

Current Drawdown

Current decline from peak

-6.42%

-5.67%

-0.75%

Average Drawdown

Average peak-to-trough decline

-6.93%

-5.47%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.43%

-0.01%

Volatility

FTCS vs. ACSI - Volatility Comparison

The current volatility for First Trust Capital Strength ETF (FTCS) is 3.20%, while American Customer Satisfaction ETF (ACSI) has a volatility of 4.72%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCSACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

4.72%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

8.54%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

15.67%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

16.66%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

17.50%

-1.96%