FTCS vs. SPCT
FTCS (First Trust Capital Strength ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. FTCS is passively managed, while SPCT is actively managed. A 0.76 correlation means they provide meaningful diversification when combined. FTCS charges 0.53%/yr vs 0.85%/yr for SPCT.
Performance
FTCS vs. SPCT - Performance Comparison
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Returns By Period
In the year-to-date period, FTCS achieves a 6.52% return, which is significantly lower than SPCT's 9.92% return.
FTCS
- 1D
- 1.85%
- 1M
- 3.77%
- 6M
- 2.44%
- YTD
- 6.52%
- 1Y
- 9.75%
- 3Y*
- 10.45%
- 5Y*
- 6.30%
- 10Y*
- 10.50%
SPCT
- 1D
- 0.99%
- 1M
- 1.35%
- 6M
- 7.01%
- YTD
- 9.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTCS vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FTCS First Trust Capital Strength ETF | 6.52% | -0.49% |
SPCT Liberty One Spectrum ETF | 9.92% | 1.93% |
Correlation
The correlation between FTCS and SPCT is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.76 |
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Return for Risk
FTCS vs. SPCT — Risk / Return Rank
FTCS
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FTCS vs. SPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and Liberty One Spectrum ETF (SPCT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTCS | SPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | — | — |
| Martin ratioReturn relative to average drawdown | 2.82 | — | — |
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Drawdowns
FTCS vs. SPCT - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for FTCS and SPCT.
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Drawdown Indicators
| FTCS | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.64% | -7.17% | -46.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | — | — |
Current DrawdownCurrent decline from peak | -0.90% | 0.00% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -1.49% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | — | — |
Volatility
FTCS vs. SPCT - Volatility Comparison
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Volatility by Period
| FTCS | SPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 9.27% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 9.27% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.53% | 9.27% | +6.26% |
FTCS vs. SPCT - Expense Ratio Comparison
FTCS has a 0.53% expense ratio, which is lower than SPCT's 0.85% expense ratio.
Dividends
FTCS vs. SPCT - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.09%, more than SPCT's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 1.09% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
SPCT Liberty One Spectrum ETF | 0.73% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTCS and SPCT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTCS is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTCS is cheaper with a 0.53% expense ratio, compared with 0.85% for SPCT.
FTCS has the higher dividend yield at 1.09%, compared with 0.73% for SPCT.
They also come from different issuers: First Trust and Liberty One. Their fees differ too: 0.53% for FTCS and 0.85% for SPCT.
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