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FTCS vs. SPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTCS vs. SPCT - Performance Comparison

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

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

FTCS
FTCS Risk / Return Rank: 3030
Overall Rank
FTCS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FTCS Sortino Ratio Rank: 3333
Sortino Ratio Rank
FTCS Omega Ratio Rank: 2929
Omega Ratio Rank
FTCS Calmar Ratio Rank: 3030
Calmar Ratio Rank
FTCS Martin Ratio Rank: 2727
Martin Ratio Rank

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.


FTCSSPCTDifference
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

FTCS vs. SPCT - Sharpe Ratio Comparison


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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


FTCSSPCTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.90%

0.00%

-0.90%

Average Drawdown

Average peak-to-trough decline

-6.91%

-1.49%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

Volatility

FTCS vs. SPCT - Volatility Comparison


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Volatility by Period


FTCSSPCTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for FTCS and SPCT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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