FTCS vs. VNQ
Compare and contrast key facts about First Trust Capital Strength ETF (FTCS) and Vanguard Real Estate ETF (VNQ).
FTCS and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both FTCS and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTCS or VNQ.
Key characteristics
| FTCS | VNQ | |
|---|---|---|
| YTD Return | 16.32% | 9.63% |
| 1Y Return | 24.53% | 30.83% |
| 3Y Return (Ann) | 5.71% | -1.16% |
| 5Y Return (Ann) | 10.94% | 4.31% |
| 10Y Return (Ann) | 11.01% | 6.03% |
| Sharpe Ratio | 2.76 | 1.74 |
| Sortino Ratio | 3.89 | 2.51 |
| Omega Ratio | 1.51 | 1.32 |
| Calmar Ratio | 2.65 | 0.96 |
| Martin Ratio | 14.73 | 6.66 |
| Ulcer Index | 1.66% | 4.46% |
| Daily Std Dev | 8.88% | 17.11% |
| Max Drawdown | -53.64% | -73.07% |
| Current Drawdown | -0.49% | -9.56% |
Correlation
The correlation between FTCS and VNQ is 0.62, 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.
Performance
FTCS vs. VNQ - Performance Comparison
In the year-to-date period, FTCS achieves a 16.32% return, which is significantly higher than VNQ's 9.63% return. Over the past 10 years, FTCS has outperformed VNQ with an annualized return of 11.01%, while VNQ has yielded a comparatively lower 6.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTCS vs. VNQ - Expense Ratio Comparison
FTCS has a 0.56% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
FTCS vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and Vanguard Real Estate ETF (VNQ). 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.
Dividends
FTCS vs. VNQ - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.30%, less than VNQ's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 1.30% | 1.47% | 1.23% | 1.05% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% | 2.01% | 1.34% |
VNQ Vanguard Real Estate ETF | 3.88% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
FTCS vs. VNQ - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for FTCS and VNQ. For additional features, visit the drawdowns tool.
Volatility
FTCS vs. VNQ - Volatility Comparison
The current volatility for First Trust Capital Strength ETF (FTCS) is 3.00%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.37%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.