PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FTFX.L vs. MINT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTFX.L vs. MINT.L

Last updated Jul 16, 2026
Documentation

FTFX.L (First Trust FactorFX UCITS ETF Class A USD) and MINT.L (PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF) are both Global Equities funds - FTFX.L tracks the First Trust FactorFX UCITS ETF Class A USD while MINT.L tracks the PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. Both are passively managed. Over the past 5 years, FTFX.L returned 5.92%/yr vs 3.49%/yr for MINT.L. At a 0.02 correlation, their price movements are largely independent.

Performance

FTFX.L vs. MINT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust FactorFX UCITS ETF Class A USD (FTFX.L) and PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FTFX.L achieves a 6.72% return, which is significantly higher than MINT.L's 2.39% return.

FTFX.L

1D
0.81%
1M
2.12%
6M
6.59%
YTD
6.72%
1Y
10.31%
3Y*
6.78%
5Y*
5.92%
10Y*
—

MINT.L

1D
0.05%
1M
0.39%
6M
2.17%
YTD
2.39%
1Y
4.58%
3Y*
5.23%
5Y*
3.49%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTFX.L vs. MINT.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FTFX.L
First Trust FactorFX UCITS ETF Class A USD		6.72%8.14%7.93%9.97%-1.13%-3.43%0.33%4.18%0.10%0.45%
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF		2.39%4.66%5.75%5.72%-0.67%-0.09%1.30%3.28%1.65%0.67%

Correlation

The correlation between FTFX.L and MINT.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2017

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust FactorFX UCITS ETF Class A USD

PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF

Return for Risk

FTFX.L vs. MINT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTFX.L
FTFX.L Risk / Return Rank: 6565
Overall Rank
FTFX.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTFX.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
FTFX.L Omega Ratio Rank: 6565
Omega Ratio Rank
FTFX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTFX.L Martin Ratio Rank: 6969
Martin Ratio Rank
MINT.L
MINT.L Risk / Return Rank: 9999
Overall Rank
MINT.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MINT.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
MINT.L Omega Ratio Rank: 9999
Omega Ratio Rank
MINT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
MINT.L Martin Ratio Rank: 9999
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.

FTFX.L vs. MINT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust FactorFX UCITS ETF Class A USD (FTFX.L) and PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L). 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.

FTFX.LMINT.LDifference
Sharpe ratioReturn per unit of total volatility
1.55
7.86

-6.31

Sortino ratioReturn per unit of downside risk
2.23
16.90

-14.67

Omega ratioGain probability vs. loss probability

1.31

3.57

-2.26

Calmar ratioReturn relative to maximum drawdown

3.30

45.35

-42.05

Martin ratioReturn relative to average drawdown

10.01

232.26

-222.25

FTFX.L vs. MINT.L - Sharpe Ratio Comparison

The current FTFX.L Sharpe Ratio is 1.55, which is lower than the MINT.L Sharpe Ratio of 7.86. The chart below compares the historical Sharpe Ratios of FTFX.L and MINT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

FTFX.L vs. MINT.L - Drawdown Comparison

The maximum FTFX.L drawdown since its inception was -8.13%, which is greater than MINT.L's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for FTFX.L and MINT.L.

Loading charts...

Drawdown Indicators

FTFX.LMINT.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.13%

-3.89%

-4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-0.10%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-6.92%

-0.62%

-6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-6.92%

-2.47%

-4.45%

Max Drawdown (10Y)

Largest decline over 10 years

—

-3.89%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.08%

-0.23%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.02%

+0.96%

Volatility

FTFX.L vs. MINT.L - Volatility Comparison

First Trust FactorFX UCITS ETF Class A USD (FTFX.L) has a higher volatility of 1.26% compared to PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L) at 0.14%. This indicates that FTFX.L's price experiences larger fluctuations and is considered to be riskier than MINT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FTFX.LMINT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

0.14%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

0.35%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.34%

0.58%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

0.76%

+6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.18%

0.95%

+5.23%

Dividends

FTFX.L vs. MINT.L - Dividend Comparison

FTFX.L has not paid dividends to shareholders, while MINT.L's dividend yield for the trailing twelve months is around 4.36%.

PositionTTM20252024202320222021202020192018201720162015
FTFX.L
First Trust FactorFX UCITS ETF Class A USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF		4.36%4.43%5.18%4.81%1.51%0.34%1.17%2.63%2.33%1.56%1.31%0.79%

Frequently Asked Questions

FTFX.L and MINT.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTFX.L tracks First Trust FactorFX UCITS ETF Class A USD, while MINT.L tracks PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. They also come from different issuers: First Trust and PIMCO.

Portfolio Optimizer

Find the right allocation for FTFX.L and MINT.L

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

Open Portfolio Optimizer