FTHY vs. JFR
Compare and contrast key facts about First Trust High Yield Opportunities 2027 Term Fund (FTHY) and Nuveen Floating Rate Income Fund (JFR).
FTHY is managed by First Trust. It was launched on Jun 25, 2020. JFR is managed by Nuveen. It was launched on Mar 24, 2004.
Performance
FTHY vs. JFR - Performance Comparison
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FTHY vs. JFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTHY First Trust High Yield Opportunities 2027 Term Fund | -1.22% | 7.80% | 15.71% | 14.65% | -26.09% | 7.63% | 4.66% |
JFR Nuveen Floating Rate Income Fund | -0.82% | -0.68% | 21.92% | 16.61% | -15.15% | 24.66% | 15.35% |
Returns By Period
In the year-to-date period, FTHY achieves a -1.22% return, which is significantly lower than JFR's -0.82% return.
FTHY
- 1D
- 2.11%
- 1M
- -1.78%
- YTD
- -1.22%
- 6M
- -1.53%
- 1Y
- 3.99%
- 3Y*
- 10.25%
- 5Y*
- 2.42%
- 10Y*
- —
JFR
- 1D
- 3.87%
- 1M
- 0.26%
- YTD
- -0.82%
- 6M
- -1.94%
- 1Y
- 0.69%
- 3Y*
- 9.60%
- 5Y*
- 5.55%
- 10Y*
- 6.13%
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FTHY vs. JFR - Expense Ratio Comparison
Both FTHY and JFR have an expense ratio of 0.02%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
FTHY vs. JFR — Risk / Return Rank
FTHY
JFR
FTHY vs. JFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust High Yield Opportunities 2027 Term Fund (FTHY) and Nuveen Floating Rate Income Fund (JFR). 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.
| FTHY | JFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.05 | +0.36 |
Sortino ratioReturn per unit of downside risk | 0.61 | 0.16 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.03 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.08 | +0.41 |
Martin ratioReturn relative to average drawdown | 1.82 | 0.26 | +1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTHY | JFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.05 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.44 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.27 | -0.06 |
Correlation
The correlation between FTHY and JFR is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FTHY vs. JFR - Dividend Comparison
FTHY's dividend yield for the trailing twelve months is around 11.09%, less than JFR's 13.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHY First Trust High Yield Opportunities 2027 Term Fund | 11.09% | 10.66% | 10.70% | 10.22% | 11.85% | 7.83% | 2.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JFR Nuveen Floating Rate Income Fund | 13.47% | 13.03% | 11.43% | 11.51% | 9.61% | 6.66% | 7.19% | 7.19% | 7.95% | 7.23% | 6.38% | 7.03% |
Drawdowns
FTHY vs. JFR - Drawdown Comparison
The maximum FTHY drawdown since its inception was -31.17%, smaller than the maximum JFR drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for FTHY and JFR.
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Drawdown Indicators
| FTHY | JFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.17% | -62.61% | +31.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -11.54% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -20.40% | -10.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.71% | — |
Current DrawdownCurrent decline from peak | -3.45% | -4.15% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -8.84% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 3.53% | -1.41% |
Volatility
FTHY vs. JFR - Volatility Comparison
The current volatility for First Trust High Yield Opportunities 2027 Term Fund (FTHY) is 3.46%, while Nuveen Floating Rate Income Fund (JFR) has a volatility of 4.96%. This indicates that FTHY experiences smaller price fluctuations and is considered to be less risky than JFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTHY | JFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.96% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 4.99% | 7.07% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.78% | 13.16% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.86% | 12.73% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 16.65% | -3.26% |