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FTLS vs. FDLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTLS vs. FDLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Long/Short Equity ETF (FTLS) and Fidelity Low Volatility Factor ETF (FDLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTLS achieves a 5.55% return, which is significantly higher than FDLO's 2.30% return.


FTLS

1D
0.48%
1M
0.28%
YTD
5.55%
6M
5.16%
1Y
16.53%
3Y*
14.35%
5Y*
10.26%
10Y*
10.02%

FDLO

1D
-0.75%
1M
-3.23%
YTD
2.30%
6M
2.04%
1Y
12.80%
3Y*
12.90%
5Y*
9.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTLS vs. FDLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTLS
First Trust Long/Short Equity ETF
5.55%9.09%18.80%16.94%-5.56%19.65%2.56%16.16%-4.81%14.41%
FDLO
Fidelity Low Volatility Factor ETF
2.30%11.77%16.06%16.38%-10.38%24.00%12.19%31.10%-0.26%20.44%

Correlation

The correlation between FTLS and FDLO is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.68

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

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.76

The correlation between FTLS and FDLO has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

FTLS vs. FDLO — Risk / Return Rank

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

FTLS
FTLS Risk / Return Rank: 6969
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTLS Omega Ratio Rank: 6161
Omega Ratio Rank
FTLS Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7575
Martin Ratio Rank

FDLO
FDLO Risk / Return Rank: 4141
Overall Rank
FDLO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FDLO Sortino Ratio Rank: 4141
Sortino Ratio Rank
FDLO Omega Ratio Rank: 4040
Omega Ratio Rank
FDLO Calmar Ratio Rank: 3737
Calmar Ratio Rank
FDLO Martin Ratio Rank: 4747
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.

FTLS vs. FDLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Long/Short Equity ETF (FTLS) and Fidelity Low Volatility Factor ETF (FDLO). 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.


FTLSFDLODifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.36

1.26

+0.10

Calmar ratioReturn relative to maximum drawdown

4.39

1.80

+2.58

Martin ratioReturn relative to average drawdown

13.59

7.61

+5.98

FTLS vs. FDLO - Sharpe Ratio Comparison

The current FTLS Sharpe Ratio is 1.99, which is higher than the FDLO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FTLS and FDLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTLS vs. FDLO - Drawdown Comparison

The maximum FTLS drawdown since its inception was -20.54%, smaller than the maximum FDLO drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FTLS and FDLO.


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Drawdown Indicators


FTLSFDLODifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-34.35%

+13.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-7.13%

+3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.69%

-13.68%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

-19.23%

+7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-20.54%

Current Drawdown

Current decline from peak

-0.02%

-3.46%

+3.44%

Average Drawdown

Average peak-to-trough decline

-2.69%

-3.37%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.69%

-0.47%

Volatility

FTLS vs. FDLO - Volatility Comparison

The current volatility for First Trust Long/Short Equity ETF (FTLS) is 2.41%, while Fidelity Low Volatility Factor ETF (FDLO) has a volatility of 2.54%. This indicates that FTLS experiences smaller price fluctuations and is considered to be less risky than FDLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTLSFDLODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

2.54%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

6.64%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

8.37%

8.89%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.57%

13.08%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.30%

15.48%

-4.18%

FTLS vs. FDLO - Expense Ratio Comparison

FTLS has a 1.60% expense ratio, which is higher than FDLO's 0.29% expense ratio.


Dividends

FTLS vs. FDLO - Dividend Comparison

FTLS's dividend yield for the trailing twelve months is around 0.90%, less than FDLO's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
FDLO
Fidelity Low Volatility Factor ETF
1.45%1.37%1.40%1.35%1.49%1.11%1.38%1.55%1.76%1.61%0.55%0.00%
FTLS
First Trust Long/Short Equity ETF
0.90%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%

Frequently Asked Questions


FTLS and FDLO have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDLO has higher volatility (2.54%) compared to FTLS (2.41%). In terms of maximum drawdown, FTLS dropped -20.54% vs FDLO's -34.35%.

On 5-year performance, FTLS leads with 10.26% vs 9.34% for FDLO. On fees, FDLO is cheaper at 0.29% per year. On volatility, FTLS has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FTLS has performed better with a 10.26% return vs 9.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDLO is cheaper with a 0.29% expense ratio, compared with 1.60% for FTLS.

FDLO has the higher dividend yield at 1.45%, compared with 0.90% for FTLS.

FTLS is categorized as Long-Short, while FDLO is Volatility Hedged Equity. They also come from different issuers: First Trust and Fidelity. Their fees differ too: 1.60% for FTLS and 0.29% for FDLO.

FTLS currently has the higher Sharpe Ratio (1.99 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FTLS and FDLO

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