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FTLS vs. FMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTLS vs. FMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Long/Short Equity ETF (FTLS) and First Trust Managed Futures Strategy Fund (FMF). 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 5.21% return, which is significantly lower than FMF's 10.60% return. Over the past 10 years, FTLS has outperformed FMF with an annualized return of 9.81%, while FMF has yielded a comparatively lower 3.14% annualized return.


FTLS

1D
0.67%
1M
1.31%
YTD
5.21%
6M
4.51%
1Y
14.78%
3Y*
14.27%
5Y*
10.33%
10Y*
9.81%

FMF

1D
-0.13%
1M
0.70%
YTD
10.60%
6M
11.04%
1Y
21.48%
3Y*
6.66%
5Y*
4.59%
10Y*
3.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTLS vs. FMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTLS
First Trust Long/Short Equity ETF
5.21%9.09%18.80%16.94%-5.56%19.65%2.56%16.16%-4.81%14.41%
FMF
First Trust Managed Futures Strategy Fund
10.60%4.54%8.17%-0.18%5.24%3.57%5.69%-5.16%-2.64%1.70%

Correlation

The correlation between FTLS and FMF is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.14

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.13

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Return for Risk

FTLS vs. FMF — Risk / Return Rank

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

FTLS
FTLS Risk / Return Rank: 6060
Overall Rank
FTLS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 5454
Sortino Ratio Rank
FTLS Omega Ratio Rank: 5252
Omega Ratio Rank
FTLS Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTLS Martin Ratio Rank: 6767
Martin Ratio Rank

FMF
FMF Risk / Return Rank: 7676
Overall Rank
FMF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FMF Sortino Ratio Rank: 6969
Sortino Ratio Rank
FMF Omega Ratio Rank: 6666
Omega Ratio Rank
FMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMF Martin Ratio Rank: 8585
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. FMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Long/Short Equity ETF (FTLS) and First Trust Managed Futures Strategy Fund (FMF). 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.


FTLSFMFDifference

Sharpe ratio

Return per unit of total volatility

1.81

2.23

-0.42

Sortino ratio

Return per unit of downside risk

2.64

3.21

-0.57

Omega ratio

Gain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratio

Return relative to maximum drawdown

3.96

6.37

-2.41

Martin ratio

Return relative to average drawdown

12.34

18.09

-5.75

FTLS vs. FMF - Sharpe Ratio Comparison

The current FTLS Sharpe Ratio is 1.81, which is comparable to the FMF Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FTLS and FMF, 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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Sharpe Ratios by Period


FTLSFMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.23

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.43

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.27

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.17

+0.64

Drawdowns

FTLS vs. FMF - Drawdown Comparison

The maximum FTLS drawdown since its inception was -20.54%, smaller than the maximum FMF drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for FTLS and FMF.


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Drawdown Indicators


FTLSFMFDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-22.21%

+1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-3.42%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-11.69%

-7.25%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

-14.98%

+3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-20.54%

-16.89%

-3.65%

Current Drawdown

Current decline from peak

-0.15%

-0.39%

+0.24%

Average Drawdown

Average peak-to-trough decline

-2.69%

-9.86%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.20%

+0.01%

Volatility

FTLS vs. FMF - Volatility Comparison

First Trust Long/Short Equity ETF (FTLS) and First Trust Managed Futures Strategy Fund (FMF) have volatilities of 1.93% and 1.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTLSFMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.87%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

7.11%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

8.19%

9.66%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.55%

10.75%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.30%

11.72%

-0.42%

FTLS vs. FMF - Expense Ratio Comparison

FTLS has a 1.60% expense ratio, which is higher than FMF's 0.95% expense ratio.


Dividends

FTLS vs. FMF - Dividend Comparison

FTLS's dividend yield for the trailing twelve months is around 0.90%, less than FMF's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
FMF
First Trust Managed Futures Strategy Fund
4.97%5.60%4.85%3.09%0.41%3.29%0.02%1.05%1.56%0.82%0.00%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 FMF have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTLS has higher volatility (1.93%) compared to FMF (1.87%). In terms of maximum drawdown, FTLS dropped -20.54% vs FMF's -22.21%.

On 10-year performance, FTLS leads with 9.81% vs 3.14% for FMF. On fees, FMF is cheaper at 0.95% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTLS has performed better with a 9.81% return vs 3.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMF is cheaper with a 0.95% expense ratio, compared with 1.60% for FTLS.

FMF has the higher dividend yield at 4.97%, compared with 0.90% for FTLS.

FTLS is categorized as Long-Short, while FMF is Hedge Fund. Their fees differ too: 1.60% for FTLS and 0.95% for FMF.

FMF currently has the higher Sharpe Ratio (2.23 vs 1.81), 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.

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