FTLS vs. LCSIX
Compare and contrast key facts about First Trust Long/Short Equity ETF (FTLS) and LoCorr Long/Short Commodity Strategies Fund (LCSIX).
FTLS is an actively managed fund by First Trust. It was launched on Sep 9, 2014. LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011.
Performance
FTLS vs. LCSIX - Performance Comparison
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FTLS vs. LCSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTLS First Trust Long/Short Equity ETF | -0.80% | 9.09% | 18.80% | 16.94% | -5.56% | 19.65% | 2.56% | 16.16% | -4.81% | 14.41% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.78% | 1.13% | -8.29% | -3.07% | 6.04% | 14.90% | 9.90% | -5.97% | 15.16% | 6.19% |
Returns By Period
In the year-to-date period, FTLS achieves a -0.80% return, which is significantly lower than LCSIX's 2.78% return. Over the past 10 years, FTLS has outperformed LCSIX with an annualized return of 9.10%, while LCSIX has yielded a comparatively lower 2.75% annualized return.
FTLS
- 1D
- 1.32%
- 1M
- -1.17%
- YTD
- -0.80%
- 6M
- 0.98%
- 1Y
- 10.88%
- 3Y*
- 12.98%
- 5Y*
- 9.94%
- 10Y*
- 9.10%
LCSIX
- 1D
- 0.57%
- 1M
- 0.91%
- YTD
- 2.78%
- 6M
- 1.28%
- 1Y
- 0.27%
- 3Y*
- -2.12%
- 5Y*
- 2.03%
- 10Y*
- 2.75%
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FTLS vs. LCSIX - Expense Ratio Comparison
FTLS has a 1.60% expense ratio, which is lower than LCSIX's 1.75% expense ratio.
Return for Risk
FTLS vs. LCSIX — Risk / Return Rank
FTLS
LCSIX
FTLS vs. LCSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Long/Short Equity ETF (FTLS) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). 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.
| FTLS | LCSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.15 | +0.89 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.25 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.03 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 0.24 | +1.66 |
Martin ratioReturn relative to average drawdown | 8.02 | 0.49 | +7.53 |
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
| FTLS | LCSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.15 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.37 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.41 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.46 | +0.31 |
Correlation
The correlation between FTLS and LCSIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FTLS vs. LCSIX - Dividend Comparison
FTLS's dividend yield for the trailing twelve months is around 0.95%, less than LCSIX's 2.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTLS First Trust Long/Short Equity ETF | 0.95% | 1.07% | 1.50% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.26% | 2.32% | 2.75% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% |
Drawdowns
FTLS vs. LCSIX - Drawdown Comparison
The maximum FTLS drawdown since its inception was -20.54%, smaller than the maximum LCSIX drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for FTLS and LCSIX.
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Drawdown Indicators
| FTLS | LCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.54% | -25.13% | +4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -4.31% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -11.69% | -13.21% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -20.54% | -13.71% | -6.83% |
Current DrawdownCurrent decline from peak | -2.34% | -8.74% | +6.40% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -6.33% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.15% | -0.66% |
Volatility
FTLS vs. LCSIX - Volatility Comparison
First Trust Long/Short Equity ETF (FTLS) has a higher volatility of 2.93% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.44%. This indicates that FTLS's price experiences larger fluctuations and is considered to be riskier than LCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTLS | LCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 1.44% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 5.31% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.50% | 6.96% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 5.58% | +5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.31% | 6.71% | +4.60% |