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FTSL vs. AAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTSL and AAA is 0.20, 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.


Performance

FTSL vs. AAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Senior Loan Fund (FTSL) and AAF First Priority CLO Bond ETF (AAA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FTSL:

0.87%

AAA:

1.16%

Max Drawdown

FTSL:

0.00%

AAA:

-0.20%

Current Drawdown

FTSL:

0.00%

AAA:

-0.16%

Returns By Period


FTSL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AAA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FTSL vs. AAA - Expense Ratio Comparison

FTSL has a 0.86% expense ratio, which is higher than AAA's 0.25% expense ratio.


Risk-Adjusted Performance

FTSL vs. AAA — Risk-Adjusted Performance Rank

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

FTSL
The Risk-Adjusted Performance Rank of FTSL is 9696
Overall Rank
The Sharpe Ratio Rank of FTSL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FTSL is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FTSL is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FTSL is 9797
Martin Ratio Rank

AAA
The Risk-Adjusted Performance Rank of AAA is 9494
Overall Rank
The Sharpe Ratio Rank of AAA is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of AAA is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AAA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AAA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AAA is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTSL vs. AAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Senior Loan Fund (FTSL) and AAF First Priority CLO Bond ETF (AAA). 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.



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Dividends

FTSL vs. AAA - Dividend Comparison

Neither FTSL nor AAA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTSL vs. AAA - Drawdown Comparison

The maximum FTSL drawdown since its inception was 0.00%, smaller than the maximum AAA drawdown of -0.20%. Use the drawdown chart below to compare losses from any high point for FTSL and AAA. For additional features, visit the drawdowns tool.


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Volatility

FTSL vs. AAA - Volatility Comparison


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