FTSL vs. AVUV
Compare and contrast key facts about First Trust Senior Loan Fund (FTSL) and Avantis U.S. Small Cap Value ETF (AVUV).
FTSL and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTSL is an actively managed fund by First Trust. It was launched on May 1, 2013. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSL or AVUV.
Key characteristics
| FTSL | AVUV | |
|---|---|---|
| YTD Return | 7.28% | 15.62% |
| 1Y Return | 9.04% | 30.84% |
| 3Y Return (Ann) | 5.47% | 9.03% |
| 5Y Return (Ann) | 4.91% | 16.16% |
| Sharpe Ratio | 4.76 | 1.72 |
| Sortino Ratio | 7.25 | 2.55 |
| Omega Ratio | 2.26 | 1.31 |
| Calmar Ratio | 8.52 | 3.41 |
| Martin Ratio | 58.36 | 9.00 |
| Ulcer Index | 0.16% | 4.16% |
| Daily Std Dev | 1.94% | 21.77% |
| Max Drawdown | -22.67% | -49.42% |
| Current Drawdown | 0.00% | -2.19% |
Correlation
The correlation between FTSL and AVUV is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FTSL vs. AVUV - Performance Comparison
In the year-to-date period, FTSL achieves a 7.28% return, which is significantly lower than AVUV's 15.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTSL vs. AVUV - Expense Ratio Comparison
FTSL has a 0.86% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
FTSL vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Senior Loan Fund (FTSL) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
FTSL vs. AVUV - Dividend Comparison
FTSL's dividend yield for the trailing twelve months is around 7.63%, more than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSL First Trust Senior Loan Fund | 7.63% | 7.59% | 4.77% | 3.18% | 3.48% | 4.45% | 4.29% | 3.64% | 3.70% | 3.95% | 3.75% | 2.64% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTSL vs. AVUV - Drawdown Comparison
The maximum FTSL drawdown since its inception was -22.67%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for FTSL and AVUV. For additional features, visit the drawdowns tool.
Volatility
FTSL vs. AVUV - Volatility Comparison
The current volatility for First Trust Senior Loan Fund (FTSL) is 0.48%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.78%. This indicates that FTSL experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.