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FTSL vs. FFIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTSL vs. FFIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Senior Loan Fund (FTSL) and Faraday Future Intelligent Electric Inc. (FFIE). The values are adjusted to include any dividend payments, if applicable.

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FTSL vs. FFIE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FTSL
First Trust Senior Loan Fund
-0.80%5.98%8.27%11.58%-2.50%3.94%3.48%
FFIE
Faraday Future Intelligent Electric Inc.
-73.06%-58.02%-91.23%-99.01%-94.54%-46.80%3.63%

Returns By Period

In the year-to-date period, FTSL achieves a -0.80% return, which is significantly higher than FFIE's -73.06% return.


FTSL

1D
0.34%
1M
1.11%
YTD
-0.80%
6M
0.87%
1Y
4.68%
3Y*
7.10%
5Y*
4.87%
10Y*
4.48%

FFIE

1D
8.36%
1M
-43.86%
YTD
-73.06%
6M
-78.86%
1Y
-75.68%
3Y*
-95.68%
5Y*
-92.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FTSL vs. FFIE — Risk / Return Rank

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

FTSL
FTSL Risk / Return Rank: 8080
Overall Rank
FTSL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTSL Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTSL Omega Ratio Rank: 9393
Omega Ratio Rank
FTSL Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTSL Martin Ratio Rank: 7272
Martin Ratio Rank

FFIE
FFIE Risk / Return Rank: 1212
Overall Rank
FFIE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FFIE Sortino Ratio Rank: 1212
Sortino Ratio Rank
FFIE Omega Ratio Rank: 1515
Omega Ratio Rank
FFIE Calmar Ratio Rank: 1111
Calmar Ratio Rank
FFIE Martin Ratio Rank: 1010
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.

FTSL vs. FFIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Senior Loan Fund (FTSL) and Faraday Future Intelligent Electric Inc. (FFIE). 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.


FTSLFFIEDifference

Sharpe ratio

Return per unit of total volatility

1.51

-0.63

+2.14

Sortino ratio

Return per unit of downside risk

1.99

-0.96

+2.95

Omega ratio

Gain probability vs. loss probability

1.41

0.90

+0.51

Calmar ratio

Return relative to maximum drawdown

1.96

-0.84

+2.80

Martin ratio

Return relative to average drawdown

7.07

-1.52

+8.59

FTSL vs. FFIE - Sharpe Ratio Comparison

The current FTSL Sharpe Ratio is 1.51, which is higher than the FFIE Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of FTSL and FFIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTSLFFIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

-0.63

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

-0.36

+1.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

-0.37

+1.20

Correlation

The correlation between FTSL and FFIE is 0.16, 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.


Dividends

FTSL vs. FFIE - Dividend Comparison

FTSL's dividend yield for the trailing twelve months is around 6.58%, while FFIE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FTSL
First Trust Senior Loan Fund
6.58%6.59%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%
FFIE
Faraday Future Intelligent Electric Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTSL vs. FFIE - Drawdown Comparison

The maximum FTSL drawdown since its inception was -22.67%, smaller than the maximum FFIE drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for FTSL and FFIE.


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Drawdown Indicators


FTSLFFIEDifference

Max Drawdown

Largest peak-to-trough decline

-22.67%

-100.00%

+77.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

-91.95%

+89.62%

Max Drawdown (5Y)

Largest decline over 5 years

-6.96%

-100.00%

+93.04%

Max Drawdown (10Y)

Largest decline over 10 years

-22.67%

Current Drawdown

Current decline from peak

-1.24%

-100.00%

+98.76%

Average Drawdown

Average peak-to-trough decline

-0.77%

-80.28%

+79.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

50.92%

-50.27%

Volatility

FTSL vs. FFIE - Volatility Comparison

The current volatility for First Trust Senior Loan Fund (FTSL) is 1.37%, while Faraday Future Intelligent Electric Inc. (FFIE) has a volatility of 41.86%. This indicates that FTSL experiences smaller price fluctuations and is considered to be less risky than FFIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTSLFFIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

41.86%

-40.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

72.00%

-70.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

121.20%

-118.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.36%

257.34%

-253.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

244.62%

-239.43%