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

Correlation

The correlation between FTSL and SJNK is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FTSL vs. SJNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Senior Loan Fund (FTSL) and SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). The values are adjusted to include any dividend payments, if applicable.

54.00%56.00%58.00%60.00%62.00%NovemberDecember2025FebruaryMarchApril
57.62%
60.08%
FTSL
SJNK

Key characteristics

Sharpe Ratio

FTSL:

2.16

SJNK:

1.58

Sortino Ratio

FTSL:

2.74

SJNK:

2.29

Omega Ratio

FTSL:

1.66

SJNK:

1.36

Calmar Ratio

FTSL:

2.37

SJNK:

1.76

Martin Ratio

FTSL:

17.02

SJNK:

9.70

Ulcer Index

FTSL:

0.37%

SJNK:

0.86%

Daily Std Dev

FTSL:

2.93%

SJNK:

5.30%

Max Drawdown

FTSL:

-22.67%

SJNK:

-19.74%

Current Drawdown

FTSL:

-0.15%

SJNK:

-1.21%

Returns By Period

In the year-to-date period, FTSL achieves a 0.60% return, which is significantly lower than SJNK's 0.91% return. Over the past 10 years, FTSL has underperformed SJNK with an annualized return of 4.02%, while SJNK has yielded a comparatively higher 4.37% annualized return.


FTSL

YTD

0.60%

1M

-0.15%

6M

2.48%

1Y

6.19%

5Y*

6.47%

10Y*

4.02%

SJNK

YTD

0.91%

1M

-0.64%

6M

1.79%

1Y

8.20%

5Y*

7.24%

10Y*

4.37%

*Annualized

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FTSL vs. SJNK - Expense Ratio Comparison

FTSL has a 0.86% expense ratio, which is higher than SJNK's 0.40% expense ratio.


Expense ratio chart for FTSL: current value is 0.86%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTSL: 0.86%
Expense ratio chart for SJNK: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SJNK: 0.40%

Risk-Adjusted Performance

FTSL vs. SJNK — 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 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FTSL is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FTSL is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FTSL is 9797
Martin Ratio Rank

SJNK
The Risk-Adjusted Performance Rank of SJNK is 9292
Overall Rank
The Sharpe Ratio Rank of SJNK is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SJNK is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SJNK is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SJNK is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SJNK is 9393
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. SJNK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Senior Loan Fund (FTSL) and SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK). 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.


The chart of Sharpe ratio for FTSL, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.00
FTSL: 2.16
SJNK: 1.58
The chart of Sortino ratio for FTSL, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.00
FTSL: 2.74
SJNK: 2.29
The chart of Omega ratio for FTSL, currently valued at 1.66, compared to the broader market0.501.001.502.002.50
FTSL: 1.66
SJNK: 1.36
The chart of Calmar ratio for FTSL, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.00
FTSL: 2.37
SJNK: 1.76
The chart of Martin ratio for FTSL, currently valued at 17.02, compared to the broader market0.0020.0040.0060.00
FTSL: 17.02
SJNK: 9.70

The current FTSL Sharpe Ratio is 2.16, which is higher than the SJNK Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FTSL and SJNK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.16
1.58
FTSL
SJNK

Dividends

FTSL vs. SJNK - Dividend Comparison

FTSL's dividend yield for the trailing twelve months is around 7.35%, less than SJNK's 7.50% yield.


TTM20242023202220212020201920182017201620152014
FTSL
First Trust Senior Loan Fund
7.35%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%3.75%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.50%7.47%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%

Drawdowns

FTSL vs. SJNK - Drawdown Comparison

The maximum FTSL drawdown since its inception was -22.67%, which is greater than SJNK's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for FTSL and SJNK. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.15%
-1.21%
FTSL
SJNK

Volatility

FTSL vs. SJNK - Volatility Comparison

The current volatility for First Trust Senior Loan Fund (FTSL) is 2.41%, while SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) has a volatility of 4.18%. This indicates that FTSL experiences smaller price fluctuations and is considered to be less risky than SJNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
2.41%
4.18%
FTSL
SJNK