Correlation
The correlation between GJO and FTSL is 0.03, 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.
GJO vs. FTSL
Compare and contrast key facts about Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 (GJO) and First Trust Senior Loan Fund (FTSL).
FTSL is an actively managed fund by First Trust. It was launched on May 1, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GJO or FTSL.
Performance
GJO vs. FTSL - Performance Comparison
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Key characteristics
GJO:
0.93
FTSL:
2.39
GJO:
1.25
FTSL:
3.09
GJO:
1.18
FTSL:
1.76
GJO:
3.74
FTSL:
2.66
GJO:
9.90
FTSL:
19.18
GJO:
1.10%
FTSL:
0.37%
GJO:
10.57%
FTSL:
2.94%
GJO:
-31.78%
FTSL:
-22.67%
GJO:
0.00%
FTSL:
-0.04%
Returns By Period
In the year-to-date period, GJO achieves a 3.27% return, which is significantly higher than FTSL's 1.90% return. Over the past 10 years, GJO has outperformed FTSL with an annualized return of 5.11%, while FTSL has yielded a comparatively lower 4.13% annualized return.
GJO
3.27%
1.87%
3.31%
6.08%
8.54%
6.93%
5.11%
FTSL
1.90%
1.09%
2.36%
6.91%
7.77%
5.92%
4.13%
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Risk-Adjusted Performance
GJO vs. FTSL — Risk-Adjusted Performance Rank
GJO
FTSL
GJO vs. FTSL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 (GJO) and First Trust Senior Loan Fund (FTSL). 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
GJO vs. FTSL - Dividend Comparison
GJO's dividend yield for the trailing twelve months is around 5.45%, less than FTSL's 7.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GJO Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 | 5.45% | 5.94% | 5.76% | 2.58% | 0.69% | 1.35% | 3.09% | 2.99% | 1.91% | 1.50% | 0.98% | 0.93% |
FTSL First Trust Senior Loan Fund | 7.22% | 7.56% | 7.59% | 4.77% | 3.17% | 3.48% | 4.44% | 4.29% | 3.64% | 3.70% | 3.95% | 3.75% |
Drawdowns
GJO vs. FTSL - Drawdown Comparison
The maximum GJO drawdown since its inception was -31.78%, which is greater than FTSL's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for GJO and FTSL.
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Volatility
GJO vs. FTSL - Volatility Comparison
Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 (GJO) has a higher volatility of 1.86% compared to First Trust Senior Loan Fund (FTSL) at 0.49%. This indicates that GJO's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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