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.
Performance
GJO vs. FTSL - Performance Comparison
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GJO vs. FTSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GJO Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 | 1.31% | 5.57% | 5.19% | 9.80% | 1.34% | 1.76% | 2.31% | 10.59% | 4.45% | 13.43% |
FTSL First Trust Senior Loan Fund | -0.80% | 5.98% | 8.27% | 11.58% | -2.50% | 3.94% | 2.99% | 10.11% | -1.30% | 2.59% |
Returns By Period
In the year-to-date period, GJO achieves a 1.31% return, which is significantly higher than FTSL's -0.80% return. Over the past 10 years, GJO has outperformed FTSL with an annualized return of 5.49%, while FTSL has yielded a comparatively lower 4.48% annualized return.
GJO
- 1D
- 0.00%
- 1M
- 0.77%
- YTD
- 1.31%
- 6M
- 3.99%
- 1Y
- 5.30%
- 3Y*
- 6.11%
- 5Y*
- 5.02%
- 10Y*
- 5.49%
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%
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Return for Risk
GJO vs. FTSL — Risk / Return Rank
GJO
FTSL
GJO vs. FTSL - Risk-Adjusted Trends 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.
| GJO | FTSL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.51 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.99 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.96 | -0.16 |
Martin ratioReturn relative to average drawdown | 6.53 | 7.07 | -0.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GJO | FTSL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.51 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.46 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.87 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.41 |
Correlation
The correlation between GJO and FTSL is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
GJO vs. FTSL - Dividend Comparison
GJO's dividend yield for the trailing twelve months is around 4.80%, less than FTSL's 6.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GJO Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 | 4.80% | 4.97% | 5.94% | 3.92% | 1.97% | 0.69% | 1.35% | 5.87% | 2.99% | 1.92% | 1.50% | 0.98% |
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% |
Drawdowns
GJO vs. FTSL - Drawdown Comparison
The maximum GJO drawdown since its inception was -25.56%, 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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Drawdown Indicators
| GJO | FTSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.56% | -22.67% | -2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -2.33% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -4.42% | -6.96% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -13.93% | -22.67% | +8.74% |
Current DrawdownCurrent decline from peak | -0.12% | -1.24% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -0.77% | -2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.65% | +0.16% |
Volatility
GJO vs. FTSL - Volatility Comparison
Strats Trust Wal Mart Stores Inc. STRT CTF 05-4 (GJO) has a higher volatility of 2.40% compared to First Trust Senior Loan Fund (FTSL) at 1.37%. 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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Volatility by Period
| GJO | FTSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 1.37% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.07% | 1.90% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.36% | 3.11% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 3.36% | +5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.91% | 5.19% | +5.72% |