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HISF vs. LDSF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HISF and LDSF is 0.24, 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.


Performance

HISF vs. LDSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust High Income Strategic Focus ETF (HISF) and First Trust Low Duration Strategic Focus ETF (LDSF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HISF:

1.28

LDSF:

2.14

Sortino Ratio

HISF:

1.86

LDSF:

3.07

Omega Ratio

HISF:

1.23

LDSF:

1.43

Calmar Ratio

HISF:

0.85

LDSF:

3.96

Martin Ratio

HISF:

3.62

LDSF:

9.47

Ulcer Index

HISF:

1.54%

LDSF:

0.61%

Daily Std Dev

HISF:

4.37%

LDSF:

2.73%

Max Drawdown

HISF:

-27.86%

LDSF:

-8.56%

Current Drawdown

HISF:

-0.89%

LDSF:

-0.16%

Returns By Period

The year-to-date returns for both stocks are quite close, with HISF having a 2.12% return and LDSF slightly lower at 2.03%.


HISF

YTD

2.12%

1M

0.80%

6M

1.22%

1Y

5.57%

5Y*

4.23%

10Y*

2.94%

LDSF

YTD

2.03%

1M

0.94%

6M

1.92%

1Y

5.79%

5Y*

2.09%

10Y*

N/A

*Annualized

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HISF vs. LDSF - Expense Ratio Comparison

HISF has a 0.87% expense ratio, which is higher than LDSF's 0.77% expense ratio.


Risk-Adjusted Performance

HISF vs. LDSF — Risk-Adjusted Performance Rank

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

HISF
The Risk-Adjusted Performance Rank of HISF is 8484
Overall Rank
The Sharpe Ratio Rank of HISF is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of HISF is 8989
Sortino Ratio Rank
The Omega Ratio Rank of HISF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of HISF is 8080
Calmar Ratio Rank
The Martin Ratio Rank of HISF is 8080
Martin Ratio Rank

LDSF
The Risk-Adjusted Performance Rank of LDSF is 9595
Overall Rank
The Sharpe Ratio Rank of LDSF is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of LDSF is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LDSF is 9595
Omega Ratio Rank
The Calmar Ratio Rank of LDSF is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LDSF 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.

HISF vs. LDSF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust High Income Strategic Focus ETF (HISF) and First Trust Low Duration Strategic Focus ETF (LDSF). 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 current HISF Sharpe Ratio is 1.28, which is lower than the LDSF Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of HISF and LDSF, 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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Dividends

HISF vs. LDSF - Dividend Comparison

HISF's dividend yield for the trailing twelve months is around 4.71%, more than LDSF's 4.59% yield.


TTM20242023202220212020201920182017201620152014
HISF
First Trust High Income Strategic Focus ETF
4.71%4.68%4.27%3.81%3.79%4.17%4.28%5.13%3.81%3.84%3.58%1.20%
LDSF
First Trust Low Duration Strategic Focus ETF
4.59%4.53%4.08%2.61%1.97%2.65%3.06%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HISF vs. LDSF - Drawdown Comparison

The maximum HISF drawdown since its inception was -27.86%, which is greater than LDSF's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for HISF and LDSF. For additional features, visit the drawdowns tool.


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Volatility

HISF vs. LDSF - Volatility Comparison


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