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LFEQ vs. FTLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFEQ vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

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LFEQ vs. FTLS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LFEQ
VanEck Long/Flat Trend ETF
-4.60%10.49%24.30%19.66%-22.05%27.97%17.56%24.07%-5.55%5.27%
FTLS
First Trust Long/Short Equity ETF
-0.80%9.09%18.80%16.94%-5.56%19.65%2.56%16.16%-4.81%4.70%

Returns By Period

In the year-to-date period, LFEQ achieves a -4.60% return, which is significantly lower than FTLS's -0.80% return.


LFEQ

1D
2.80%
1M
-5.02%
YTD
-4.60%
6M
-2.01%
1Y
10.23%
3Y*
13.86%
5Y*
7.84%
10Y*

FTLS

1D
1.32%
1M
-1.17%
YTD
-0.80%
6M
0.98%
1Y
10.88%
3Y*
12.98%
5Y*
9.94%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFEQ vs. FTLS - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is lower than FTLS's 1.60% expense ratio.


Return for Risk

LFEQ vs. FTLS — Risk / Return Rank

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

LFEQ
LFEQ Risk / Return Rank: 3636
Overall Rank
LFEQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LFEQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
LFEQ Omega Ratio Rank: 3737
Omega Ratio Rank
LFEQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
LFEQ Martin Ratio Rank: 4343
Martin Ratio Rank

FTLS
FTLS Risk / Return Rank: 6868
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTLS Omega Ratio Rank: 5959
Omega Ratio Rank
FTLS Calmar Ratio Rank: 7676
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7878
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.

LFEQ vs. FTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) and First Trust Long/Short Equity ETF (FTLS). 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.


LFEQFTLSDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.04

-0.46

Sortino ratio

Return per unit of downside risk

0.96

1.56

-0.59

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

0.88

1.90

-1.03

Martin ratio

Return relative to average drawdown

4.08

8.02

-3.94

LFEQ vs. FTLS - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 0.59, which is lower than the FTLS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LFEQ and FTLS, 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


LFEQFTLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.04

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.94

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.77

-0.19

Correlation

The correlation between LFEQ and FTLS is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LFEQ vs. FTLS - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.95%, which matches FTLS's 0.95% yield.


TTM20252024202320222021202020192018201720162015
LFEQ
VanEck Long/Flat Trend ETF
0.95%0.90%0.74%1.56%1.19%0.37%2.06%1.45%1.07%0.79%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
0.95%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%

Drawdowns

LFEQ vs. FTLS - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, which is greater than FTLS's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for LFEQ and FTLS.


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Drawdown Indicators


LFEQFTLSDifference

Max Drawdown

Largest peak-to-trough decline

-35.19%

-20.54%

-14.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-6.17%

-6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.55%

-11.69%

-13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-20.54%

Current Drawdown

Current decline from peak

-6.43%

-2.34%

-4.09%

Average Drawdown

Average peak-to-trough decline

-6.26%

-2.73%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.49%

+1.16%

Volatility

LFEQ vs. FTLS - Volatility Comparison

VanEck Long/Flat Trend ETF (LFEQ) has a higher volatility of 5.28% compared to First Trust Long/Short Equity ETF (FTLS) at 2.93%. This indicates that LFEQ's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFEQFTLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

2.93%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

6.53%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

10.50%

+6.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

10.65%

+3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

11.31%

+6.37%