MNDO vs. FTLS
MNDO (MIND C.T.I. Ltd) is a stock, while FTLS (First Trust Long/Short Equity ETF) is Long-Short fund actively managed by First Trust. Over the past 10 years, MNDO returned 2.19%/yr vs 9.59%/yr for FTLS. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
MNDO vs. FTLS - Performance Comparison
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Returns By Period
In the year-to-date period, MNDO achieves a -16.57% return, which is significantly lower than FTLS's 6.03% return. Over the past 10 years, MNDO has underperformed FTLS with an annualized return of 2.19%, while FTLS has yielded a comparatively higher 9.59% annualized return.
MNDO
- 1D
- -5.94%
- 1M
- -11.17%
- 6M
- -16.57%
- YTD
- -16.57%
- 1Y
- -31.96%
- 3Y*
- -15.00%
- 5Y*
- -15.08%
- 10Y*
- 2.19%
- ALL TIME*
- 1.59%
FTLS
- 1D
- -0.31%
- 1M
- 1.47%
- 6M
- 4.95%
- YTD
- 6.03%
- 1Y
- 14.40%
- 3Y*
- 13.13%
- 5Y*
- 10.06%
- 10Y*
- 9.59%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.26M | $8.04M | $8.94M | |
MNDO MIND C.T.I. Ltd | $48.43K | $57.56K | $52.63K |
MNDO vs. FTLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNDO MIND C.T.I. Ltd | -16.57% | -34.77% | 12.86% | 4.21% | -26.48% | 30.73% | 21.80% | 18.54% | -7.49% | 26.62% |
FTLS First Trust Long/Short Equity ETF | 6.03% | 9.09% | 18.80% | 16.94% | -5.56% | 19.65% | 2.56% | 16.16% | -4.81% | 14.41% |
Correlation
The correlation between MNDO and FTLS is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2014 | 0.13 |
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Return for Risk
MNDO vs. FTLS — Risk / Return Rank
MNDO
FTLS
MNDO vs. FTLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MIND C.T.I. Ltd (MNDO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MNDO | FTLS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.28 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 3.55 | -4.40 |
| Martin ratioReturn relative to average drawdown | -1.46 | 10.80 | -12.25 |
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Drawdowns
MNDO vs. FTLS - Drawdown Comparison
The maximum MNDO drawdown since its inception was -94.28%, which is greater than FTLS's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for MNDO and FTLS.
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Drawdown Indicators
| MNDO | FTLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.28% | -20.54% | -73.74% |
Max Drawdown (1Y)Largest decline over 1 year | -37.58% | -3.79% | -33.79% |
Max Drawdown (3Y)Largest decline over 3 years | -54.63% | -11.69% | -42.94% |
Max Drawdown (5Y)Largest decline over 5 years | -61.57% | -11.69% | -49.88% |
Max Drawdown (10Y)Largest decline over 10 years | -64.04% | -20.54% | -43.50% |
Current DrawdownCurrent decline from peak | -60.80% | -0.42% | -60.38% |
Average DrawdownAverage peak-to-trough decline | -46.78% | -2.67% | -44.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.81% | 1.24% | +20.57% |
Volatility
MNDO vs. FTLS - Volatility Comparison
MIND C.T.I. Ltd (MNDO) has a higher volatility of 17.36% compared to First Trust Long/Short Equity ETF (FTLS) at 2.15%. This indicates that MNDO'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
| MNDO | FTLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.36% | 2.15% | +15.21% |
Volatility (6M)Calculated over the trailing 6-month period | 30.84% | 5.86% | +24.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.50% | 8.54% | +31.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.96% | 10.53% | +18.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.27% | 11.23% | +16.04% |
Dividends
MNDO vs. FTLS - Dividend Comparison
MNDO has not paid dividends to shareholders, while FTLS's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTLS First Trust Long/Short Equity ETF | 0.88% | 1.07% | 1.50% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% |
MNDO MIND C.T.I. Ltd | 0.00% | 19.13% | 12.15% | 12.24% | 12.38% | 8.37% | 9.27% | 10.79% | 13.16% | 11.55% | 10.98% | 11.86% |
Frequently Asked Questions
MNDO and FTLS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNDO has higher volatility (17.36%) compared to FTLS (2.15%). In terms of maximum drawdown, MNDO dropped -94.28% vs FTLS's -20.54%.
FTLS currently has the higher Sharpe Ratio (1.57 vs -0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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