First Trust Lunt U.S. Factor Rotation ETF (FCTR) Performance
FCTR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −3.3% since Dec 31, 2025
- 1 year
- −3.3% total return
- 5 years
- +0.1% a year
- Since first price
- +7.4% a year since 2018
FCTR trailing returns vs SPY, QQQ, AGG
| Period | FCTR total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −10.5% | −10.7% | −1.0% | −5.0% | +0.9% |
| 3 months | −12.5% | −12.6% | +3.2% | +1.9% | −0.4% |
| 6 months | −8.0% | −8.3% | +7.8% | +8.4% | −1.5% |
| YTD | −3.3% | −3.9% | +12.3% | +15.1% | −1.0% |
| 1 year | −3.3% | −3.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +49.6%+14.4%/yr | +46.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +0.5%+0.1%/yr | −3.7% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJul 26, 2018 | +80.8%+7.4%/yr | +68.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FCTR vs SPY
From Jul 26, 2018: FCTR grew to $18,081, SPY to $30,370.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FCTR returns by calendar year
6 of 7 full years positive. Best 2019 (+30.9%), worst 2022 (−20.4%). 2026 is year to date.
FCTR annual returns table
| Year | FCTR | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −3.3% | −17.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.6% | −22.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +19.5% | −13.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +0.7% | −22.2% | +26.2% | +54.9% | +5.7% |
| 2022 | −20.4% | −25.4% | −18.2% | −32.6% | −13.0% |
| 2021 | +21.1% | −8.1% | +28.7% | +27.4% | −1.8% |
| 2020 | +30.2% | −35.9% | +18.3% | +48.6% | +7.5% |
| 2019 | +30.9% | −5.5% | +31.2% | +39.0% | +8.5% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FCTR largest drawdowns
Now 16.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 16, 2021 | −37.1% | Oct 27, 2023 | Feb 18, 2025 | 1.9 years | 3.3 years |
| Feb 19, 2020 | −35.9% | Mar 23, 2020 | Jun 3, 2020 | 33 days | 3 months |
| Feb 18, 2025 | −22.6% | Apr 8, 2025 | Oct 8, 2025 | 49 days | 8 months |
| Sep 21, 2018 | −19.4% | Dec 24, 2018 | Mar 21, 2019 | 3 months | 6 months |
| Jun 4, 2026 | −17.3% | Oct 22, 2026 | not yet | 5 months | 5 months so far |
| Oct 31, 2025 | −11.2% | Nov 20, 2025 | Dec 10, 2025 | 20 days | 40 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FCTR risk statistics
| Statistic | 3 years | 5 years | Since 2018 |
|---|---|---|---|
| Annualized return | +15.9% | +2.9% | +8.9% |
| Volatility (annualized) | 17.3% | 19.2% | 20.1% |
| Sharpe ratio | 0.69 | 0.06 | 0.40 |
| Sortino ratio | 1.17 | 0.08 | 0.61 |
| Best month | +12.1% | +12.1% | +16.8% |
| Worst month | −7.2% | −11.3% | −13.4% |
| Best 12 months | +36.9% | +36.9% | +86.8% |
| Worst 12 months | +0.3% | −22.2% | −22.2% |
| Positive months | 67% | 57% | 63% |
| Beta vs S&P 500 | 1.10 | 1.03 | — |
| Correlation with S&P 500 | 0.79 | 0.84 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FCTR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 88 | −22.2% | +11.2% | +86.8% | 72% |
| 3-year (a year) | 64 | −5.1% | +8.9% | +27.3% | 75% |
| 5-year (a year) | 40 | +0.2% | +7.7% | +12.7% | 100% |
Every holding period starting at a month-end since 2018. Returns for 3 years and longer are annualized.
FCTR performance overview
First Trust Lunt U.S. Factor Rotation ETF (FCTR) returned −3.3% over the past year and +0.1% a year over five years, with distributions reinvested. Since its first recorded price in 2018 it has returned +7.4% a year, turning $10,000 into about $18,081. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −37.1%, from Nov 16, 2021 to Oct 27, 2023, and it took 1.3 years to get back to the old high. FCTR finished 6 of its 7 full calendar years with a gain; the best year was 2019 (+30.9%) and the worst 2022 (−20.4%). Volatility has been 20.1% a year.
Related: FCTR chart, FCTR holdings, FCTR dividends, FCTR valuation. See the FCTR overview for the latest quote and fund facts.
FCTR performance FAQ
What is the FCTR return over the past year?
FCTR returned −3.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 3.8%.
What is the average annual return of FCTR?
FCTR has returned +0.1% a year over 5 years, +7.4% a year since July 26, 2018 (total return, distributions reinvested).
How much would $10,000 invested in FCTR be worth?
$10,000 invested in FCTR at its first recorded close on July 26, 2018 would be worth about $18,081 on October 23, 2026 with distributions reinvested.
What was the worst year for FCTR?
The worst calendar year was 2022, with a total return of −20.4%. The best was 2019 at +30.9%.
What is the biggest drawdown of FCTR?
The largest peak-to-trough decline was −37.1% between November 16, 2021 and October 27, 2023. It recovered to the old high on February 18, 2025, 1.3 years after the bottom.
How volatile is FCTR?
Over the past 3 years FCTR had an annualized volatility of 17.3% and a Sharpe ratio of 0.69 (excess return over 1–3 month T-bills per unit of risk).