First Trust Limited Duration Investment Grade… (FSIG) Performance
FSIG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +0.2% since Dec 31, 2025
- 1 year
- +1.3% total return
- 3 years
- +5.4% a year
- Since first price
- +2.6% a year since 2021
FSIG trailing returns vs SPY, QQQ, AGG
| Period | FSIG total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.7% | −0.1% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.0% | −1.2% | +3.2% | +1.9% | −0.4% |
| 6 months | −0.2% | −2.5% | +7.8% | +8.4% | −1.5% |
| YTD | +0.2% | −3.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +1.3% | −3.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +17.0%+5.4%/yr | +0.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionNov 18, 2021 | +13.5%+2.6%/yr | −7.6% | — | — | — |
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: FSIG vs SPY
From Nov 18, 2021: FSIG grew to $11,355, SPY to $17,298.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FSIG returns by calendar year
3 of 4 full years positive. Best 2025 (+7.1%), worst 2022 (−4.4%). 2026 is year to date.
FSIG annual returns table
| Year | FSIG | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +0.2% | −2.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +7.1% | −1.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +4.2% | −1.4% | +24.9% | +25.6% | +1.3% |
| 2023 | +6.2% | −1.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −4.4% | −6.8% | −18.2% | −32.6% | −13.0% |
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.
FSIG risk statistics
| Statistic | 3 years | Since 2021 |
|---|---|---|
| Annualized return | +4.9% | +2.5% |
| Volatility (annualized) | 2.8% | 3.3% |
| Sharpe ratio | 0.17 | -0.39 |
| Sortino ratio | 0.24 | -0.51 |
| Best month | +2.7% | +2.7% |
| Worst month | −1.6% | −1.6% |
| Best 12 months | +9.4% | +9.4% |
| Worst 12 months | +0.7% | −4.4% |
| Positive months | 75% | 66% |
| Beta vs S&P 500 | 0.12 | — |
| Correlation with S&P 500 | 0.51 | — |
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.
FSIG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 48 | −4.4% | +4.8% | +9.4% | 92% |
| 3-year (a year) | 24 | +1.9% | +5.2% | +6.1% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
FSIG performance overview
First Trust Limited Duration Investment Grade… (FSIG) returned +1.3% over the past year, with distributions reinvested. Since its first recorded price in 2021 it has returned +2.6% a year, turning $10,000 into about $11,355. Over the same year S&P 500 (SPY) returned +14.4%.
Related: FSIG chart, FSIG holdings, FSIG dividends. See the FSIG overview for the latest quote and fund facts.
FSIG performance FAQ
What is the FSIG return over the past year?
FSIG returned +1.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 3.8%.
How much would $10,000 invested in FSIG be worth?
$10,000 invested in FSIG at its first recorded close on November 18, 2021 would be worth about $11,355 on October 23, 2026 with distributions reinvested.
What was the worst year for FSIG?
The worst calendar year was 2022, with a total return of −4.4%. The best was 2025 at +7.1%.
How volatile is FSIG?
Over the past 3 years FSIG had an annualized volatility of 2.8% and a Sharpe ratio of 0.17 (excess return over 1–3 month T-bills per unit of risk).