FCTR
First Trust Lunt U.S. Factor Rotation ETF
The First Trust Lunt US Factor Rotation ETF tracks an index of US large-cap stocks. Exposure rotates among four investment factors, selected by a risk-adjusted relative strength score. The fund aims to outperform the broad market over time.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
65.6 M
ASSETS UNDER MGMT
65 bp
EXPENSES
Fund Basics
| Fund sponsor | First Trust |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Jul 23, 2018 |
| Assets (mns) | $66 |
| Expense ratio | 65 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Technical |
| Weighting | Equal |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| APPLOVIN CORP. CLASS A | 1.8 % |
| PALANTIR TECHNOLOGIES INC. CLASS A | 1.8 % |
| MOTOROLA SOLUTIONS | 1.8 % |
| VISTRA ENERGY CORP. | 1.7 % |
| PAYCHEX INC | 1.5 % |
| MASTERCARD INCORPORATED CLASS A | 1.5 % |
| BROADRIDGE FINANCIAL SOLUTIO | 1.4 % |
| ARISTA NETWORKS, INC. | 1.4 % |
| STRYKER CORP | 1.4 % |
| FAIR ISAAC CORP | 1.4 % |
Constituent Breakdown
| Number of holdings | 167 |
| Herfindahl-Hirschman Index | 79 |
| Wgt avg mkt cap (mns) | $170,240 |
| Large cap (>$10bn) | 98.6% |
| Mid cap ($2-10bn) | 1.4% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 96.8 % |
 |
IRELAND | 1.6 % |
 |
BERMUDA | 1.0 % |
Historical Performance
Standardized Performance (as of 09/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 12.6% | 27.5% | 10.1% | -1.9% | 8.3% | -- | 8.0% | Volatility | 14.1% | 15.2% | 19.7% | 19.6% | 23.7% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.04 | 79% |
| MSCI EAFE | 0.93 | 62% |
| MSCI Emg Mkts | 0.72 | 35% |
Liquidity Measures
| Avg. volume (000) | 7 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.19% |
| ADV of underlying (mns) | $125,765 |
Technical Indicators
| Recent close | $31.99 |
| 30d moving avg. | $30.21 |
| Annualized volatility | 20.9% |
| Relative strength (RSI) | 56 |
| Short interest (ETF) | 0.0% |
| Short interest (underlying) | 3.3% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. FCTR |
Expenses vs. FCTR |
ALTAR Score™ vs. FCTR |
|---|---|---|---|---|
| FTC | First Trust Large Cap Growth AlphaDEX Fund | 42.9% | -6 bp | -0.2% |
| PDP | Invesco Dorsey Wright Momentum ETF | 38.9% | -3 bp | +1.2% |
| FEX | First Trust Large Cap Core AlphaDEX Fund | 33.7% | -6 bp | +2.7% |
| CFA | VictoryShares US 500 Volatility Wtd ETF | 32.0% | -30 bp | +2.8% |
| CFO | VictoryShares US 500 Enhanced Volatility Wtd ETF | 32.0% | -25 bp | +2.7% |
| XRLV | Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF | 31.7% | -40 bp | +2.3% |
| ALTL | Pacer Lunt Large Cap Alternator ETF | 31.5% | -5 bp | +2.0% |
| SPLV | Invesco S&P 500 Low Volatility ETF | 31.5% | -40 bp | +2.2% |
| GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 31.0% | -56 bp | +2.9% |
| JMOM | JPMorgan U.S. Momentum Factor ETF | 30.9% | -53 bp | +1.6% |
Risk and Returns: FCTR vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 10/22/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
FCTR
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
AVOID
Not worthwhile for most investors. A rating of AVOID is assigned to ETFs with ALTAR Scores in the lowest quintile (the bottom 20%) of their category. Often, funds in this category consist of stocks with little if any history or expectation of profitability, and as a result our fundamentally-driven analysis may be less relevant.
ALTAR Score™
FCTR
2.9%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 933 funds in the US Equity category, with an average ALTAR Score™
of 5.5% and a standard deviation of
2.4%. FCTR's ALTAR Score™ is approximately
1.1 standard deviations
below
the category average. This places FCTR in the 14th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
FCTRSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| FCTR (65 bp) Percentile rank | 72 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| FCTR | 65.0 | 18.7 | 83.7 |
| Peer Avg. | 29.6 | 13.9 | 43.4 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .