FCTR Performance — First Trust Lunt U.S. Factor Rotation ETF
Data updated: 2026-08-21
FCTR returned +14.95% year to date and +20.76% over one year to Jun 2026. Annualised returns are +16.54% over 3 years and +4.15% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $158, against $157 for the category, and to $121 over one year, against $118. Volatility over the past three years was 16.53% a year. In the 12 months to Jun 2026 the fund lost a net $17.6M, and assets reached $57.18M.
FCTR Growth of $100
What $100 invested in First Trust Lunt U.S. Factor Rotation ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | FCTR | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $121 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $158 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $123 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $199 | $229 |
FCTR Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.95% |
| 1 year | +20.76% |
| 3 years (annualised) | +16.54% |
| 5 years (annualised) | +4.15% |
FCTR Annual Returns
Calendar-year total returns of First Trust Lunt U.S. Factor Rotation ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.95% |
| 2025 | +8.51% |
| 2024 | +19.57% |
| 2023 | +0.68% |
| 2022 | −20.36% |
| 2021 | +21.23% |
| 2020 | +30.03% |
| 2019 (Jul–Dec) | +5.82% |
FCTR Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.5% | +1.1% | −4.2% | +6.0% | +6.4% | +1.6% | — | — | — | — | — | — |
| 2025 | +3.4% | −5.1% | −4.3% | +1.3% | +5.9% | +2.5% | +1.5% | −0.4% | +3.7% | +2.8% | −4.0% | +1.5% |
| 2024 | +0.1% | +7.5% | +3.8% | −3.9% | +3.8% | +0.4% | −0.1% | −3.5% | +4.2% | +0.6% | +11.9% | −5.6% |
| 2023 | +4.3% | −5.0% | −0.4% | −6.3% | −4.0% | +6.9% | +3.7% | −4.9% | −4.9% | −6.3% | +12.1% | +7.8% |
| 2022 | −10.9% | −0.4% | +4.0% | −11.2% | +4.0% | −9.7% | +7.1% | −1.3% | −8.5% | +10.7% | +3.0% | −6.1% |
| 2021 | −0.2% | +11.5% | +0.5% | +3.2% | +1.3% | +1.1% | +1.5% | +2.4% | −5.7% | +4.4% | −1.6% | +1.8% |
| 2020 | −4.6% | −5.1% | −14.4% | +15.0% | +9.5% | +7.3% | +4.1% | +5.9% | −2.9% | −3.2% | +16.7% | +2.9% |
| 2019 | — | — | — | — | — | — | +1.1% | +0.4% | −0.7% | +1.2% | +1.4% | +2.3% |
FCTR Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.53%
- 3-year Sharpe ratio: 0.73 (vs 4.5% risk-free rate)
- Best month: +12.13% (Nov 2023)
- Worst month: −6.33% (Oct 2023)
FCTR Fund Flows
Monthly money in and out of First Trust Lunt U.S. Factor Rotation ETF, from SEC Form N-PORT.
- 12-month net flow: −$17.6M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $3.6M | −$3.6M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $1.8M | −$1.8M |
| Nov 2025 | $0 | $3.5M | −$3.5M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $1.8M | −$1.8M |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $6.9M | −$6.9M |
FCTR Assets Under Management
Net assets of First Trust Lunt U.S. Factor Rotation ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $57.18M |
| 2026-03-31 | $49.98M |
| 2025-12-31 | $53.49M |
| 2025-09-30 | $58.68M |
| 2025-06-30 | $64.59M |
| 2025-03-31 | $63.41M |
| 2024-12-31 | $70.90M |
| 2024-09-30 | $63.79M |
| 2024-06-30 | $71.39M |
| 2024-03-31 | $76.06M |
| 2023-12-31 | $83.42M |
| 2023-09-29 | $113.32M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.