FTSL Performance — First Trust Senior Loan Fund
Data updated: 2026-09-24
FTSL returned +1.01% year to date and +3.60% over one year to Jul 2026. Annualised returns are +6.64% over 3 years and +5.16% over 5 years. Against its Bank Loan category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $121, against $119 for the category, and to $104 over one year, against $104. Volatility over the past three years was 1.80% a year. In the 12 months to Jul 2026 the fund lost a net $7.5M, and assets reached $2.32B.
FTSL Growth of $100
What $100 invested in First Trust Senior Loan Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Bank Loan category average over the same months.
| Period | FTSL | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $104 | $104 |
| 3 years (Aug 2023 – Jul 2026) | $121 | $119 |
| 5 years (Aug 2021 – Jul 2026) | $129 | $127 |
| Since data start (Aug 2019 – Jul 2026) | $139 | $133 |
FTSL Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.01% |
| 1 year | +3.60% |
| 3 years (annualised) | +6.64% |
| 5 years (annualised) | +5.16% |
FTSL Annual Returns
Calendar-year total returns of First Trust Senior Loan Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +1.01% |
| 2025 | +6.30% |
| 2024 | +7.86% |
| 2023 | +11.11% |
| 2022 | −1.51% |
| 2021 | +4.02% |
| 2020 | +2.56% |
| 2019 (Aug–Dec) | +2.62% |
FTSL 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 | −0.4% | −1.1% | +0.3% | +1.2% | +0.3% | 0.0% | +0.6% | — | — | — | — | — |
| 2025 | +0.8% | +0.1% | −0.2% | +0.3% | +1.2% | +0.8% | +0.6% | +0.5% | +0.3% | +0.5% | +0.5% | +0.7% |
| 2024 | +0.1% | +1.1% | +0.7% | +0.3% | +0.6% | +0.3% | +1.0% | +0.6% | +0.8% | +0.6% | +1.2% | +0.4% |
| 2023 | +2.5% | +0.1% | +0.4% | +0.4% | −0.3% | +1.8% | +1.1% | +1.0% | +0.6% | 0.0% | +1.6% | +1.4% |
| 2022 | +0.1% | −0.5% | +0.1% | −0.3% | −2.6% | −2.6% | +2.9% | +0.9% | −2.4% | +1.7% | +1.1% | +0.2% |
| 2021 | +1.1% | +0.6% | −0.2% | +0.3% | +0.5% | +0.3% | −0.1% | +0.4% | +0.5% | +0.1% | −0.3% | +0.8% |
| 2020 | +0.1% | −1.5% | −8.3% | +3.5% | +3.2% | −0.4% | +2.1% | +1.2% | −0.3% | −0.4% | +2.7% | +1.2% |
| 2019 | — | — | — | — | — | — | — | −0.2% | +0.8% | −0.1% | +0.9% | +1.3% |
FTSL Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 1.80%
- 3-year Sharpe ratio: 1.19 (vs 4.5% risk-free rate)
- Best month: +1.60% (Nov 2023)
- Worst month: −1.05% (Feb 2026)
FTSL Fund Flows
Monthly money in and out of First Trust Senior Loan Fund, from SEC Form N-PORT.
- 12-month net flow: −$7.5M
- 12-month gross sales (incl. reinvestments): $193.9M
- Sales ÷ redemptions: 0.96×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $13.5M | $0 | $13.5M |
| Jun 2026 | $13.4M | $0 | $13.4M |
| May 2026 | $20.3M | $0 | $20.3M |
| Apr 2026 | $112.1M | $0 | $112.1M |
| Mar 2026 | $0 | $56.0M | −$56.0M |
| Feb 2026 | $0 | $79.0M | −$79.0M |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $9.2M | $0 | $9.2M |
| Nov 2025 | $0 | $6.9M | −$6.9M |
| Oct 2025 | $0 | $59.6M | −$59.6M |
| Sep 2025 | $11.5M | $0 | $11.5M |
| Aug 2025 | $13.8M | $0 | $13.8M |
FTSL Assets Under Management
Net assets of First Trust Senior Loan Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.32B |
| 2026-04-30 | $2.29B |
| 2026-01-31 | $2.33B |
| 2025-10-31 | $2.35B |
| 2025-07-31 | $2.39B |
| 2025-04-30 | $2.35B |
| 2025-01-31 | $2.35B |
| 2024-10-31 | $2.16B |
| 2024-07-31 | $2.29B |
| 2024-04-30 | $2.25B |
| 2024-01-31 | $2.14B |
| 2023-10-31 | $2.18B |
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.