First Trust Lunt U.S. Factor Rotation ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
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. |
Category | US Equities |
Fund Sponsor | First Trust |
Website | www.ftportfolios.com |
Inception date | Jul 23, 2018 |
Assets (mns) | $179 |
Currency | USD |
Expense ratio | 65 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Equal |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 151 |
Wgt avg mkt cap (mns) | $61,540 |
Large cap (>$10bn) | 95.1% |
Mid cap ($2-10bn) | 3.8% |
Small cap (<$2bn) | 0.0% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
FREEPORT-MCMORAN COPPER | 2.9 % |
OCCIDENTAL PETROLEUM CORP | 2.9 % |
TESLA MOTORS INC | 2.6 % |
GENERAL ELECTRIC CO | 2.3 % |
VALERO ENERGY CORP | 1.8 % |
GENERAL MOTORS CO | 1.7 % |
PHILLIPS 66 | 1.6 % |
SCHLUMBERGER LTD | 1.6 % |
APACHE CORP | 1.6 % |
WESTERN DIGITAL CORP | 1.5 % | Total | 20.5 % |
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UNITED STATES | 97.5 % |
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BRITAIN | 0.7 % |
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SWITZERLAND | 0.7 % |
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IRELAND | 0.6 % |
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BERMUDA | 0.3 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
11.5% | 61.2% | -- | -- | 22.1% |
versus... | Beta | R-squared |
S&P500 | 1.09 | 85% |
MSCI EAFE | 1.09 | 83% |
MSCI Emg. Mkts. | 0.87 | 65% |
Recent close | $32.89 |
30d moving avg. | $31.73 |
Annualized volatility | 24.1% |
Short interest (ETF) | 0.0% |
Short interest (Underlying) | 3.3% |
Relative strength (RSI) | 59 |
Avg. volume (thou.) | 47 |
Turnover | 0.9% |
Bid/Ask (% of price) | 0.24% |
ADV underlying (mns) | $96,972 |
FINDING ALTERNATIVE FUNDS
Below is a list of 95 potential alternatives to the First Trust Lunt U.S. Factor Rotation ETF ETF based on the alternatives' overlap in portfolio holdings with FCTR. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | FCTR | Expense: | 65 bp | ALTAR Score™: | 4.3% |
Ticker | Fund Name |
Overlap1 vs FCTR (%) |
Expense ratio (bp) |
Savings vs FCTR (bp) |
ALTAR Score™ (%) |
ALTAR vs FCTR (%) |
RPV | Invesco S&P 500 Pure Value ETF | 40.0 | 35 | 30 | 9.2 | +4.9 |
SPHB | Invesco S&P 500 High Beta ETF | 36.4 | 25 | 40 | 5.0 | +0.7 |
ALTL | Pacer Lunt Large Cap Alternator ETF | 36.2 | 60 | 5 | 4.7 | +0.4 |
FTA | First Trust Large Cap Value AlphaDEX Fund | 36.0 | 60 | 5 | 7.3 | +3.0 |
JKI | iShares Morningstar Mid-Cap Value ETF | 36.0 | 30 | 35 | 7.0 | +2.6 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 35.4 | 60 | 5 | 5.0 | +0.7 |
SPVU | Invesco S&P 500 Enhanced Value ETF | 31.9 | 13 | 52 | 9.1 | +4.7 |
VOE | Vanguard Mid-Cap Value Index Fund | 30.2 | 7 | 58 | 6.4 | +2.1 |
RWL | Invesco S&P 500 Revenue ETF | 28.9 | 39 | 26 | 6.1 | +1.8 |
VOOV | Vanguard S&P 500 Value ETF | 28.6 | 10 | 55 | 6.3 | +2.0 |
VLU | SPDR S&P 1500 Value Tilt ETF | 28.4 | 12 | 53 | 6.0 | +1.7 |
SPYD | SPDR S&P 500 High Dividend ETF | 28.1 | 7 | 58 | 8.3 | +4.0 |
BKMC | BNY Mellon US Mid Cap Core Equity ETF | 27.3 | 4 | 61 | 4.8 | +0.5 |
CDL | VictoryShares US Large Cap High Dividend Volatility Wtd Idx | 26.7 | 35 | 30 | 7.6 | +3.3 |
CDC | VictoryShares US EQ Income Enhanced Volatility Wtd Index ETF | 26.7 | 35 | 30 | 7.6 | +3.3 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 26.6 | 9 | 56 | 5.2 | +0.9 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 26.2 | 25 | 40 | 5.7 | +1.4 |
MAGA | Point Bridge GOP Stock Tracker ETF | 25.8 | 72 | -7 | 5.4 | +1.1 |
VFVA | Vanguard U.S. Value Factor ETF | 25.6 | 14 | 51 | 8.3 | +4.0 |
VO | Vanguard Mid-Cap Index Fund | 25.6 | 4 | 61 | 4.5 | +0.2 |
EUSA | iShares MSCI USA Equal Weighted ETF | 25.3 | 15 | 50 | 5.1 | +0.8 |
EQRR | ProShares Equities for Rising Rates ETF | 25.2 | 35 | 30 | 5.7 | +1.4 |
SIZE | iShares MSCI USA Size Factor ETF | 25.2 | 15 | 50 | 5.1 | +0.8 |
VLUE | iShares MSCI USA Value Factor ETF | 25.2 | 15 | 50 | 9.4 | +5.1 |
VTV | Vanguard Value Index Fund | 25.0 | 4 | 61 | 6.6 | +2.3 |
PRF | Invesco FTSE RAFI US 1000 ETF | 24.8 | 39 | 26 | 5.8 | +1.4 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 24.6 | 4 | 61 | 6.3 | +2.0 |
IVE | iShares S&P 500 Value ETF | 24.6 | 18 | 47 | 6.2 | +1.9 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 24.5 | 25 | 40 | 5.6 | +1.3 |
ONEY | SPDR Russell 1000 Yield Focus ETF | 24.1 | 20 | 45 | 6.4 | +2.1 |
RSP | Invesco S&P 500 Equal Weight ETF | 24.1 | 20 | 45 | 5.4 | +1.1 |
VONV | Vanguard Russell 1000 Value Index Fund | 23.9 | 8 | 57 | 6.1 | +1.8 |
ESGS | Columbia Sustainable U.S. Equity Income ETF | 23.6 | 35 | 30 | 7.6 | +3.3 |
TUSA | First Trust Total US Market AlphaDEX ETF | 23.5 | 70 | -5 | 5.0 | +0.7 |
IUSV | iShares Core S&P U.S. Value ETF | 23.4 | 4 | 61 | 6.4 | +2.0 |
EQWL | Invesco Russell Top 200 Equal Weight ETF | 23.2 | 25 | 40 | 5.9 | +1.5 |
ULVM | VictoryShares USAA MSCI USA Value Momentum ETF | 23.1 | 20 | 45 | 6.8 | +2.5 |
IUS | Invesco Strategic US ETF | 23.0 | 19 | 46 | 5.3 | +1.0 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 22.4 | 71 | -6 | 7.5 | +3.2 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 22.4 | 30 | 35 | 5.5 | +1.2 |
RNLC | Large Cap US Equity Select ETF | 22.3 | 60 | 5 | 5.3 | +1.0 |
IWD | iShares Russell 1000 Value ETF | 22.0 | 19 | 46 | 6.0 | +1.7 |
FUNL | CornerCap Fundametrics Large-Cap ETF | 21.4 | 50 | 15 | 7.4 | +3.1 |
SCHV | Schwab U.S. Large-Cap Value ETF | 21.3 | 4 | 61 | 6.2 | +1.8 |
RAFE | PIMCO RAFI ESG U.S. ETF | 21.1 | 30 | 35 | 6.8 | +2.4 |
RYF | Invesco S&P 500 Equal Weight Financials ETF | 20.7 | 40 | 25 | 7.6 | +3.3 |
VYM | Vanguard High Dividend Yield Index ETF | 20.6 | 6 | 59 | 6.9 | +2.6 |
RNDV | US Equity Dividend Select ETF | 20.6 | 50 | 15 | 7.3 | +3.0 |
IWS | iShares Russell Mid-Cap Value ETF | 20.6 | 24 | 41 | 5.7 | +1.3 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 20.4 | 17 | 48 | 6.2 | +1.8 |
DIVB | iShares U.S. Dividend & Buyback ETF | 20.3 | 25 | 40 | 6.0 | +1.7 |
IWR | iShares Russell Midcap ETF | 20.1 | 19 | 46 | 4.6 | +0.3 |
SLT | Pacer Salt High TruBeta US Market ETF | 19.9 | 60 | 5 | 4.4 | +0.1 |
IGE | iShares North American Natural Resources ETF | 19.9 | 46 | 19 | 3.9 | -0.4 |
MGV | Vanguard Mega Cap Value ETF | 19.8 | 7 | 58 | 6.6 | +2.3 |
ACVF | American Conservative Values ETF | 19.7 | 75 | -10 | 4.4 | +0.0 |
JHMF | John Hancock Multifactor Financials ETF | 19.7 | 40 | 25 | 6.6 | +2.3 |
ESGV | Vanguard ESG U.S. Stock ETF | 19.6 | 12 | 53 | 4.7 | +0.4 |
IWX | iShares Russell Top 200 Value ETF | 19.5 | 20 | 45 | 6.2 | +1.9 |
JVAL | JPMorgan U.S. Value Factor ETF | 19.4 | 12 | 53 | 7.1 | +2.8 |
AMCA | iShares Russell 1000 Pure U.S. Revenue ETF | 19.3 | 15 | 50 | 6.1 | +1.8 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 19.1 | 27 | 38 | 5.1 | +0.8 |
RYE | Invesco S&P 500 Equal Weight Energy ETF | 19.1 | 40 | 25 | 3.0 | -1.3 |
JHML | John Hancock Multifactor Large Cap ETF | 19.0 | 29 | 36 | 5.0 | +0.7 |
DVY | iShares Select Dividend ETF | 19.0 | 39 | 26 | 7.7 | +3.4 |
IEFN | iShares Evolved U.S. Financials ETF | 18.6 | 18 | 47 | 7.7 | +3.3 |
SFY | SoFi Select 500 ETF | 18.5 | 0 | 65 | 4.8 | +0.5 |
RVRS | Reverse Cap Weighted U.S. Large Cap ETF | 18.5 | 29 | 36 | 5.6 | +1.3 |
JHME | John Hancock Multifactor Energy ETF | 18.5 | 40 | 25 | 3.3 | -1.0 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 18.2 | 7 | 58 | 4.7 | +0.4 |
XLE | Energy Select Sector SPDR Fund | 18.0 | 12 | 53 | 3.8 | -0.6 |
VV | Vanguard Large-Cap Index Fund | 18.0 | 4 | 61 | 4.8 | +0.5 |
VDE | Vanguard Energy Index Fund | 18.0 | 10 | 55 | 3.4 | -0.9 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 17.8 | 2 | 63 | 4.8 | +0.5 |
SCHX | Schwab U.S. Large-Cap ETF | 17.8 | 3 | 62 | 4.8 | +0.5 |
SYLD | Cambria Shareholder Yield ETF | 17.7 | 59 | 6 | 7.1 | +2.8 |
PBUS | Invesco PureBeta MSCI USA ETF | 17.7 | 4 | 61 | 4.8 | +0.5 |
IYE | iShares U.S. Energy ETF | 17.6 | 42 | 23 | 3.5 | -0.9 |
FENY | Fidelity MSCI Energy Index ETF | 17.6 | 8 | 57 | 3.6 | -0.8 |
MXDU | Nationwide Maximum Diversification US Core Equity ETF | 17.4 | 34 | 31 | 4.2 | -0.1 |
ESG | FlexShares STOXX US ESG Impact Index Fund | 17.4 | 32 | 33 | 4.8 | +0.5 |
ESGU | iShares MSCI USA ESG Optimized ETF | 17.2 | 15 | 50 | 4.7 | +0.4 |
EQAL | Invesco Russell 1000 Equal Weight ETF | 17.2 | 20 | 45 | 5.1 | +0.8 |
SPXV | ProShares S&P 500 Ex-Health Care ETF | 17.2 | 27 | 38 | 4.5 | +0.2 |
SCHK | Schwab 1000 Index ETF | 17.2 | 5 | 60 | 4.7 | +0.4 |
IYY | iShares Dow Jones U.S. ETF | 17.1 | 20 | 45 | 4.6 | +0.3 |
IWB | iShares Russell 1000 ETF | 17.1 | 15 | 50 | 4.7 | +0.4 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 17.0 | 9 | 56 | 5.1 | +0.8 |
FVAL | Fidelity Value Factor ETF | 17.0 | 29 | 36 | 6.8 | +2.5 |
IYF | iShares U.S. Financials ETF | 17.0 | 42 | 23 | 6.1 | +1.8 |
FXN | First Trust Energy AlphaDEX Fund | 16.9 | 65 | 0 | 2.7 | -1.6 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 16.8 | 35 | 30 | 5.3 | +0.9 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 16.8 | 35 | 30 | 5.2 | +0.9 |
PY | Principal Shareholder Yield Index ETF | 16.8 | 15 | 50 | 7.4 | +3.1 |
XLF | Financial Select Sector SPDR Fund | 16.8 | 12 | 53 | 7.0 | +2.7 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2016 | 2017 | 2018 | 2019 | 2020 | 2021E | 2022E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2020 | 2021E | 2022E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
First Trust Lunt U.S. Factor Rotation ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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