FAAR vs FQAL

FAAR vs FQAL
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Quick Verdict

FQAL has a lower expense ratio. FQAL delivered stronger 1-year returns. FQAL offers more diversification with 130 holdings.

Lower Fees: FQALHigher Returns: FQALMore Diversified: FQAL

Side-by-Side Comparison

MetricFAARFQALWinner
Expense Ratio0.98%0.15%
AUM$203M$1.4B
Dividend Yield9.89%1.15%
Holdings5130
YTD Return+16.54%+12.56%
1Y Return+18.84%+19.37%
3Y Return (annualized)+9.37%+20.54%
5Y Return (annualized)+7.87%+11.62%
Volatility (annualized)9.2%15.0%
Max Drawdown-18.8%-34.1%
Fund FamilyFirst Trust Portfolios (US)Fidelity Investments (US)
CategoryCommodityEquity
InceptionMay 18, 2016Sep 12, 2016

FAAR vs FQAL Performance

First Trust Alternative Absolute Return Strategy ETF (FAAR) is a ETF from First Trust Portfolios (US) and Fidelity Quality Factor ETF (FQAL) is a ETF from Fidelity Investments (US). Over the past year FAAR returned +18.84% while FQAL returned +19.37%. Year to date, FAAR is up 16.54% versus a gain of 12.56% for FQAL.

Over three years, FAAR compounded at +9.37% per year against +20.54% for FQAL; over five years the annualized figures are +7.87% and +11.62% respectively. Across the full 10-year window we track, FQAL has the edge at +13.76% annualized vs +3.54%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

FQAL has been the more volatile fund, with annualized monthly volatility of 15.0% compared with 9.2% for FAAR. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -18.8% for FAAR and -34.1% for FQAL. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.08. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

FAAR charges 0.98% per year while FQAL charges 0.15%. On a $10,000 position that is $98 vs $15 annually, a gap of $83 per year that compounds over a long holding period. On income, FAAR currently yields 9.89% against 1.15% for FQAL.

Holdings Overlap

0.0%overlap

FAAR and FQAL share 0 holdings out of 126 unique holdings combined, representing a 0.0% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Frequently Asked Questions

Which is cheaper, FAAR or FQAL?

FAAR has an expense ratio of 0.98% while FQAL charges 0.15%. FQAL is the cheaper option. On a $10,000 investment, that is $83 per year of difference.

Which performed better, FAAR or FQAL?

Over the past year FAAR returned +18.84% vs +19.37% for FQAL, so FQAL leads on 1-year performance. Over the longest common window we track (10 years), FAAR annualized +3.54% vs +13.76% for FQAL. Past performance does not guarantee future results.

Which is riskier, FAAR or FQAL?

FQAL has been the more volatile fund at 15.0% annualized versus 9.2% for FAAR. Worst drawdown: FAAR -18.8% vs FQAL -34.1%.

Should I hold both FAAR and FQAL?

FAAR and FQAL have a monthly-return correlation of 0.08, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between FAAR and FQAL?

FAAR and FQAL share 0 common holdings with a 0.0% weight overlap. Combined, they hold 126 unique securities.

Which pays a higher dividend, FAAR or FQAL?

FAAR yields 9.89% while FQAL yields 1.15%, so FAAR currently pays the higher dividend yield.

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