FAAR vs GTOS

Quick Verdict

GTOS has a lower expense ratio. FAAR delivered stronger 1-year returns. GTOS offers more diversification with 294 holdings.

Lower Fees: GTOSHigher Returns: FAARMore Diversified: GTOS

Side-by-Side Comparison

MetricFAARGTOSWinner
Expense Ratio0.97%0.30%
AUM$191M$122M
Dividend Yield9.19%4.55%
Holdings61,047
YTD Return+15.59%-0.81%
1Y Return+20.13%+1.12%
3Y Return (annualized)+9.10%+4.64%
5Y Return (annualized)+7.35%-
Volatility (annualized)9.1%1.9%
Max Drawdown-18.8%-1.8%
Fund FamilyFirst Trust Portfolios (US)Invesco (US)
CategoryCommodityFixed Income
InceptionMay 18, 2016Dec 9, 2022

FAAR vs GTOS Performance

First Trust Alternative Absolute Return Strategy ETF (FAAR) is a ETF from First Trust Portfolios (US) and Invesco Short Duration Total Return Bond ETF (GTOS) is a ETF from Invesco (US). Over the past year FAAR returned +20.13% while GTOS returned +1.12%. Year to date, FAAR is up 15.59% versus a loss of 0.81% for GTOS.

Over three years, FAAR compounded at +9.10% per year against +4.64% for GTOS. Across the full 4-year window we track, GTOS has the edge at +4.31% annualized vs +3.46%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

FAAR has been the more volatile fund, with annualized monthly volatility of 9.1% compared with 1.9% for GTOS. 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 -1.8% for GTOS. 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 -0.18. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

FAAR charges 0.97% per year while GTOS charges 0.30%. On a $10,000 position that is $97 vs $30 annually, a gap of $67 per year that compounds over a long holding period. On income, FAAR currently yields 9.19% against 4.55% for GTOS.

Holdings Overlap

0.6%overlap

FAAR and GTOS share 1 holdings out of 294 unique holdings combined, representing a 0.6% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in FAARWeight in GTOSDifference
B 0 05/14/268.96%0.59%8.37%

Frequently Asked Questions

Which is cheaper, FAAR or GTOS?

FAAR has an expense ratio of 0.97% while GTOS charges 0.30%. GTOS is the cheaper option. On a $10,000 investment, that is $67 per year of difference.

Which performed better, FAAR or GTOS?

Over the past year FAAR returned +20.13% vs +1.12% for GTOS, so FAAR leads on 1-year performance. Over the longest common window we track (4 years), FAAR annualized +3.46% vs +4.31% for GTOS. Past performance does not guarantee future results.

Which is riskier, FAAR or GTOS?

FAAR has been the more volatile fund at 9.1% annualized versus 1.9% for GTOS. Worst drawdown: FAAR -18.8% vs GTOS -1.8%.

Should I hold both FAAR and GTOS?

FAAR and GTOS have a monthly-return correlation of -0.18, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between FAAR and GTOS?

FAAR and GTOS share 1 common holdings with a 0.6% weight overlap. Combined, they hold 294 unique securities.

Which pays a higher dividend, FAAR or GTOS?

FAAR yields 9.19% while GTOS yields 4.55%, so FAAR currently pays the higher dividend yield.

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