FCTR vs VTI

FCTR vs VTI

Which is better, FCTR or VTI?

VTI has been ahead.

VTI has a lower expense ratio. VTI led over 1Y, 3Y, 5Y and the full window.

Lower Fees: VTIHigher Returns: VTI

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricFCTRVTI
Expense Ratio0.65%0.03%Best
AUM$57M$666.9B
Dividend Yield0.50%1.07%
Holdings3313,543
YTD Return+11.17%+13.59%Best
1Y Return+18.23%+20.00%Best
3Y Return (annualized)+16.31%+20.95%Best
5Y Return (annualized)+2.91%+11.81%Best
Volatility (annualized)19.9%17.2%Best
Max Drawdown-37.1%-35.0%Best
$10,000 over 5 years$11,542$17,474Best
Fund FamilyFirst Trust Portfolios (US)Vanguard (US)
CategoryEquityEquity
StyleLarge Cap BlendLarge Cap Blend
InceptionJul 23, 2018May 24, 2001

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown are measured over the window both funds cover: Jul 26, 2018 to Sep 4, 2026 (8.1 years).

FCTR vs VTI growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 8.1 years both funds cover.

FCTR vs VTI Performance

First Trust Lunt US Factor Rotation ETF (FCTR) is an ETF from First Trust Portfolios (US) and Vanguard Morningstar Total Stock Market ETF (VTI) is an ETF from Vanguard (US). Over the past year FCTR returned +18.23% while VTI returned +20.00%. Year to date, FCTR is up 11.17% versus a gain of 13.59% for VTI.

Over three years, FCTR compounded at +16.31% per year against +20.95% for VTI; over five years the annualized figures are +2.91% and +11.81% respectively. Across the full 8-year window we track, VTI has the edge at +13.54% annualized vs +9.68%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

FCTR has been the more volatile fund, with annualized monthly volatility of 19.9% compared with 17.2% for VTI. 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 -37.1% for FCTR and -35.0% for VTI. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.89. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

FCTR charges 0.65% per year while VTI charges 0.03%. On a $10,000 position that is $65 vs $3 annually, a gap of $62 per year that compounds over a long holding period. On income, FCTR currently yields 0.50% against 1.07% for VTI.

Holdings Overlap

FCTR already in VTI95.4%

At least 95.4% of FCTR's money is in holdings VTI also owns.

Stated as a floor: for VTI, our book for it covers 92.3% of that fund, so a holding it does not list is one we cannot count as shared. The real figure is this or higher.

Most of FCTR is already inside VTI. Owning both mostly buys the same companies twice.

157 positions in common, counted across the 167 positions we hold weights for in FCTR and 2,787 in VTI, against full books of 331 and 3,543.

Top Shared Holdings

StockWeight in FCTRWeight in VTIDifference
MSFTMicrosoft Corp 4.100 Feb 06 370.29%3.81%3.52%
VVisa Inc Class A1.59%0.77%0.82%
CNCCentene2.19%0.04%2.15%
HUMHumana Inc.2.11%0.07%2.04%
MAMastercard Inc1.47%0.56%0.91%
JNJJohnson & Johnson - Common1.16%0.84%0.32%
ALLAllstate Corp.1.70%0.08%1.62%
LLYEli Lilly & Co.0.29%1.40%1.11%
KOCoca Cola Co.1.24%0.38%0.86%
JPMJpmorgan Chase0.48%1.11%0.63%

95.4% of FCTR is already inside VTI.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

FCTRVTI

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, FCTR or VTI?

FCTR has an expense ratio of 0.65% while VTI charges 0.03%. VTI is the cheaper option, by $62 a year on a $10,000 investment.

Which performed better, FCTR or VTI?

Over the past year FCTR returned +18.23% vs +20.00% for VTI, so VTI leads on 1-year performance. Over the longest common window we track (8 years), FCTR annualized +9.68% vs +13.54% for VTI. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, FCTR or VTI?

FCTR has been the more volatile fund at 19.9% annualized versus 17.2% for VTI. Worst drawdown: FCTR -37.1% vs VTI -35.0%.

Should I hold both FCTR and VTI?

FCTR and VTI have a monthly-return correlation of 0.89, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between FCTR and VTI?

At least 95.4% of FCTR's money is in holdings VTI also owns. Our book for VTI is partial, so the real figure is this or higher. They hold 157 positions in common, counted across the 167 positions we hold weights for in FCTR and 2,787 in VTI.

Which pays a higher dividend, FCTR or VTI?

FCTR yields 0.50% while VTI yields 1.07%, so VTI currently pays the higher dividend yield.

Is VTI better than FCTR?

VTI has a lower expense ratio. VTI led over 1Y, 3Y, 5Y and the full window. Which one suits a particular account depends on what it is for. This is information, not a recommendation.