First Trust Lunt U.S. Factor Rotation ETF
$36.85−0.08 (−0.22%)
- 0.65%
- $53M
- +7.5%
- 0.56%
- 0M sh
- $37.78
- low $32.11high $41.36
The ETF.net FCTR Grade
F
Score 20 out of 100
- 96 of 99
Score 20 of 100 falls in the F band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.F6 out of 100Rank 92 of 99Mission
Whether the fund did what it promised, tested against its stated mandate.F23 out of 100Rank 85 of 86Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.F17 out of 100Rank 96 of 97Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.F22 out of 100Rank 93 of 99Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B60 out of 100Rank 41 of 98Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.D32 out of 100Rank 84 of 99
Our read on FCTR
FMost multifactor ETFs blend value, momentum, quality and low volatility all at once. FCTR ranks them instead and rotates toward whichever are winning on relative strength. A factor market-timer in a category built on holding everything.
The Fund aims to outperform the large- and mid-capitalization U.S. equity market before fees and expenses by investing primarily in U.S.-listed large- and mid-capitalization stocks selected through a proprietary factor-rotation model.
Why people hold it
- The rotation is the whole product: value, momentum, quality and low volatility get scored on risk-adjusted relative strength, and exposure leans toward the leaders rather than averaging across all four.stockanalysis.com
- Roughly 170 large- and mid-cap U.S. stocks sit underneath, so the basket still reads like a core equity sleeve even when the factor tilt swings. The holdings are the strongest part of the package.
- Live since 2018, which means the rotation model has a real-world record through a full market cycle instead of a backtest.
- The stated yardstick is candid: a custom 80% MSCI USA / 20% MSCI USA Minimum Volatility blend, not a flattering plain-vanilla comparison.
Worth knowing
- At 0.65% a year, it runs about double the typical U.S. multifactor ETF and several times cheaper index-based peers like FNDX (0.25%) or VONV (0.06%).
- It trades lightly next to the giants in its category, so the bid/ask spread is a real part of the cost of getting in and out.
- Rotation is a timing call by design. When factor leadership flips quickly, the model can be shifting into a factor as it cools rather than ahead of it.
FCTR Holdings
- Stocks
- 144
- 21%
- CRWD
Sectors
- Financials27.6%
- Technology17.9%
- Health Care14.0%
- Industrials10.6%
- Consumer Staples9.4%
- Real Estate5.4%
- Consumer Discretionary4.8%
- Energy4.4%
- Utilities3.4%
- Communication2.2%
- Materials0.3%
Geography
- United States95.82%
- United Kingdom1.32%
- Cayman Islands1.28%
- Netherlands0.69%
- Singapore0.37%
- Ireland0.35%
- Switzerland0.16%
FCTR Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Not enough history yet.
FCTR$10,747
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | FCTR |
|---|---|
| Year to date | +4.1% |
| 1 month | −6.6% |
| 3 months | −8.1% |
| 1 year | +7.5% |
| 3 years | +15.5% |
| 5 years | +2.3% |
| 10 years | — |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | FCTR |
|---|---|---|
| 2026 YTD | +4.1% | |
| 2025 | +8.6% | |
| 2024 | +19.5% | |
| 2023 | +0.7% | |
| 2022 | −20.4% | |
| 2021 | +21.1% | |
| 2020 | +30.2% |
FCTR in the news
FCTR Dividends
- 0.56%
- $0.21
- $0.06 per share
- Quarterly
Distribution history
FCTR Risk
- 17.3%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.68
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −37.1%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 1.04
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
FCTR Cost
0.65%
FCTR0.65%
- The middle half of US Multifactor funds
- Median 0.30%
91 of the 99 US Multifactor funds charge less.
Other funds in US Multifactor
- DSHRYFirst Trust Bloomberg Shareholder Yield ETFExpense ratio 0.60%1 year return +11.3%
- DCAPEDoubleLine Shiller CAPE U.S. Equities ETFExpense ratio 0.65%1 year return +2.3%
- DPAMCPacer Lunt MidCap Multi-Factor Alternator ETFExpense ratio 0.60%1 year return +13.9%
- FABLDAbacus FCF Real Assets Leaders ETFExpense ratio 0.59%1 year return +15.3%
- FMBCEMonarch Blue Chips Elite Index ETFExpense ratio 1.01%1 year return +7.6%