First Trust Lunt U.S. Factor Rotation ETF
$38.46−0.22 (−0.57%)
- Expense ratio
- 0.65%
- Fund size
- $55M
- 1Y return
- +9.2%
- Yield · Last 12 months
- 0.49%
- Holdings
- 166
- Volume · 30D
- 0M sh
- NAV per share
- $38.94
- 52W range
The ETF.net FCTR Grade
Score 22 of 100 sits in the F band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.
Cost
What you pay to own it — the expense ratio plus trading frictions, ranked within its category.FScore 6Category rankMission
How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.FScore 24Category rankRisk
How violently it can move — volatility, drawdown depth, and downside capture versus its category.FScore 18Category rankTradability
How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.FScore 23Category rankHoldings
What it actually owns — the quality, breadth, and concentration of the underlying portfolio.BScore 67Category rankDurability
Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.DScore 32Category rank
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
- 166
- 16%
- HUM
Sectors
- Financials27.6%
- Technology18.3%
- Health Care13.5%
- Industrials10.5%
- Cons. Staples9.3%
- Real Estate5.6%
- Consumer Discr.5.1%
- Energy4.1%
- Utilities3.4%
- Communication2.4%
- Materials0.3%
Geography
- United States96.19%
- Ireland1.84%
- Bermuda0.96%
- Switzerland0.73%
- United Kingdom0.28%
FCTR Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Returns run to the Sep 22, 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 | +8.8% |
| 1 month | −4.9% |
| 3 months | −5.0% |
| 1 year | +9.2% |
| 3 years | +17.2% |
| 5 years | +2.6% |
| 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 | +8.8% | |
| 2025 | +8.6% | |
| 2024 | +19.5% | |
| 2023 | +0.7% | |
| 2022 | −20.4% | |
| 2021 | +21.1% | |
| 2020 | +30.2% |
FCTR in the news
ETF.net Research hasn’t filed on FCTR yet — coverage lands here as it’s written.
FCTR Dividends
- 0.49%
- $0.19
- $0.08 per share
- Quarterly
Distribution history
| Ex-date | Pay date | Amount per share |
|---|---|---|
| Jun 25, 2026 | Jun 30, 2026 | $0.08 |
| Mar 26, 2026 | Mar 31, 2026 | $0.07 |
| Sep 25, 2025 | Sep 30, 2025 | $0.05 |
| Jun 26, 2025 | Jun 30, 2025 | $0.03 |
| Mar 27, 2025 | Mar 31, 2025 | $0.03 |
| Dec 13, 2024 | Dec 31, 2024 | $0.09 |
| Sep 26, 2024 | Sep 30, 2024 | $0.07 |
| Jun 27, 2024 | Jun 28, 2024 | $0.07 |
| Mar 21, 2024 | Mar 28, 2024 | $0.04 |
| Dec 22, 2023 | Dec 29, 2023 | $0.08 |
| Sep 22, 2023 | Sep 29, 2023 | $0.02 |
| Jun 27, 2023 | Jun 30, 2023 | $0.11 |
FCTR Risk
- 16.9%
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.
- 0.74
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.
- 1.03
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
- The middle half of US Multifactor funds
- Median 0.30%
90 of the 98 US Multifactor funds charge less.