CAPE vs FCT
Comparison between DOUBLELINE SHILLER CAPE U.S. EQUITIES ETF (CAPE, ETF) and First Trust Senior Floting Rate Income Fund II (FCT, ETF).
CAPE vs FCT - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CAPE
$257M
FCT
$256M
Expense Ratio
CAPE
0.65%
FCT
N/A
Max Drawdown
Winner
CAPE
22.43%
FCT
72.72%
Sharpe Ratio
CAPE
0.21
Winner
FCT
0.67
5Y Beta
CAPE
0.65
Winner
FCT
0.31
P/E Ratio
CAPE
25.03
FCT
N/A
Forward P/E
CAPE
20.56
FCT
N/A
5Y Dividends CAGR
CAPE
N/A
FCT
-1.25%
5Y EPS CAGR
CAPE
14.48%
FCT
N/A
Debt to Equity
CAPE
-29.22%
FCT
N/A
P/S Ratio
CAPE
2.43
FCT
N/A
P/B Ratio
CAPE
3.90
FCT
N/A
CAPE vs FCT - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CAPE
+0.52%
FCT
-1.15%
3M
Winner
CAPE
+3.27%
FCT
+1.57%
6M
CAPE
+1.44%
Winner
FCT
+1.86%
1Y
CAPE
+5.76%
Winner
FCT
+9.11%
5Y(CAGR)
Winner
CAPE
+7.80%
FCT
+5.21%
10Y(CAGR)
CAPE
N/A
FCT
+6.02%
Max(CAGR)
Winner
CAPE
+7.80%
FCT
+4.35%
CAPE vs FCT - Annual Returns (2004 - 2026)
Returns include dividend reinvestment.
| Year | CAPE | FCT |
|---|---|---|
| 2026 | +1.90% | +0.88% |
| 2025 | +9.55% | +8.24% |
| 2024 | +14.49% | +16.34% |
| 2023 | +28.01% | +17.29% |
| 2022 | -15.28% | -14.17% |
| 2021 | N/A | +14.07% |
| 2020 | N/A | +2.88% |
| 2019 | N/A | +17.89% |
| 2018 | N/A | -8.16% |
| 2017 | N/A | -1.63% |
| 2016 | N/A | +20.96% |
| 2015 | N/A | +1.15% |
| 2014 | N/A | -4.54% |
| 2013 | N/A | -1.00% |
| 2012 | N/A | +20.82% |
| 2011 | N/A | +0.14% |
| 2010 | N/A | +21.46% |
| 2009 | N/A | +63.87% |
| 2008 | N/A | -49.92% |
| 2007 | N/A | -9.25% |
| 2006 | N/A | +15.61% |
| 2005 | N/A | -2.71% |
| 2004 | N/A | -5.57% |
CAPE vs FCT Drawdown Comparison
The maximum drawdown for CAPE was -22.08%, occurring on Oct 12, 2022. Recovery took 312 trading sessions.
The maximum drawdown for FCT was -67.23%, occurring on Dec 15, 2008. Recovery took 954 trading sessions.
The current CAPE drawdown is -1.73%. The current FCT drawdown is -1.15%.
| Rank | CAPE | FCT |
|---|---|---|
| #1 | -22.08% Apr 20, 2022 - Jul 19, 2023 | -67.23% Jun 22, 2007 - Apr 5, 2011 |
| #2 | -14.32% Nov 29, 2024 - Jul 1, 2025 | -39.88% Jan 24, 2020 - Dec 8, 2020 |
| #3 | -10.29% Jul 31, 2023 - Dec 1, 2023 | -23.85% Apr 20, 2022 - May 15, 2024 |
| #4 | -9.68% Feb 27, 2026 - Mar 27, 2026 | -20.17% May 19, 2011 - Mar 16, 2012 |
| #5 | -5.78% Jul 16, 2024 - Aug 21, 2024 | -16.16% Mar 8, 2013 - Aug 5, 2016 |
| #6 | -5.69% Mar 28, 2024 - Jul 2, 2024 | -14.90% May 1, 2018 - Nov 26, 2019 |
| #7 | -4.79% Sep 11, 2025 - Jan 9, 2026 | -11.61% Feb 14, 2025 - Jun 26, 2025 |
| #8 | -3.27% Dec 28, 2023 - Jan 30, 2024 | -10.68% Jul 7, 2004 - Jun 22, 2006 |
| #9 | -3.20% Jul 23, 2025 - Aug 22, 2025 | -8.32% Nov 2, 2012 - Jan 4, 2013 |
| #10 | -2.60% Aug 30, 2024 - Sep 16, 2024 | -7.56% Sep 15, 2021 - Mar 18, 2022 |
| #11 | -2.16% Jul 3, 2025 - Jul 22, 2025 | -6.87% Apr 2, 2012 - Jul 17, 2012 |
| #12 | -2.13% Apr 5, 2022 - Apr 20, 2022 | -5.10% Mar 10, 2017 - Mar 26, 2018 |
| #13 | -1.78% Sep 19, 2024 - Oct 14, 2024 | -5.03% Sep 2, 2025 - Dec 10, 2025 |
| #14 | -1.76% Jan 30, 2024 - Feb 2, 2024 | -4.83% Oct 4, 2012 - Nov 2, 2012 |
| #15 | -1.54% Oct 18, 2024 - Nov 6, 2024 | -4.75% Aug 1, 2024 - Aug 26, 2024 |
Correlation
Correlation between CAPE and FCT is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (2004 - 2026)
CAPE vs FCT dividend yield comparison.
| Year | CAPE | FCT |
|---|---|---|
| 2026 | 0.23% | 6.08% |
| 2025 | 1.39% | 11.56% |
| 2024 | 1.23% | 11.25% |
| 2023 | 1.01% | 10.62% |
| 2022 | 0.80% | 9.03% |
| 2021 | 0.00% | 9.23% |
| 2020 | 0.00% | 9.88% |
| 2019 | 0.00% | 6.60% |
| 2018 | 0.00% | 6.49% |
| 2017 | 0.00% | 6.16% |
| 2016 | 0.00% | 6.11% |
| 2015 | 0.00% | 7.17% |
| 2014 | 0.00% | 6.51% |
| 2013 | 0.00% | 6.40% |
| 2012 | 0.00% | 6.49% |
| 2011 | 0.00% | 6.80% |
| 2010 | 0.00% | 3.88% |
| 2009 | 0.00% | 4.26% |
| 2008 | 0.00% | 13.59% |
| 2007 | 0.00% | 9.62% |
| 2006 | 0.00% | 8.11% |
| 2005 | 0.00% | 7.20% |
| 2004 | 0.00% | 2.91% |
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