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FDM vs FTF

Comparison between FIRST TRUST DOW JONES SELECT MICROCAP INDEX FUND (FDM, ETF) and Franklin Ltd Duration Income Trust (FTF, ETF).

5-Year PerformanceFDM has outperformed FTF, delivering a return of +11.4% compared to +1.9%

FDM vs FTF - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
FDM
$262M
FTF
$260M
Expense Ratio
FDM
0.60%
FTF
N/A
Max Drawdown
FDM
64.00%
Winner
FTF
63.23%
Sharpe Ratio
Winner
FDM
1.34
FTF
-0.28
5Y Beta
FDM
0.89
Winner
FTF
0.28
P/E Ratio
FDM
26.04
FTF
N/A
Forward P/E
FDM
11.67
FTF
N/A
5Y Dividends CAGR
Winner
FDM
13.54%
FTF
-4.60%
5Y EPS CAGR
FDM
8.14%
FTF
N/A
Debt to Equity
FDM
18.00%
FTF
N/A
P/S Ratio
FDM
0.94
FTF
N/A
P/B Ratio
FDM
1.53
FTF
N/A

FDM vs FTF - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FDM
+1.55%
FTF
-1.24%
3M
Winner
FDM
+8.41%
FTF
+1.53%
6M
Winner
FDM
+8.28%
FTF
-0.85%
1Y
Winner
FDM
+30.13%
FTF
+1.75%
5Y(CAGR)
Winner
FDM
+11.36%
FTF
+1.88%
10Y(CAGR)
Winner
FDM
+11.74%
FTF
+3.69%
Max(CAGR)
Winner
FDM
+8.85%
FTF
+4.97%

FDM vs FTF - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

YearFDMFTF
2026+18.57%+0.97%
2025+18.79%+4.80%
2024+13.46%+17.84%
2023+13.27%+12.41%
2022-12.56%-22.54%
2021+37.09%+8.60%
2020-3.63%+9.26%
2019+25.23%+17.39%
2018-13.54%-14.85%
2017+8.17%+9.32%
2016+39.60%+20.34%
2015+1.80%-5.63%
2014+5.36%+0.29%
2013+40.37%-6.21%
2012+13.50%+17.68%
2011-10.89%+8.07%
2010+22.46%+18.35%
2009+20.05%+52.93%
2008-31.20%-20.82%
2007-7.21%-7.48%
2006+14.35%+17.38%
2005+2.51%-8.66%
2004N/A+8.08%
2003N/A-1.02%

FDM vs FTF Drawdown Comparison

The maximum drawdown for FDM was -63.45%, occurring on Mar 9, 2009. Recovery took 1411 trading sessions.

The maximum drawdown for FTF was -51.16%, occurring on Nov 21, 2008. Recovery took 587 trading sessions.

The current FDM drawdown is -2.85%. The current FTF drawdown is -1.24%.

RankFDMFTF
#1-63.45%
Jul 12, 2007 - Feb 19, 2013
-51.16%
May 31, 2007 - Sep 28, 2009
#2-47.76%
Aug 22, 2018 - Jan 7, 2021
-36.64%
Aug 28, 2018 - Dec 18, 2020
#3-23.75%
Nov 11, 2021 - Jul 15, 2024
-28.55%
Dec 28, 2021 - Sep 16, 2024
#4-23.46%
Dec 11, 2024 - Jul 2, 2025
-20.46%
Feb 19, 2013 - Oct 21, 2016
#5-17.78%
Jun 23, 2015 - Jul 12, 2016
-17.04%
Jul 8, 2011 - Mar 27, 2012
#6-14.47%
May 5, 2006 - Nov 15, 2006
-15.13%
Mar 7, 2005 - Sep 15, 2006
#7-12.49%
Jul 3, 2014 - Dec 23, 2014
-14.73%
Apr 29, 2010 - Sep 29, 2010
#8-11.32%
Jul 31, 2024 - Nov 6, 2024
-11.70%
Mar 17, 2004 - Sep 3, 2004
#9-10.25%
Mar 15, 2021 - Nov 1, 2021
-11.58%
Feb 19, 2025 - Jul 1, 2025
#10-9.30%
Feb 9, 2026 - Apr 14, 2026
-10.83%
Oct 1, 2012 - Jan 2, 2013
#11-9.30%
Dec 24, 2013 - Mar 4, 2014
-8.82%
May 24, 2012 - Jun 27, 2012
#12-8.54%
Jan 4, 2017 - Jul 3, 2017
-7.52%
Oct 26, 2010 - Feb 11, 2011
#13-8.43%
Apr 2, 2014 - Jul 3, 2014
-6.54%
Feb 10, 2026 - Jul 21, 2026
#14-8.34%
Jan 19, 2018 - May 9, 2018
-6.32%
Sep 29, 2009 - Dec 14, 2009
#15-7.92%
Feb 22, 2007 - Apr 17, 2007
-6.09%
Jan 26, 2018 - Aug 22, 2018

Correlation

Correlation between FDM and FTF is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88
-101

Dividend Comparison (2003 - 2026)

FDM vs FTF dividend yield comparison.

YearFDMFTF
20260.65%7.44%
20251.43%12.00%
20241.56%11.13%
20231.81%11.41%
20221.80%12.62%
20211.08%10.26%
20201.68%9.50%
20191.37%10.73%
20181.26%12.37%
20170.97%10.86%
20161.13%6.56%
20151.45%6.94%
20140.75%7.05%
20130.83%6.90%
20121.75%6.35%
20110.80%7.73%
20100.38%7.84%
20090.56%7.95%
20081.19%11.27%
20070.61%8.71%
20060.23%7.83%
20050.09%9.04%
20040.00%8.11%
20030.00%2.03%

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