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FTF vs FDM

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

5-Year PerformanceFDM has outperformed FTF, delivering a return of +10.9% compared to +1.9%

FTF vs FDM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FTF
$260M
Winner
FDM
$262M
Expense Ratio
FTF
N/A
FDM
0.60%
Max Drawdown
Winner
FTF
63.23%
FDM
64.00%
Sharpe Ratio
FTF
-0.21
Winner
FDM
1.32
5Y Beta
Winner
FTF
0.28
FDM
0.89
P/E Ratio
FTF
N/A
FDM
26.04
Forward P/E
FTF
N/A
FDM
11.62
5Y Dividends CAGR
FTF
-4.63%
Winner
FDM
13.54%
5Y EPS CAGR
FTF
N/A
FDM
8.14%
Debt to Equity
FTF
N/A
FDM
18.00%
P/S Ratio
FTF
N/A
FDM
0.94
P/B Ratio
FTF
N/A
FDM
1.53

FTF vs FDM - Historical Returns

Returns include dividend reinvestment.

1M
FTF
+0.55%
Winner
FDM
+1.73%
3M
FTF
+1.13%
Winner
FDM
+7.79%
6M
FTF
+0.41%
Winner
FDM
+9.98%
1Y
FTF
+1.24%
Winner
FDM
+26.21%
5Y(CAGR)
FTF
+1.85%
Winner
FDM
+10.95%
10Y(CAGR)
FTF
+3.66%
Winner
FDM
+11.69%
Max(CAGR)
FTF
+4.99%
Winner
FDM
+8.84%

FTF vs FDM - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

YearFTFFDM
2026+1.26%+18.27%
2025+4.80%+18.79%
2024+17.84%+13.46%
2023+12.41%+13.27%
2022-22.54%-12.56%
2021+8.60%+37.09%
2020+9.26%-3.63%
2019+17.39%+25.23%
2018-14.85%-13.54%
2017+9.32%+8.17%
2016+20.34%+39.60%
2015-5.63%+1.80%
2014+0.29%+5.36%
2013-6.21%+40.37%
2012+17.68%+13.50%
2011+8.07%-10.89%
2010+18.35%+22.46%
2009+52.93%+20.05%
2008-20.82%-31.20%
2007-7.48%-7.21%
2006+17.38%+14.35%
2005-8.66%+2.51%
2004+8.08%N/A
2003-1.02%N/A

FTF vs FDM Drawdown Comparison

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

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

The current FTF drawdown is -0.96%. The current FDM drawdown is -3.09%.

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

Correlation

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

0.88
-101

Dividend Comparison (2003 - 2026)

FTF vs FDM dividend yield comparison.

YearFTFFDM
20268.57%0.66%
202512.00%1.43%
202411.13%1.56%
202311.41%1.81%
202212.62%1.80%
202110.26%1.08%
20209.50%1.68%
201910.73%1.37%
201812.37%1.26%
201710.86%0.97%
20166.56%1.13%
20156.94%1.45%
20147.05%0.75%
20136.90%0.83%
20126.35%1.75%
20117.73%0.80%
20107.84%0.38%
20097.95%0.56%
200811.27%1.19%
20078.71%0.61%
20067.83%0.23%
20059.04%0.09%
20048.11%0.00%
20032.03%0.00%

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