FTF vs SIO
Comparison between Franklin Ltd Duration Income Trust (FTF, ETF) and TOUCHSTONE STRATEGIC INCOME ETF (SIO, ETF).
FTF vs SIO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
FTF
$260M
SIO
$260M
Expense Ratio
FTF
N/A
SIO
0.50%
Max Drawdown
FTF
63.23%
Winner
SIO
8.43%
Sharpe Ratio
FTF
-0.25
Winner
SIO
0.62
5Y Beta
FTF
0.29
Winner
SIO
0.06
5Y Dividends CAGR
FTF
-4.40%
SIO
N/A
FTF vs SIO - Historical Returns
Returns include dividend reinvestment.
1M
FTF
-1.16%
Winner
SIO
+0.39%
3M
FTF
+0.59%
Winner
SIO
+0.69%
6M
FTF
+1.09%
Winner
SIO
+1.52%
1Y
FTF
+1.34%
Winner
SIO
+6.16%
5Y(CAGR)
FTF
+2.10%
SIO
N/A
10Y(CAGR)
FTF
+3.70%
SIO
N/A
Max(CAGR)
FTF
+4.92%
Winner
SIO
+6.59%
FTF vs SIO - Annual Returns (2003 - 2026)
Returns include dividend reinvestment.
| Year | FTF | SIO |
|---|---|---|
| 2026 | -1.07% | +1.13% |
| 2025 | +4.80% | +9.20% |
| 2024 | +17.84% | +6.44% |
| 2023 | +12.41% | +8.06% |
| 2022 | -22.54% | +0.71% |
| 2021 | +8.60% | N/A |
| 2020 | +9.26% | N/A |
| 2019 | +17.39% | N/A |
| 2018 | -14.85% | N/A |
| 2017 | +9.32% | N/A |
| 2016 | +20.34% | N/A |
| 2015 | -5.63% | N/A |
| 2014 | +0.29% | N/A |
| 2013 | -6.21% | N/A |
| 2012 | +17.68% | N/A |
| 2011 | +8.07% | N/A |
| 2010 | +18.35% | N/A |
| 2009 | +52.93% | N/A |
| 2008 | -20.82% | N/A |
| 2007 | -7.48% | N/A |
| 2006 | +17.38% | N/A |
| 2005 | -8.66% | N/A |
| 2004 | +8.08% | N/A |
| 2003 | -1.02% | N/A |
FTF vs SIO Drawdown Comparison
The maximum drawdown for FTF was -51.16%, occurring on Nov 21, 2008. Recovery took 587 trading sessions.
The maximum drawdown for SIO was -6.95%, occurring on Oct 20, 2022. Recovery took 101 trading sessions.
The current FTF drawdown is -3.06%. The current SIO drawdown is -0.84%.
| Rank | FTF | SIO |
|---|---|---|
| #1 | -51.16% May 31, 2007 - Sep 28, 2009 | -6.95% Aug 12, 2022 - Jan 6, 2023 |
| #2 | -36.64% Aug 28, 2018 - Dec 18, 2020 | -4.86% Feb 2, 2023 - Nov 29, 2023 |
| #3 | -28.55% Dec 28, 2021 - Sep 16, 2024 | -3.18% Sep 20, 2024 - Feb 26, 2025 |
| #4 | -20.46% Feb 19, 2013 - Oct 21, 2016 | -2.62% Feb 27, 2026 - Mar 27, 2026 |
| #5 | -17.04% Jul 8, 2011 - Mar 27, 2012 | -2.38% Mar 28, 2024 - May 15, 2024 |
| #6 | -15.13% Mar 7, 2005 - Sep 15, 2006 | -2.26% Apr 3, 2025 - Apr 29, 2025 |
| #7 | -14.73% Apr 29, 2010 - Sep 29, 2010 | -1.46% Feb 1, 2024 - Mar 6, 2024 |
| #8 | -11.70% Mar 17, 2004 - Sep 3, 2004 | -1.30% Oct 27, 2025 - Dec 26, 2025 |
| #9 | -11.58% Feb 19, 2025 - Jul 1, 2025 | -1.19% May 16, 2024 - Jun 4, 2024 |
| #10 | -10.83% Oct 1, 2012 - Jan 2, 2013 | -1.06% Dec 26, 2025 - Feb 10, 2026 |
| #11 | -8.82% May 24, 2012 - Jun 27, 2012 | -1.04% Jun 30, 2025 - Jul 28, 2025 |
| #12 | -7.52% Oct 26, 2010 - Feb 11, 2011 | -1.03% Dec 27, 2023 - Jan 12, 2024 |
| #13 | -6.54% Feb 10, 2026 - Mar 27, 2026 | -1.00% Apr 30, 2025 - May 30, 2025 |
| #14 | -6.32% Sep 29, 2009 - Dec 14, 2009 | -0.95% Mar 8, 2024 - Mar 27, 2024 |
| #15 | -6.09% Jan 26, 2018 - Aug 22, 2018 | -0.81% Mar 3, 2025 - Apr 1, 2025 |
Correlation
Correlation between FTF and SIO is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
Dividend Comparison (2003 - 2026)
FTF vs SIO dividend yield comparison.
| Year | FTF | SIO |
|---|---|---|
| 2026 | 5.31% | 2.00% |
| 2025 | 12.00% | 6.80% |
| 2024 | 11.13% | 5.30% |
| 2023 | 11.41% | 5.37% |
| 2022 | 12.62% | 3.12% |
| 2021 | 10.26% | 0.00% |
| 2020 | 9.50% | 0.00% |
| 2019 | 10.73% | 0.00% |
| 2018 | 12.37% | 0.00% |
| 2017 | 10.86% | 0.00% |
| 2016 | 6.56% | 0.00% |
| 2015 | 6.94% | 0.00% |
| 2014 | 7.05% | 0.00% |
| 2013 | 6.90% | 0.00% |
| 2012 | 6.35% | 0.00% |
| 2011 | 7.73% | 0.00% |
| 2010 | 7.84% | 0.00% |
| 2009 | 7.95% | 0.00% |
| 2008 | 11.27% | 0.00% |
| 2007 | 8.71% | 0.00% |
| 2006 | 7.83% | 0.00% |
| 2005 | 9.04% | 0.00% |
| 2004 | 8.11% | 0.00% |
| 2003 | 2.03% | 0.00% |
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