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FTF vs SPY

Comparison between Franklin Ltd Duration Income Trust (FTF, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FTF, delivering a return of +13.3% compared to +2.1%

FTF vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FTF
$260M
Winner
SPY
$735B
Expense Ratio
FTF
N/A
SPY
0.09%
Max Drawdown
FTF
63.23%
Winner
SPY
56.47%
Sharpe Ratio
FTF
-0.24
Winner
SPY
1.62
5Y Beta
Winner
FTF
0.30
SPY
1.00
P/E Ratio
FTF
N/A
SPY
28.99
Forward P/E
FTF
N/A
SPY
22.37
5Y Dividends CAGR
FTF
-4.40%
Winner
SPY
5.43%
5Y EPS CAGR
FTF
N/A
SPY
26.05%
Debt to Equity
FTF
N/A
SPY
32.40%
P/S Ratio
FTF
N/A
SPY
3.74
P/B Ratio
FTF
N/A
SPY
5.61

FTF vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
FTF
-0.91%
Winner
SPY
+1.90%
3M
FTF
-1.25%
Winner
SPY
+8.55%
6M
FTF
+0.75%
Winner
SPY
+8.18%
1Y
FTF
+1.01%
Winner
SPY
+25.79%
5Y(CAGR)
FTF
+2.13%
Winner
SPY
+13.32%
10Y(CAGR)
FTF
+3.75%
Winner
SPY
+15.19%
Max(CAGR)
FTF
+4.92%
Winner
SPY
+8.47%

FTF vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearFTFSPY
2026-1.24%+8.26%
2025+4.80%+18.00%
2024+17.84%+25.59%
2023+12.41%+26.72%
2022-22.54%-18.64%
2021+8.60%+30.52%
2020+9.26%+17.28%
2019+17.39%+31.09%
2018-14.85%-5.24%
2017+9.32%+20.78%
2016+20.34%+13.59%
2015-5.63%+1.31%
2014+0.29%+14.56%
2013-6.21%+29.00%
2012+17.68%+14.17%
2011+8.07%+0.85%
2010+18.35%+13.14%
2009+52.93%+22.67%
2008-20.82%-36.25%
2007-7.48%+5.32%
2006+17.38%+13.85%
2005-8.66%+5.32%
2004+8.08%+10.75%
2003-1.02%+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

FTF vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current FTF drawdown is -3.23%. The current SPY drawdown is -2.90%.

RankFTFSPY
#1-51.16%
May 31, 2007 - Sep 28, 2009		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-36.64%
Aug 28, 2018 - Dec 18, 2020		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-28.55%
Dec 28, 2021 - Sep 16, 2024		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-20.46%
Feb 19, 2013 - Oct 21, 2016		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-17.04%
Jul 8, 2011 - Mar 27, 2012		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-15.13%
Mar 7, 2005 - Sep 15, 2006		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-14.73%
Apr 29, 2010 - Sep 29, 2010		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-11.70%
Mar 17, 2004 - Sep 3, 2004		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-11.58%
Feb 19, 2025 - Jul 1, 2025		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-10.83%
Oct 1, 2012 - Jan 2, 2013		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-8.82%
May 24, 2012 - Jun 27, 2012		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-7.52%
Oct 26, 2010 - Feb 11, 2011		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-6.54%
Feb 10, 2026 - Mar 27, 2026		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-6.32%
Sep 29, 2009 - Dec 14, 2009		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-6.09%
Jan 26, 2018 - Aug 22, 2018		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FTF and SPY is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85
-101

Dividend Comparison (1999 - 2026)

FTF vs SPY dividend yield comparison.

YearFTFSPY
20265.32%0.24%
202512.00%1.07%
202411.13%1.21%
202311.41%1.40%
202212.62%1.65%
202110.26%1.20%
20209.50%1.52%
201910.73%1.75%
201812.37%2.04%
201710.86%1.80%
20166.56%2.03%
20156.94%2.06%
20147.05%1.87%
20136.90%1.81%
20126.35%2.18%
20117.73%2.05%
20107.84%1.80%
20097.95%1.95%
200811.27%3.02%
20078.71%1.85%
20067.83%1.73%
20059.04%1.73%
20048.11%1.82%
20032.03%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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