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