First Trust Growth Strength ETF

10-Year Study

FTGS.US · · US · ETF

Executive Summary: First Trust Growth Strength ETF has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 10.3% and an annualized volatility of 25.1%.

1Y CAGR
+12.6%
3Y CAGR
+19.5%
5Y CAGR
+18.4%
10Y CAGR
+18.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
10.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +33.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.40.6-5.66.6————————2.7%
20253.4-3.5-5.01.67.84.91.41.52.1-0.8-1.40.612.8%
20242.06.34.1-5.93.81.70.71.8-0.1-1.37.9-5.415.8%
20237.6-1.51.9-1.70.37.84.7-0.4-2.8-2.911.06.533.7%
2022——————————8.2-6.90.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 25.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.2% of variance. Idiosyncratic stock-specific factors contribute 2.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-10-0110000
2022-11-0110824.254851119527
2022-12-0110079.877372059344
2023-01-0110841.922431855395
2023-02-0110683.212812230944
2023-03-0110891.043283084411
2023-04-0110711.13256657692
2023-05-0110745.621674886654
2023-06-0111585.852000418052
2023-07-0112130.710236745583
2023-08-0112080.345189690095
2023-09-0111741.4262465598
2023-10-0111406.488730074205
2023-11-0112658.249267168658
2023-12-0113475.83522865831
2024-01-0113743.038724350905
2024-02-0114614.075338545685
2024-03-0115208.502336599762
2024-04-0114317.11067868394
2024-05-0114861.869379345357
2024-06-0115116.38207760796
2024-07-0115215.469833227993
2024-08-0115487.948719224818
2024-09-0115478.592366609766
2024-10-0115275.340536397705
2024-11-0116485.09702239055
2024-12-0115599.329129610369
2025-01-0116125.922571205327
2025-02-0115564.541414302279
2025-03-0114791.796270398589
2025-04-0115030.482797748504
2025-05-0116203.85899777538
2025-06-0117001.438290375398
2025-07-0117245.10160103119
2025-08-0117503.645493771557
2025-09-0117868.642781424656
2025-10-0117726.854225040188
2025-11-0117486.973269696864
2025-12-0117593.426664609597
2026-01-0117836.293689936447
2026-02-0117941.303817690474
2026-03-0116943.956443192506
2026-04-0118070.70018364331
Annual Return Matrix
YearAnnual Return
20230.33690467961567716
20240.15757790629824142
20250.1278322624281365
20260.02712794546123165
Total Factor Risk
0.25082659960994147
VTI.US Exposure
0.24394795021396645
VEA.US Exposure
0.030488269386692204
VWO.US Exposure
-0.016174184291868565
QQQ.US Exposure
-0.04952433390165595
VTV.US Exposure
0.007370624606422389
IJR.US Exposure
0.016171995486157862
QUAL.US Exposure
0.062292805163413026
SHV.US Exposure
0.6622788118210483
TLT.US Exposure
0.0059344033502828665
LQD.US Exposure
0.04497673384421468
HYG.US Exposure
-0.027248973684115812
GLD.US Exposure
0.0021468681732935637
USO.US Exposure
-0.0017962498778407645
VNQ.US Exposure
-0.015606999742440125
BTC-USD.CC Exposure
0.01659459544513207
CPER.US Exposure
-0.005661602804722608
VIX.INDX Exposure
0.004976929542131301
UUP.US Exposure
-0.003995867544450463
TIP.US Exposure
-0.0017104407941280107
Idiosyncratic Exposure
0.024538665608467698
Value Score
41.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
1.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.16%
Market Cap$89.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Growth Strength ETF a high-risk investment?

First Trust Growth Strength ETF (FTGS.US) has an annualized volatility of 25.1% and experienced a maximum drawdown of 10.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FTGS.US?

Over the past 10 years, FTGS.US has generated a Compound Annual Growth Rate (CAGR) of 18.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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