See what your fund actually adds
First Trust Limited Duration Investment Grade Corporate ETF FSIG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSIG | Replication |
|---|---|---|
| Annualized growth | 2.4% | 2.4% |
| Annualized volatility | 2.7% | 2.8% |
| Sharpe ratio | 0.90 | 0.89 |
| Maximum drawdown | 6.7% | 8.1% |
| Replication fit (R²) | 0.95 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSIG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 100.0% |