- CUSIP
- 00764Q595
- Issuer
- Frontier
- Inception Date
- Dec 19, 2024
- Region
- Global (Broad)
- Category
- Global Equities, Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $60M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
FGSM Performance Chart
Frontier Asset Global Small Cap Equity ETF (FGSM) is up 15.8% since the beginning of the year. FGSM is currently trading at $35 per share.
Loading charts...
Returns By Period
Frontier Asset Global Small Cap Equity ETF (FGSM) has returned 15.80% so far this year and 34.41% over the past 12 months.
Frontier Asset Global Small Cap Equity ETF
- 1D
- 0.31%
- 1M
- 2.30%
- YTD
- 15.80%
- 6M
- 14.33%
- 1Y
- 34.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FGSM Monthly Returns History
Based on dividend-adjusted daily data since Dec 20, 2024, FGSM's average daily return is +0.10%, while the average monthly return is +1.85%. At this rate, an investment would double in approximately 3.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +8.1%, while the worst month was Mar 2026 at -6.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FGSM closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.71% | 4.37% | -6.16% | 8.10% | 2.46% | 0.98% | 15.80% | ||||||
| 2025 | 2.60% | -2.64% | -2.24% | -0.04% | 6.10% | 4.15% | 0.93% | 6.11% | 1.40% | -0.06% | 2.56% | 1.06% | 21.33% |
| 2024 | -0.27% | -0.27% |
Benchmark Metrics
Frontier Asset Global Small Cap Equity ETF has an annualized alpha of 8.60%, beta of 0.90, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since December 20, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.56%) than losses (34.93%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 8.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R2 of 0.77, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 8.60%
- Beta
- 0.90
- R²
- 0.77
- Upside Capture
- 96.56%
- Downside Capture
- 34.93%
Expense Ratio
FGSM has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FGSM ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Frontier Asset Global Small Cap Equity ETF (FGSM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FGSM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 2.78 | +0.73 |
| Martin ratioReturn relative to average drawdown | 13.59 | 12.44 | +1.15 |
Dividends
Dividend History
Frontier Asset Global Small Cap Equity ETF provided a 1.34% dividend yield over the last twelve months, with an annual payout of $0.47 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.47 | $0.47 |
Dividend yield | 1.34% | 1.56% |
Monthly Dividends
The table displays the monthly dividend distributions for Frontier Asset Global Small Cap Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.24 | $0.47 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Frontier Asset Global Small Cap Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Frontier Asset Global Small Cap Equity ETF was 17.72%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -17.72%Apr 2025 | 1mo 18d | 1mo 26d | 3mo 14dFeb 2025 - Jun 2025 |
2026 pullback2026 | -9.84%Mar 2026 | 21d | 28d | 1mo 19dFeb 2026 - Apr 2026 |
2025 pullback2025 | -5.86%Nov 2025 | 23d | 8d | 1mo 1dOct 2025 - Nov 2025 |
2025 pullback2025 | -4.05%Oct 2025 | 3d | 14d | 17dOct 2025 - Oct 2025 |
2025 pullback2025 | -3.99%Aug 2025 | 8d | 11d | 19dJul 2025 - Aug 2025 |
Drawdown Indicators
| FGSM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -56.78% | +39.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -9.10% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -10.71% | +8.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.03% | +0.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FGSM
Add Frontier Asset Global Small Cap Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with FGSM