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Inception Date
Jul 21, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$94M

Share Price Chart


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Performance

MMLG Performance Chart

First Trust Multi-Manager Large Growth ETF (MMLG) is up 6.3% since the beginning of the year. MMLG is currently trading at $38 per share. Investors who bought $1,000 worth of MMLG shares 5 years ago would now be looking at an investment worth $1,533.


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S&P 500 Index

Returns By Period

First Trust Multi-Manager Large Growth ETF (MMLG) has returned 6.27% so far this year and 17.81% over the past 12 months.


First Trust Multi-Manager Large Growth ETF

1D
-0.76%
1M
6.44%
YTD
6.27%
6M
5.65%
1Y
17.81%
3Y*
21.99%
5Y*
8.92%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMLG Monthly Returns History

Based on dividend-adjusted daily data since Jul 22, 2020, MMLG's average daily return is +0.06%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +13.6%, while the worst month was Apr 2022 at -15.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MMLG closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +12.1%, while the worst single day was Apr 3, 2025 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.02%-3.81%-5.14%12.19%6.41%0.61%6.27%
20255.49%-4.33%-10.43%3.86%10.98%6.86%2.76%0.44%4.38%1.90%-3.74%-0.34%17.28%
20243.17%8.83%2.12%-5.64%2.31%6.40%-4.25%2.77%2.18%-0.10%8.17%-1.59%25.96%
202311.74%-2.15%5.70%-0.52%6.26%7.17%3.87%-3.11%-6.44%-2.02%13.59%5.85%45.21%
2022-11.97%-5.06%1.55%-15.56%-4.01%-9.34%11.57%-4.02%-10.33%5.56%3.06%-6.65%-39.18%
2021-1.57%2.71%-1.07%6.42%-2.06%6.01%2.83%3.63%-3.60%5.39%-4.63%-0.78%13.23%

Benchmark Metrics

First Trust Multi-Manager Large Growth ETF has an annualized alpha of -6.86%, beta of 1.33, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since July 23, 2020.

  • This ETF participated in 123.88% of S&P 500 Index downside but only 106.93% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -6.86% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-6.86%
Beta
1.33
0.82
Upside Capture
106.93%
Downside Capture
123.88%

Expense Ratio

MMLG has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MMLG ranks 25 for risk / return — below 25% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MMLG Risk / Return Rank: 2525
Overall Rank
MMLG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MMLG Sortino Ratio Rank: 2626
Sortino Ratio Rank
MMLG Omega Ratio Rank: 2727
Omega Ratio Rank
MMLG Calmar Ratio Rank: 2121
Calmar Ratio Rank
MMLG Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Multi-Manager Large Growth ETF (MMLG) and compare them to S&P 500 Index.


MMLGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.39

-1.35

Sortino ratio

Return per unit of downside risk

1.48

3.25

-1.78

Omega ratio

Gain probability vs. loss probability

1.19

1.43

-0.25

Calmar ratio

Return relative to maximum drawdown

0.95

3.11

-2.17

Martin ratio

Return relative to average drawdown

2.73

14.38

-11.65

Dividends

Dividend History

First Trust Multi-Manager Large Growth ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.05%0.10%0.15%0.20%0.25%$0.00$0.01$0.02$0.03$0.04$0.05$0.06202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.06

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.25%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Multi-Manager Large Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Multi-Manager Large Growth 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 First Trust Multi-Manager Large Growth ETF was 45.97%, occurring on Oct 14, 2022. Recovery took 501 trading sessions.

The current First Trust Multi-Manager Large Growth ETF drawdown is 0.76%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-45.97%Oct 2022
11mo 1d2y 1d
2y 11moNov 2021 - Oct 2024
2025 selloff2025
-26.57%Apr 2025
1mo 19d2mo 19d
4mo 8dFeb 2025 - Jun 2025
2026 correction2026
-19.89%Mar 2026
5mo 1d2mo 3d
7mo 4dOct 2025 - Jun 2026
2021 correction2021
-11.88%Mar 2021
20d3mo 16d
4mo 6dFeb 2021 - Jun 2021
2020 pullback2020
-9.92%Sep 2020
20d20d
1mo 10dSep 2020 - Oct 2020

Drawdown Indicators


MMLGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.97%

-56.78%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-9.10%

-10.79%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-18.90%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

-25.43%

-20.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.76%

0.00%

-0.76%

Average Drawdown

Average peak-to-trough decline

-14.37%

-10.72%

-3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.90%

1.97%

+4.93%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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