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ISIN
US33740U7946
Inception Date
Oct 13, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth
Assets Under Management
$52M

Share Price Chart


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Performance

MMSC Performance Chart

First Trust Multi-Manager Small Cap Opportunities ETF (MMSC) is up 18.6% since the beginning of the year. MMSC is currently trading at $28 per share.


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S&P 500 Index

Returns By Period

First Trust Multi-Manager Small Cap Opportunities ETF (MMSC) has returned 18.57% so far this year and 45.03% over the past 12 months.


First Trust Multi-Manager Small Cap Opportunities ETF

1D
1.00%
1M
5.61%
YTD
18.57%
6M
19.48%
1Y
45.03%
3Y*
22.75%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMSC Monthly Returns History

Based on dividend-adjusted daily data since Oct 14, 2021, MMSC's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +13.3%, while the worst month was Jan 2022 at -16.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MMSC closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Apr 3, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.25%0.24%-6.15%13.30%5.13%0.53%18.57%
20253.96%-8.77%-7.57%1.05%5.55%6.46%1.89%4.88%5.44%4.69%-0.51%-1.18%15.45%
20240.98%10.81%2.47%-6.05%5.05%0.15%2.43%1.87%2.13%-1.07%11.35%-8.17%22.19%
20237.46%-0.71%-1.45%-1.07%-0.04%8.35%2.86%-1.43%-6.15%-6.62%9.41%8.44%18.76%
2022-16.71%0.99%0.00%-11.32%-2.34%-8.35%10.15%-0.60%-7.47%8.93%0.30%-6.62%-30.98%
20214.08%-3.08%0.14%1.01%

Benchmark Metrics

First Trust Multi-Manager Small Cap Opportunities ETF has an annualized alpha of -5.97%, beta of 1.23, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since October 15, 2021.

  • This ETF participated in 126.25% of S&P 500 Index downside but only 107.61% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -5.97% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-5.97%
Beta
1.23
0.75
Upside Capture
107.61%
Downside Capture
126.25%

Expense Ratio

MMSC has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MMSC ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MMSC Risk / Return Rank: 5959
Overall Rank
MMSC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MMSC Sortino Ratio Rank: 5555
Sortino Ratio Rank
MMSC Omega Ratio Rank: 5353
Omega Ratio Rank
MMSC Calmar Ratio Rank: 6363
Calmar Ratio Rank
MMSC Martin Ratio Rank: 6666
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 Small Cap Opportunities ETF (MMSC) and compare them to S&P 500 Index.


MMSCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.03

2.39

-0.36

Sortino ratio

Return per unit of downside risk

2.70

3.25

-0.56

Omega ratio

Gain probability vs. loss probability

1.34

1.43

-0.10

Calmar ratio

Return relative to maximum drawdown

3.21

3.11

+0.09

Martin ratio

Return relative to average drawdown

12.25

14.38

-2.13

Dividends

Dividend History

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


0.00%0.10%0.20%0.30%0.40%$0.00$0.02$0.04$0.06$0.0820242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.00$0.00$0.09

Dividend yield

0.00%0.00%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Multi-Manager Small Cap Opportunities 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$0.09$0.09

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 Small Cap Opportunities 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 Small Cap Opportunities ETF was 40.82%, occurring on Jun 16, 2022. Recovery took 604 trading sessions.

The current First Trust Multi-Manager Small Cap Opportunities ETF drawdown is 0.14%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-40.82%Jun 2022
7mo 9d2y 4mo
3y 3dNov 2021 - Nov 2024
2025 selloff2025
-29.76%Apr 2025
4mo 4d5mo 12d
9mo 16dDec 2024 - Sep 2025
2026 correction2026
-14.10%Mar 2026
2mo 6d18d
2mo 24dJan 2026 - Apr 2026
2025 correction2025
-10.04%Nov 2025
22d20d
1mo 12dOct 2025 - Dec 2025
2025 pullback2025
-6.14%Dec 2025
5d20d
25dDec 2025 - Jan 2026

Drawdown Indicators


MMSCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.82%

-56.78%

+15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.10%

-9.10%

-5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-29.76%

-18.90%

-10.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.14%

0.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-18.80%

-10.72%

-8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

1.97%

+1.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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