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FT Raymond James Multicap Growth Equity ETF (RJMG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

First Trust

Inception Date

Jan 16, 2024

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

RJMG features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for RJMG: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
RJMG vs. FMAG RJMG vs. FLCNX
Popular comparisons:
RJMG vs. FMAG RJMG vs. FLCNX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Raymond James Multicap Growth Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.74%
9.31%
RJMG (FT Raymond James Multicap Growth Equity ETF)
Benchmark (^GSPC)

Returns By Period

FT Raymond James Multicap Growth Equity ETF had a return of 5.76% year-to-date (YTD) and 18.46% in the last 12 months.


RJMG

YTD

5.76%

1M

3.10%

6M

10.74%

1Y

18.46%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of RJMG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.16%5.76%
20241.44%5.78%1.24%-4.48%1.81%3.90%-1.82%4.73%2.80%-2.02%8.33%-4.88%17.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RJMG is 46, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RJMG is 4646
Overall Rank
The Sharpe Ratio Rank of RJMG is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of RJMG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of RJMG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of RJMG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of RJMG is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FT Raymond James Multicap Growth Equity ETF (RJMG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RJMG, currently valued at 1.04, compared to the broader market0.002.004.001.041.74
The chart of Sortino ratio for RJMG, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.0012.001.502.35
The chart of Omega ratio for RJMG, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.32
The chart of Calmar ratio for RJMG, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.862.61
The chart of Martin ratio for RJMG, currently valued at 5.78, compared to the broader market0.0020.0040.0060.0080.00100.005.7810.66
RJMG
^GSPC

The current FT Raymond James Multicap Growth Equity ETF Sharpe ratio is 1.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FT Raymond James Multicap Growth Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.201.401.601.802.00Fri 24Jan 26Tue 28Thu 30FebruaryMon 03Wed 05Fri 07Feb 09Tue 11Thu 13Sat 15Mon 17Wed 19
1.04
1.74
RJMG (FT Raymond James Multicap Growth Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History


FT Raymond James Multicap Growth Equity ETF doesn't pay dividends

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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.60%
0
RJMG (FT Raymond James Multicap Growth Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Raymond James Multicap Growth 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 FT Raymond James Multicap Growth Equity ETF was 8.81%, occurring on Aug 5, 2024. Recovery took 10 trading sessions.

The current FT Raymond James Multicap Growth Equity ETF drawdown is 1.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.81%Jun 20, 202432Aug 5, 202410Aug 19, 202442
-7.07%Dec 5, 202425Jan 13, 2025
-6.98%Mar 8, 202430Apr 19, 202437Jun 12, 202467
-5.07%Sep 3, 20244Sep 6, 20249Sep 19, 202413
-3.51%Oct 15, 202413Oct 31, 20245Nov 7, 202418

Volatility

Volatility Chart

The current FT Raymond James Multicap Growth Equity ETF volatility is 4.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.17%
3.07%
RJMG (FT Raymond James Multicap Growth Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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