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CSM vs. MARB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSM vs. MARB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Large Cap Core Plus (CSM) and First Trust Merger Arbitrage ETF (MARB). The values are adjusted to include any dividend payments, if applicable.

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CSM vs. MARB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSM
Proshares Large Cap Core Plus
-5.83%21.84%22.09%23.50%-18.27%33.13%8.12%
MARB
First Trust Merger Arbitrage ETF
0.29%7.02%0.73%2.16%3.89%0.26%-2.35%

Returns By Period

In the year-to-date period, CSM achieves a -5.83% return, which is significantly lower than MARB's 0.29% return.


CSM

1D
2.46%
1M
-4.91%
YTD
-5.83%
6M
-1.69%
1Y
18.78%
3Y*
17.57%
5Y*
11.42%
10Y*
12.84%

MARB

1D
-0.14%
1M
-0.00%
YTD
0.29%
6M
2.63%
1Y
6.85%
3Y*
3.46%
5Y*
2.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSM vs. MARB - Expense Ratio Comparison

CSM has a 0.45% expense ratio, which is lower than MARB's 2.30% expense ratio.


Return for Risk

CSM vs. MARB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSM
CSM Risk / Return Rank: 6363
Overall Rank
CSM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CSM Sortino Ratio Rank: 6262
Sortino Ratio Rank
CSM Omega Ratio Rank: 6565
Omega Ratio Rank
CSM Calmar Ratio Rank: 6161
Calmar Ratio Rank
CSM Martin Ratio Rank: 7070
Martin Ratio Rank

MARB
MARB Risk / Return Rank: 8484
Overall Rank
MARB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MARB Sortino Ratio Rank: 7878
Sortino Ratio Rank
MARB Omega Ratio Rank: 8383
Omega Ratio Rank
MARB Calmar Ratio Rank: 9191
Calmar Ratio Rank
MARB Martin Ratio Rank: 9797
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.

CSM vs. MARB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and First Trust Merger Arbitrage ETF (MARB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CSMMARBDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.29

-0.30

Sortino ratio

Return per unit of downside risk

1.53

2.00

-0.47

Omega ratio

Gain probability vs. loss probability

1.23

1.33

-0.10

Calmar ratio

Return relative to maximum drawdown

1.49

3.13

-1.65

Martin ratio

Return relative to average drawdown

6.81

21.28

-14.47

CSM vs. MARB - Sharpe Ratio Comparison

The current CSM Sharpe Ratio is 0.99, which is comparable to the MARB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of CSM and MARB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSMMARBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.29

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.65

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.34

+0.47

Correlation

The correlation between CSM and MARB is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSM vs. MARB - Dividend Comparison

CSM's dividend yield for the trailing twelve months is around 1.16%, less than MARB's 3.01% yield.


TTM20252024202320222021202020192018201720162015
CSM
Proshares Large Cap Core Plus
1.16%1.04%1.06%1.17%1.37%0.78%1.21%1.41%1.54%1.28%1.49%1.67%
MARB
First Trust Merger Arbitrage ETF
3.01%3.01%2.11%2.20%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSM vs. MARB - Drawdown Comparison

The maximum CSM drawdown since its inception was -36.11%, which is greater than MARB's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for CSM and MARB.


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Drawdown Indicators


CSMMARBDifference

Max Drawdown

Largest peak-to-trough decline

-36.11%

-11.99%

-24.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-2.43%

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

-3.67%

-20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

Current Drawdown

Current decline from peak

-7.17%

-0.24%

-6.93%

Average Drawdown

Average peak-to-trough decline

-4.07%

-1.44%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

0.36%

+2.46%

Volatility

CSM vs. MARB - Volatility Comparison

Proshares Large Cap Core Plus (CSM) has a higher volatility of 4.79% compared to First Trust Merger Arbitrage ETF (MARB) at 1.15%. This indicates that CSM's price experiences larger fluctuations and is considered to be riskier than MARB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSMMARBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

1.15%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

3.17%

+6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

5.36%

+13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

4.23%

+12.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

5.64%

+12.73%