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CSM vs. MKTN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSM vs. MKTN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Large Cap Core Plus (CSM) and Federated Hermes MDT Market Neutral ETF (MKTN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSM achieves a 9.15% return, which is significantly higher than MKTN's 6.46% return.


CSM

1D
0.77%
1M
1.39%
6M
8.81%
YTD
9.15%
1Y
23.59%
3Y*
19.26%
5Y*
12.61%
10Y*
14.08%
ALL TIME*
14.88%

MKTN

1D
0.33%
1M
4.57%
6M
7.01%
YTD
6.46%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$421.46K$485.98K$561.72K
$666.28K$482.62K$621.59K

CSM vs. MKTN - Yearly Performance Comparison


Correlation

The correlation between CSM and MKTN is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.05

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Return for Risk

CSM vs. MKTN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSM
CSM Risk / Return Rank: 7373
Overall Rank
CSM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSM Sortino Ratio Rank: 7575
Sortino Ratio Rank
CSM Omega Ratio Rank: 7171
Omega Ratio Rank
CSM Calmar Ratio Rank: 6767
Calmar Ratio Rank
CSM Martin Ratio Rank: 7575
Martin Ratio Rank

MKTN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSM vs. MKTN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and Federated Hermes MDT Market Neutral ETF (MKTN). 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.

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.


CSMMKTNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.32

Martin ratioReturn relative to average drawdown

9.34

CSM vs. MKTN - Sharpe Ratio Comparison


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Drawdowns

CSM vs. MKTN - Drawdown Comparison

The maximum CSM drawdown since its inception was -36.11%, which is greater than MKTN's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for CSM and MKTN.


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Drawdown Indicators


CSMMKTNDifference

Max Drawdown

Largest peak-to-trough decline

-36.11%

-4.13%

-31.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

Current Drawdown

Current decline from peak

-0.69%

0.00%

-0.69%

Average Drawdown

Average peak-to-trough decline

-4.02%

-1.08%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

Volatility

CSM vs. MKTN - Volatility Comparison


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Volatility by Period


CSMMKTNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

6.65%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

6.65%

+10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

6.65%

+11.72%

CSM vs. MKTN - Expense Ratio Comparison

CSM has a 0.45% expense ratio, which is lower than MKTN's 1.94% expense ratio.


Dividends

CSM vs. MKTN - Dividend Comparison

CSM's dividend yield for the trailing twelve months is around 1.04%, more than MKTN's 0.48% yield.


PositionTTM20252024202320222021202020192018201720162015
CSM
Proshares Large Cap Core Plus
1.04%1.04%1.06%1.17%1.37%0.78%1.21%1.41%1.54%1.28%1.49%1.67%
MKTN
Federated Hermes MDT Market Neutral ETF
0.48%0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSM and MKTN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSM is cheaper with a 0.45% expense ratio, compared with 1.94% for MKTN.

CSM has the higher dividend yield at 1.04%, compared with 0.48% for MKTN.

CSM is categorized as Long-Short, while MKTN is Equity Market Neutral. They also come from different issuers: ProShares and Federated. Their fees differ too: 0.45% for CSM and 1.94% for MKTN.

Portfolio Optimizer

Find the right allocation for CSM and MKTN

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