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FLM vs. SILJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLM vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Engineering and Construction ETF (FLM) and Amplify Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLM

1D
-4.55%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SILJ

1D
-5.76%
1M
-9.71%
YTD
-5.93%
6M
-10.68%
1Y
80.90%
3Y*
45.63%
5Y*
13.14%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLM vs. SILJ - Yearly Performance Comparison


Correlation

The correlation between FLM and SILJ is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 5, 2026

0.31

FLM vs. SILJ - Sectors Allocation Comparison


Sectors
FLM
SILJ

Industrials

37.1%

-

Energy

8.1%

-

Technology

7.9%

-

Basic Materials

7.4%
99.8%

Real Estate

5.7%

-

Communication Services

0.7%
0.0%

Utilities

0.7%

-

Consumer Cyclical

-

-

Consumer Defensive

-

0.2%

Financial Services

-

0.3%

Healthcare

-

-

Industrials

FLM
37.1%
SILJ

-

Energy

FLM
8.1%
SILJ

-

Technology

FLM
7.9%
SILJ

-

Basic Materials

FLM
7.4%
SILJ
99.8%

Real Estate

FLM
5.7%
SILJ

-

Communication Services

FLM
0.7%
SILJ
0.0%

Utilities

FLM
0.7%
SILJ

-

Consumer Cyclical

FLM

-

SILJ

-

Consumer Defensive

FLM

-

SILJ
0.2%

Financial Services

FLM

-

SILJ
0.3%

Healthcare

FLM

-

SILJ

-

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Return for Risk

FLM vs. SILJ — Risk / Return Rank

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

FLM

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


SILJ
SILJ Risk / Return Rank: 3939
Overall Rank
SILJ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 3737
Sortino Ratio Rank
SILJ Omega Ratio Rank: 4040
Omega Ratio Rank
SILJ Calmar Ratio Rank: 4343
Calmar Ratio Rank
SILJ Martin Ratio Rank: 3535
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.

FLM vs. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Engineering and Construction ETF (FLM) and Amplify Junior Silver Miners ETF (SILJ). 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.


FLMSILJDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.08

Martin ratioReturn relative to average drawdown

5.12

FLM vs. SILJ - Sharpe Ratio Comparison


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Drawdowns

FLM vs. SILJ - Drawdown Comparison

The maximum FLM drawdown since its inception was -4.55%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for FLM and SILJ.


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Drawdown Indicators


FLMSILJDifference

Max Drawdown

Largest peak-to-trough decline

-4.55%

-79.04%

+74.49%

Max Drawdown (1Y)

Largest decline over 1 year

-39.16%

Max Drawdown (3Y)

Largest decline over 3 years

-39.16%

Max Drawdown (5Y)

Largest decline over 5 years

-48.81%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

Current Drawdown

Current decline from peak

-4.55%

-35.41%

+30.86%

Average Drawdown

Average peak-to-trough decline

-2.27%

-41.39%

+39.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.86%

Volatility

FLM vs. SILJ - Volatility Comparison


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Volatility by Period


FLMSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.52%

Volatility (6M)

Calculated over the trailing 6-month period

48.11%

Volatility (1Y)

Calculated over the trailing 1-year period

51.02%

57.43%

-6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.02%

44.93%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.02%

46.51%

+4.51%

FLM vs. SILJ - Expense Ratio Comparison

FLM has a 0.70% expense ratio, which is higher than SILJ's 0.69% expense ratio.


Dividends

FLM vs. SILJ - Dividend Comparison

FLM has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 2.13%.


PositionTTM20252024202320222021202020192018201720162015
FLM
First Trust Global Engineering and Construction ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SILJ
Amplify Junior Silver Miners ETF
2.13%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Frequently Asked Questions


FLM and SILJ have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SILJ is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SILJ is cheaper with a 0.69% expense ratio, compared with 0.70% for FLM.

SILJ has the higher dividend yield at 2.13%, compared with 0.00% for FLM.

FLM is categorized as Building & Construction, while SILJ is Silver. FLM tracks ISE Global Engineering & Construction Index, while SILJ tracks Nasdaq Junior Silver Miners Index. They also come from different issuers: First Trust and Amplify. Their fees differ too: 0.70% for FLM and 0.69% for SILJ.

Portfolio Optimizer

Find the right allocation for FLM and SILJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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