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FMB vs. FTCS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMB and FTCS is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FMB vs. FTCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Managed Municipal ETF (FMB) and First Trust Capital Strength ETF (FTCS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FMB:

0.18

FTCS:

0.76

Sortino Ratio

FMB:

0.15

FTCS:

1.20

Omega Ratio

FMB:

1.02

FTCS:

1.16

Calmar Ratio

FMB:

0.08

FTCS:

0.87

Martin Ratio

FMB:

0.30

FTCS:

2.98

Ulcer Index

FMB:

1.46%

FTCS:

3.67%

Daily Std Dev

FMB:

4.47%

FTCS:

13.96%

Max Drawdown

FMB:

-14.16%

FTCS:

-53.63%

Current Drawdown

FMB:

-3.90%

FTCS:

-1.07%

Returns By Period

In the year-to-date period, FMB achieves a -1.06% return, which is significantly lower than FTCS's 5.46% return. Over the past 10 years, FMB has underperformed FTCS with an annualized return of 2.34%, while FTCS has yielded a comparatively higher 10.38% annualized return.


FMB

YTD

-1.06%

1M

0.91%

6M

-1.43%

1Y

0.79%

3Y*

2.74%

5Y*

1.15%

10Y*

2.34%

FTCS

YTD

5.46%

1M

6.74%

6M

1.96%

1Y

10.46%

3Y*

10.66%

5Y*

11.62%

10Y*

10.38%

*Annualized

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First Trust Managed Municipal ETF

First Trust Capital Strength ETF

FMB vs. FTCS - Expense Ratio Comparison

FMB has a 0.50% expense ratio, which is lower than FTCS's 0.56% expense ratio.


Risk-Adjusted Performance

FMB vs. FTCS — Risk-Adjusted Performance Rank

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

FMB
The Risk-Adjusted Performance Rank of FMB is 1919
Overall Rank
The Sharpe Ratio Rank of FMB is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FMB is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FMB is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FMB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FMB is 2020
Martin Ratio Rank

FTCS
The Risk-Adjusted Performance Rank of FTCS is 7171
Overall Rank
The Sharpe Ratio Rank of FTCS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FTCS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FTCS is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FTCS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FTCS is 7171
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.

FMB vs. FTCS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Managed Municipal ETF (FMB) and First Trust Capital Strength ETF (FTCS). 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.


The current FMB Sharpe Ratio is 0.18, which is lower than the FTCS Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FMB and FTCS, 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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Dividends

FMB vs. FTCS - Dividend Comparison

FMB's dividend yield for the trailing twelve months is around 3.33%, more than FTCS's 1.26% yield.


TTM20242023202220212020201920182017201620152014
FMB
First Trust Managed Municipal ETF
3.33%3.22%2.98%2.47%1.96%2.19%2.47%2.58%2.49%2.93%3.07%1.70%
FTCS
First Trust Capital Strength ETF
1.26%1.33%1.47%1.23%1.05%0.93%1.26%1.26%1.15%1.43%1.50%2.01%

Drawdowns

FMB vs. FTCS - Drawdown Comparison

The maximum FMB drawdown since its inception was -14.16%, smaller than the maximum FTCS drawdown of -53.63%. Use the drawdown chart below to compare losses from any high point for FMB and FTCS. For additional features, visit the drawdowns tool.


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Volatility

FMB vs. FTCS - Volatility Comparison

The current volatility for First Trust Managed Municipal ETF (FMB) is 1.20%, while First Trust Capital Strength ETF (FTCS) has a volatility of 4.51%. This indicates that FMB experiences smaller price fluctuations and is considered to be less risky than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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