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FSCS vs. IMCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCS vs. IMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SMID Capital Strength ETF (FSCS) and iShares Morningstar Mid-Cap ETF (IMCB). The values are adjusted to include any dividend payments, if applicable.

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FSCS vs. IMCB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCS
First Trust SMID Capital Strength ETF
-1.33%1.77%14.98%16.81%-9.11%26.08%5.71%28.00%-12.85%10.74%
IMCB
iShares Morningstar Mid-Cap ETF
1.14%10.25%15.10%16.37%-16.09%22.81%13.35%31.49%-11.53%10.97%

Returns By Period

In the year-to-date period, FSCS achieves a -1.33% return, which is significantly lower than IMCB's 1.14% return.


FSCS

1D
1.22%
1M
-5.61%
YTD
-1.33%
6M
-3.50%
1Y
2.82%
3Y*
9.68%
5Y*
5.99%
10Y*

IMCB

1D
2.52%
1M
-5.47%
YTD
1.14%
6M
1.17%
1Y
14.21%
3Y*
12.90%
5Y*
7.16%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCS vs. IMCB - Expense Ratio Comparison

FSCS has a 0.60% expense ratio, which is higher than IMCB's 0.04% expense ratio.


Return for Risk

FSCS vs. IMCB — Risk / Return Rank

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

FSCS
FSCS Risk / Return Rank: 1616
Overall Rank
FSCS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSCS Sortino Ratio Rank: 1515
Sortino Ratio Rank
FSCS Omega Ratio Rank: 1515
Omega Ratio Rank
FSCS Calmar Ratio Rank: 1717
Calmar Ratio Rank
FSCS Martin Ratio Rank: 1818
Martin Ratio Rank

IMCB
IMCB Risk / Return Rank: 4848
Overall Rank
IMCB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 4646
Sortino Ratio Rank
IMCB Omega Ratio Rank: 4646
Omega Ratio Rank
IMCB Calmar Ratio Rank: 4747
Calmar Ratio Rank
IMCB Martin Ratio Rank: 5757
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.

FSCS vs. IMCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SMID Capital Strength ETF (FSCS) and iShares Morningstar Mid-Cap ETF (IMCB). 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.


FSCSIMCBDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.79

-0.63

Sortino ratio

Return per unit of downside risk

0.37

1.22

-0.85

Omega ratio

Gain probability vs. loss probability

1.05

1.17

-0.13

Calmar ratio

Return relative to maximum drawdown

0.25

1.16

-0.90

Martin ratio

Return relative to average drawdown

0.87

5.35

-4.48

FSCS vs. IMCB - Sharpe Ratio Comparison

The current FSCS Sharpe Ratio is 0.16, which is lower than the IMCB Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FSCS and IMCB, 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


FSCSIMCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.79

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.41

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.08

Correlation

The correlation between FSCS and IMCB is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FSCS vs. IMCB - Dividend Comparison

FSCS's dividend yield for the trailing twelve months is around 0.91%, less than IMCB's 1.38% yield.


TTM20252024202320222021202020192018201720162015
FSCS
First Trust SMID Capital Strength ETF
0.91%0.75%1.12%1.47%1.71%1.21%1.33%1.68%1.67%0.67%0.00%0.00%
IMCB
iShares Morningstar Mid-Cap ETF
1.38%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%

Drawdowns

FSCS vs. IMCB - Drawdown Comparison

The maximum FSCS drawdown since its inception was -43.57%, smaller than the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for FSCS and IMCB.


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Drawdown Indicators


FSCSIMCBDifference

Max Drawdown

Largest peak-to-trough decline

-43.57%

-58.80%

+15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-12.92%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-25.15%

+3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

Current Drawdown

Current decline from peak

-7.13%

-5.73%

-1.40%

Average Drawdown

Average peak-to-trough decline

-6.00%

-7.79%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.79%

+0.84%

Volatility

FSCS vs. IMCB - Volatility Comparison

The current volatility for First Trust SMID Capital Strength ETF (FSCS) is 3.53%, while iShares Morningstar Mid-Cap ETF (IMCB) has a volatility of 5.32%. This indicates that FSCS experiences smaller price fluctuations and is considered to be less risky than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCSIMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

5.32%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

9.96%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

17.98%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

17.57%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.35%

19.63%

+1.72%