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FSCS vs. QCLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCS vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SMID Capital Strength ETF (FSCS) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

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FSCS vs. QCLN - 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%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
4.23%31.81%-18.86%-10.02%-30.37%-3.21%184.00%42.65%-12.38%12.79%

Returns By Period

In the year-to-date period, FSCS achieves a -1.33% return, which is significantly lower than QCLN's 4.23% return.


FSCS

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

QCLN

1D
6.51%
1M
-3.99%
YTD
4.23%
6M
10.87%
1Y
62.76%
3Y*
-3.26%
5Y*
-7.25%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCS vs. QCLN - Expense Ratio Comparison

Both FSCS and QCLN have an expense ratio of 0.60%.


Return for Risk

FSCS vs. QCLN — 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

QCLN
QCLN Risk / Return Rank: 8787
Overall Rank
QCLN Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 8686
Sortino Ratio Rank
QCLN Omega Ratio Rank: 7777
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9595
Calmar Ratio Rank
QCLN Martin Ratio Rank: 9191
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. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SMID Capital Strength ETF (FSCS) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.


FSCSQCLNDifference

Sharpe ratio

Return per unit of total volatility

0.16

1.67

-1.51

Sortino ratio

Return per unit of downside risk

0.37

2.28

-1.91

Omega ratio

Gain probability vs. loss probability

1.05

1.28

-0.23

Calmar ratio

Return relative to maximum drawdown

0.25

3.81

-3.56

Martin ratio

Return relative to average drawdown

0.87

11.86

-10.99

FSCS vs. QCLN - Sharpe Ratio Comparison

The current FSCS Sharpe Ratio is 0.16, which is lower than the QCLN Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FSCS and QCLN, 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


FSCSQCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

1.67

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

-0.19

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.14

+0.25

Correlation

The correlation between FSCS and QCLN is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSCS vs. QCLN - Dividend Comparison

FSCS's dividend yield for the trailing twelve months is around 0.91%, more than QCLN's 0.22% 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%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.22%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Drawdowns

FSCS vs. QCLN - Drawdown Comparison

The maximum FSCS drawdown since its inception was -43.57%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for FSCS and QCLN.


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Drawdown Indicators


FSCSQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-43.57%

-76.18%

+32.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-16.18%

+3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-69.49%

+48.24%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-7.13%

-46.16%

+39.03%

Average Drawdown

Average peak-to-trough decline

-6.00%

-43.54%

+37.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

5.20%

-1.57%

Volatility

FSCS vs. QCLN - Volatility Comparison

The current volatility for First Trust SMID Capital Strength ETF (FSCS) is 3.53%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 14.18%. This indicates that FSCS experiences smaller price fluctuations and is considered to be less risky than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCSQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

14.18%

-10.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

27.32%

-18.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

37.76%

-20.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

37.87%

-19.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.35%

34.63%

-13.28%