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FSML vs. SMMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSML vs. SMMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Small Cap Enhanced ETF (FSML) and iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSML achieves a 24.73% return, which is significantly higher than SMMV's 10.10% return.


FSML

1D
-0.58%
1M
0.95%
6M
17.92%
YTD
24.73%
1Y
3Y*
5Y*
10Y*
ALL TIME*

SMMV

1D
-0.52%
1M
1.73%
6M
7.23%
YTD
10.10%
1Y
15.44%
3Y*
12.64%
5Y*
6.41%
10Y*
ALL TIME*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$110.20K$77.53K$1.26M
$367.94K$342.57K$423.57K

FSML vs. SMMV - Yearly Performance Comparison


Correlation

The correlation between FSML and SMMV is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.48

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Return for Risk

FSML vs. SMMV — Risk / Return Rank

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

FSML

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


SMMV
SMMV Risk / Return Rank: 5757
Overall Rank
SMMV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SMMV Sortino Ratio Rank: 6565
Sortino Ratio Rank
SMMV Omega Ratio Rank: 5656
Omega Ratio Rank
SMMV Calmar Ratio Rank: 5454
Calmar Ratio Rank
SMMV Martin Ratio Rank: 5252
Martin Ratio Rank
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.

FSML vs. SMMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Enhanced ETF (FSML) and iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV). 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.


FSMLSMMVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.21

Martin ratioReturn relative to average drawdown

6.80

FSML vs. SMMV - Sharpe Ratio Comparison


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Drawdowns

FSML vs. SMMV - Drawdown Comparison

The maximum FSML drawdown since its inception was -10.83%, smaller than the maximum SMMV drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for FSML and SMMV.


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Drawdown Indicators


FSMLSMMVDifference

Max Drawdown

Largest peak-to-trough decline

-10.83%

-38.77%

+27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

Current Drawdown

Current decline from peak

-0.98%

-0.52%

-0.46%

Average Drawdown

Average peak-to-trough decline

-2.44%

-5.03%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

FSML vs. SMMV - Volatility Comparison


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Volatility by Period


FSMLSMMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

9.70%

+10.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

13.44%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.28%

15.61%

+4.67%

FSML vs. SMMV - Expense Ratio Comparison

FSML has a 0.45% expense ratio, which is higher than SMMV's 0.20% expense ratio.


Dividends

FSML vs. SMMV - Dividend Comparison

FSML's dividend yield for the trailing twelve months is around 0.39%, less than SMMV's 1.64% yield.


PositionTTM2025202420232022202120202019201820172016
FSML
Franklin Small Cap Enhanced ETF
0.39%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMMV
iShares MSCI USA Small-Cap Min Vol Factor ETF
1.64%1.77%1.76%2.30%1.67%1.08%1.39%1.64%1.72%1.63%0.79%

Frequently Asked Questions


FSML and SMMV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMMV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMMV is cheaper with a 0.20% expense ratio, compared with 0.45% for FSML.

SMMV has the higher dividend yield at 1.64%, compared with 0.39% for FSML.

They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.45% for FSML and 0.20% for SMMV.

Portfolio Optimizer

Find the right allocation for FSML and SMMV

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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