FTCS vs. PMYYX
Compare and contrast key facts about First Trust Capital Strength ETF (FTCS) and Putnam Multi-Cap Core Fund (PMYYX).
FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006. PMYYX is managed by Putnam. It was launched on Sep 24, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTCS or PMYYX.
Key characteristics
| FTCS | PMYYX | |
|---|---|---|
| YTD Return | 6.15% | 13.02% |
| 1Y Return | 17.51% | 31.12% |
| 3Y Return (Ann) | 5.73% | 10.76% |
| 5Y Return (Ann) | 10.56% | 16.86% |
| 10Y Return (Ann) | 11.05% | 13.57% |
| Sharpe Ratio | 1.98 | 2.82 |
| Daily Std Dev | 9.07% | 11.44% |
| Max Drawdown | -53.64% | -35.25% |
| Current Drawdown | -1.06% | -0.17% |
Correlation
The correlation between FTCS and PMYYX 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.
Performance
FTCS vs. PMYYX - Performance Comparison
In the year-to-date period, FTCS achieves a 6.15% return, which is significantly lower than PMYYX's 13.02% return. Over the past 10 years, FTCS has underperformed PMYYX with an annualized return of 11.05%, while PMYYX has yielded a comparatively higher 13.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTCS vs. PMYYX - Expense Ratio Comparison
FTCS has a 0.56% expense ratio, which is lower than PMYYX's 0.71% expense ratio.
Risk-Adjusted Performance
FTCS vs. PMYYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and Putnam Multi-Cap Core Fund (PMYYX). 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.
Dividends
FTCS vs. PMYYX - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.31%, less than PMYYX's 2.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 1.31% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% | 2.01% | 1.34% |
PMYYX Putnam Multi-Cap Core Fund | 2.31% | 2.62% | 5.26% | 9.25% | 2.41% | 5.48% | 2.36% | 2.71% | 1.21% | 2.29% | 2.15% | 10.12% |
Drawdowns
FTCS vs. PMYYX - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, which is greater than PMYYX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for FTCS and PMYYX. For additional features, visit the drawdowns tool.
Volatility
FTCS vs. PMYYX - Volatility Comparison
The current volatility for First Trust Capital Strength ETF (FTCS) is 1.99%, while Putnam Multi-Cap Core Fund (PMYYX) has a volatility of 3.29%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than PMYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.