FTCS vs. SGRT

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Capital Strength ETF (FTCS) and SMART Earnings Growth 30 ETF (SGRT).

FTCS and SGRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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.

Performance

FTCS vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

FTCS vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
FTCS First Trust Capital Strength ETF	0.58%	-0.56%
SGRT SMART Earnings Growth 30 ETF	6.68%	25.25%

Returns By Period

In the year-to-date period, FTCS achieves a 0.58% return, which is significantly lower than SGRT's 6.68% return.

FTCS

• 1D: 0.97%
• 1M: -6.34%
• YTD: 0.58%
• 6M: -0.35%
• 1Y: 4.65%
• 3Y*: 9.74%
• 5Y*: 6.80%
• 10Y*: 10.24%

SGRT

• 1D: 4.18%
• 1M: -8.35%
• YTD: 6.68%
• 6M: 13.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTCS vs. SGRT - Expense Ratio Comparison

FTCS has a 0.56% expense ratio, which is lower than SGRT's 0.59% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

FTCS

First Trust Capital Strength ETF

Return for Risk

FTCS vs. SGRT — Risk / Return Rank

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

FTCS

FTCS Risk / Return Rank: 25
FTCS Sharpe Ratio Rank: 23
FTCS Sortino Ratio Rank: 22
FTCS Omega Ratio Rank: 22
FTCS Calmar Ratio Rank: 28
FTCS Martin Ratio Rank: 30

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.

FTCS vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and SMART Earnings Growth 30 ETF (SGRT). 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.

	FTCS	SGRT	Difference
Sharpe ratio Return per unit of total volatility	0.34	—	—
Sortino ratio Return per unit of downside risk	0.60	—	—
Omega ratio Gain probability vs. loss probability	1.08	—	—
Calmar ratio Return relative to maximum drawdown	0.63	—	—
Martin ratio Return relative to average drawdown	2.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FTCS	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	1.89	-1.38

Correlation

The correlation between FTCS and SGRT is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FTCS vs. SGRT - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.11%, more than SGRT's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTCS First Trust Capital Strength ETF	1.11%	1.04%	1.33%	1.47%	1.23%	1.06%	0.93%	1.26%	1.26%	1.15%	1.43%	1.50%
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FTCS vs. SGRT - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for FTCS and SGRT.

Drawdown Indicators

	FTCS	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-53.64%	-17.87%	-35.77%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.93%	—	—
Current Drawdown Current decline from peak	-6.42%	-9.53%	+3.11%
Average Drawdown Average peak-to-trough decline	-6.93%	-3.50%	-3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	—	—

Volatility

Volatility by Period

	FTCS	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.60%	32.55%	-18.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	32.55%	-19.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.54%	32.55%	-17.01%