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FTDS vs. MMID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTDS vs. MMID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dividend Strength ETF (FTDS) and MFS Active Mid Cap ETF (MMID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTDS achieves a 12.19% return, which is significantly higher than MMID's 6.15% return.


FTDS

1D
0.71%
1M
2.58%
6M
7.78%
YTD
12.19%
1Y
19.33%
3Y*
15.76%
5Y*
7.91%
10Y*
10.98%

MMID

1D
0.17%
1M
1.78%
6M
2.92%
YTD
6.15%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTDS vs. MMID - Yearly Performance Comparison


2026 (YTD)2025
FTDS
First Trust Dividend Strength ETF
12.19%2.88%
MMID
MFS Active Mid Cap ETF
6.15%0.62%

Correlation

The correlation between FTDS and MMID is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.70

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Return for Risk

FTDS vs. MMID — Risk / Return Rank

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

FTDS
FTDS Risk / Return Rank: 5959
Overall Rank
FTDS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTDS Sortino Ratio Rank: 5959
Sortino Ratio Rank
FTDS Omega Ratio Rank: 5353
Omega Ratio Rank
FTDS Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTDS Martin Ratio Rank: 5555
Martin Ratio Rank

MMID

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

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.

FTDS vs. MMID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) and MFS Active Mid Cap ETF (MMID). 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.


FTDSMMIDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.95

Martin ratioReturn relative to average drawdown

7.49

FTDS vs. MMID - Sharpe Ratio Comparison


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Drawdowns

FTDS vs. MMID - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, which is greater than MMID's maximum drawdown of -7.93%. Use the drawdown chart below to compare losses from any high point for FTDS and MMID.


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Drawdown Indicators


FTDSMMIDDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-7.93%

-48.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

0.00%

-0.31%

+0.31%

Average Drawdown

Average peak-to-trough decline

-9.83%

-1.98%

-7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

Volatility

FTDS vs. MMID - Volatility Comparison


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Volatility by Period


FTDSMMIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

13.31%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

13.31%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

13.31%

+6.73%

FTDS vs. MMID - Expense Ratio Comparison

FTDS has a 0.70% expense ratio, which is higher than MMID's 0.59% expense ratio.


Dividends

FTDS vs. MMID - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.57%, more than MMID's 0.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FTDS
First Trust Dividend Strength ETF
1.57%1.59%2.05%2.15%2.31%0.72%0.99%1.13%1.14%0.79%1.24%0.95%
MMID
MFS Active Mid Cap ETF
0.70%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTDS and MMID have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MMID is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MMID is cheaper with a 0.59% expense ratio, compared with 0.70% for FTDS.

FTDS has the higher dividend yield at 1.57%, compared with 0.70% for MMID.

They also come from different issuers: First Trust and MFS. Their fees differ too: 0.70% for FTDS and 0.59% for MMID.

Portfolio Optimizer

Find the right allocation for FTDS and MMID

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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