FTSM vs. EMNT
Compare and contrast key facts about First Trust Enhanced Short Maturity ETF (FTSM) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT).
FTSM and EMNT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTSM is an actively managed fund by First Trust. It was launched on Aug 5, 2014. EMNT is an actively managed fund by PIMCO. It was launched on Dec 10, 2019.
Performance
FTSM vs. EMNT - Performance Comparison
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FTSM vs. EMNT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSM First Trust Enhanced Short Maturity ETF | 0.76% | 4.66% | 5.22% | 5.12% | 1.02% | -0.01% | 1.12% | 0.16% |
EMNT PIMCO Enhanced Short Maturity Active ESG ETF | 0.97% | 4.74% | 5.79% | 5.84% | -0.57% | 0.11% | 2.08% | 0.09% |
Returns By Period
In the year-to-date period, FTSM achieves a 0.76% return, which is significantly lower than EMNT's 0.97% return.
FTSM
- 1D
- 0.07%
- 1M
- 0.08%
- YTD
- 0.76%
- 6M
- 1.82%
- 1Y
- 4.19%
- 3Y*
- 4.86%
- 5Y*
- 3.33%
- 10Y*
- 2.50%
EMNT
- 1D
- 0.05%
- 1M
- 0.24%
- YTD
- 0.97%
- 6M
- 2.04%
- 1Y
- 4.51%
- 3Y*
- 5.31%
- 5Y*
- 3.34%
- 10Y*
- —
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FTSM vs. EMNT - Expense Ratio Comparison
FTSM has a 0.44% expense ratio, which is higher than EMNT's 0.24% expense ratio.
Return for Risk
FTSM vs. EMNT — Risk / Return Rank
FTSM
EMNT
FTSM vs. EMNT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Enhanced Short Maturity ETF (FTSM) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT). 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.
| FTSM | EMNT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 8.29 | 11.02 | -2.73 |
Sortino ratioReturn per unit of downside risk | 17.39 | 23.01 | -5.62 |
Omega ratioGain probability vs. loss probability | 3.96 | 5.88 | -1.93 |
Calmar ratioReturn relative to maximum drawdown | 28.25 | 34.06 | -5.81 |
Martin ratioReturn relative to average drawdown | 139.10 | 226.92 | -87.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTSM | EMNT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.29 | 11.02 | -2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 6.86 | 4.08 | +2.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.92 | 3.45 | -1.53 |
Correlation
The correlation between FTSM and EMNT is 0.43, 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
FTSM vs. EMNT - Dividend Comparison
FTSM's dividend yield for the trailing twelve months is around 4.22%, which matches EMNT's 4.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSM First Trust Enhanced Short Maturity ETF | 4.22% | 4.28% | 4.91% | 4.62% | 1.62% | 0.39% | 1.20% | 2.38% | 2.14% | 1.49% | 1.03% | 0.48% |
EMNT PIMCO Enhanced Short Maturity Active ESG ETF | 4.23% | 4.46% | 5.14% | 4.62% | 2.79% | 0.66% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTSM vs. EMNT - Drawdown Comparison
The maximum FTSM drawdown since its inception was -4.12%, which is greater than EMNT's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for FTSM and EMNT.
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Drawdown Indicators
| FTSM | EMNT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.12% | -2.28% | -1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -0.15% | -0.13% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -0.65% | -1.70% | +1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -4.12% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -0.24% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 0.02% | +0.01% |
Volatility
FTSM vs. EMNT - Volatility Comparison
The current volatility for First Trust Enhanced Short Maturity ETF (FTSM) is 0.19%, while PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) has a volatility of 0.24%. This indicates that FTSM experiences smaller price fluctuations and is considered to be less risky than EMNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSM | EMNT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.19% | 0.24% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 0.32% | 0.29% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.51% | 0.41% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.49% | 0.82% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.88% | 0.87% | +0.01% |