PortfoliosLab logoPortfoliosLab logo
MBCC vs. FTCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBCC vs. FTCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monarch Blue Chips Core ETF (MBCC) and First Trust Capital Strength ETF (FTCS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MBCC achieves a 7.79% return, which is significantly higher than FTCS's 0.03% return.


MBCC

1D
-0.58%
1M
5.13%
YTD
7.79%
6M
8.84%
1Y
13.32%
3Y*
15.49%
5Y*
8.62%
10Y*

FTCS

1D
-0.50%
1M
-1.29%
YTD
0.03%
6M
0.88%
1Y
2.69%
3Y*
9.49%
5Y*
5.51%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBCC vs. FTCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MBCC
Monarch Blue Chips Core ETF
7.79%7.43%18.91%22.34%-20.29%21.08%
FTCS
First Trust Capital Strength ETF
0.03%6.46%11.19%8.48%-10.22%23.70%

Correlation

The correlation between MBCC and FTCS is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.75

The correlation between MBCC and FTCS shifts across timeframes, from 0.61 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

MBCC vs. FTCS - Sectors Allocation Comparison


Sectors
MBCC
FTCS

Technology

38.7%
12.3%

Healthcare

14.4%
19.1%

Financial Services

12.1%
20.4%

Consumer Cyclical

11.5%
7.7%

Real Estate

7.9%

-

Communication Services

7.8%
2.3%

Consumer Defensive

4.2%
14.3%

Industrials

3.4%
19.6%

Basic Materials

-

2.1%

Energy

-

2.2%

Utilities

-

-

Technology

MBCC
38.7%
FTCS
12.3%

Healthcare

MBCC
14.4%
FTCS
19.1%

Financial Services

MBCC
12.1%
FTCS
20.4%

Consumer Cyclical

MBCC
11.5%
FTCS
7.7%

Real Estate

MBCC
7.9%
FTCS

-

Communication Services

MBCC
7.8%
FTCS
2.3%

Consumer Defensive

MBCC
4.2%
FTCS
14.3%

Industrials

MBCC
3.4%
FTCS
19.6%

Basic Materials

MBCC

-

FTCS
2.1%

Energy

MBCC

-

FTCS
2.2%

Utilities

MBCC

-

FTCS

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MBCC vs. FTCS — Risk / Return Rank

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

MBCC
MBCC Risk / Return Rank: 3030
Overall Rank
MBCC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MBCC Sortino Ratio Rank: 3131
Sortino Ratio Rank
MBCC Omega Ratio Rank: 2929
Omega Ratio Rank
MBCC Calmar Ratio Rank: 2626
Calmar Ratio Rank
MBCC Martin Ratio Rank: 3333
Martin Ratio Rank

FTCS
FTCS Risk / Return Rank: 1212
Overall Rank
FTCS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FTCS Sortino Ratio Rank: 1212
Sortino Ratio Rank
FTCS Omega Ratio Rank: 1111
Omega Ratio Rank
FTCS Calmar Ratio Rank: 1212
Calmar Ratio Rank
FTCS Martin Ratio Rank: 1212
Martin Ratio Rank
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.

MBCC vs. FTCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Blue Chips Core ETF (MBCC) and First Trust Capital Strength ETF (FTCS). 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.


MBCCFTCSDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.27

+0.84

Sortino ratio

Return per unit of downside risk

1.64

0.47

+1.16

Omega ratio

Gain probability vs. loss probability

1.20

1.05

+0.14

Calmar ratio

Return relative to maximum drawdown

1.26

0.35

+0.92

Martin ratio

Return relative to average drawdown

5.04

0.87

+4.17

MBCC vs. FTCS - Sharpe Ratio Comparison

The current MBCC Sharpe Ratio is 1.11, which is higher than the FTCS Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of MBCC and FTCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MBCCFTCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.27

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.42

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.50

+0.08

Drawdowns

MBCC vs. FTCS - Drawdown Comparison

The maximum MBCC drawdown since its inception was -30.62%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for MBCC and FTCS.


Loading charts...

Drawdown Indicators


MBCCFTCSDifference

Max Drawdown

Largest peak-to-trough decline

-30.62%

-53.64%

+23.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-7.74%

-3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.59%

-12.62%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-30.62%

-20.93%

-9.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

Current Drawdown

Current decline from peak

-0.95%

-6.94%

+5.99%

Average Drawdown

Average peak-to-trough decline

-7.94%

-6.92%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.10%

-0.40%

Volatility

MBCC vs. FTCS - Volatility Comparison

Monarch Blue Chips Core ETF (MBCC) has a higher volatility of 3.65% compared to First Trust Capital Strength ETF (FTCS) at 2.68%. This indicates that MBCC's price experiences larger fluctuations and is considered to be riskier than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MBCCFTCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

2.68%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

7.02%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

9.82%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

13.13%

+4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

15.54%

+1.57%

MBCC vs. FTCS - Expense Ratio Comparison

MBCC has a 1.25% expense ratio, which is higher than FTCS's 0.53% expense ratio.


Dividends

MBCC vs. FTCS - Dividend Comparison

MBCC's dividend yield for the trailing twelve months is around 0.33%, less than FTCS's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
FTCS
First Trust Capital Strength ETF
1.12%1.04%1.33%1.47%1.23%1.06%0.93%1.26%1.26%1.15%1.43%1.50%
MBCC
Monarch Blue Chips Core ETF
0.33%0.27%0.00%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MBCC and FTCS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MBCC has higher volatility (3.65%) compared to FTCS (2.68%). In terms of maximum drawdown, MBCC dropped -30.62% vs FTCS's -53.64%.

On 5-year performance, MBCC leads with 8.62% vs 5.51% for FTCS. On fees, FTCS is cheaper at 0.53% per year. On volatility, FTCS has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MBCC has performed better with a 8.62% return vs 5.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTCS is cheaper with a 0.53% expense ratio, compared with 1.25% for MBCC.

FTCS has the higher dividend yield at 1.12%, compared with 0.33% for MBCC.

MBCC is categorized as Large Cap Growth Equities, while FTCS is Large Cap Blend Equities. MBCC tracks Kingsview Blue Chips Core Index, while FTCS tracks The Capital Strength Index. They also come from different issuers: Kingsview Partners LLC and First Trust. Their fees differ too: 1.25% for MBCC and 0.53% for FTCS.

MBCC currently has the higher Sharpe Ratio (1.11 vs 0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MBCC and FTCS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer