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MKTN vs. FCVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MKTN vs. FCVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Market Neutral ETF (MKTN) and First Trust SSI Strategic Convertible Securities ETF (FCVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MKTN achieves a 5.83% return, which is significantly lower than FCVT's 17.32% return.


MKTN

1D
-0.59%
1M
3.96%
6M
5.85%
YTD
5.83%
1Y
3Y*
5Y*
10Y*
ALL TIME*

FCVT

1D
2.20%
1M
-2.49%
6M
9.67%
YTD
17.32%
1Y
29.79%
3Y*
17.52%
5Y*
5.76%
10Y*
11.20%
ALL TIME*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.39M$2.14M$1.42M
$689.04K$500.50K$628.77K

MKTN vs. FCVT - Yearly Performance Comparison


Correlation

The correlation between MKTN and FCVT is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

-0.15

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Return for Risk

MKTN vs. FCVT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MKTN

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


FCVT
FCVT Risk / Return Rank: 6161
Overall Rank
FCVT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FCVT Sortino Ratio Rank: 5959
Sortino Ratio Rank
FCVT Omega Ratio Rank: 5858
Omega Ratio Rank
FCVT Calmar Ratio Rank: 5858
Calmar Ratio Rank
FCVT Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MKTN vs. FCVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Market Neutral ETF (MKTN) and First Trust SSI Strategic Convertible Securities ETF (FCVT). 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.


MKTNFCVTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.16

Martin ratioReturn relative to average drawdown

8.56

MKTN vs. FCVT - Sharpe Ratio Comparison


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Drawdowns

MKTN vs. FCVT - Drawdown Comparison

The maximum MKTN drawdown since its inception was -4.13%, smaller than the maximum FCVT drawdown of -31.79%. Use the drawdown chart below to compare losses from any high point for MKTN and FCVT.


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Drawdown Indicators


MKTNFCVTDifference

Max Drawdown

Largest peak-to-trough decline

-4.13%

-31.79%

+27.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.87%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

Max Drawdown (5Y)

Largest decline over 5 years

-30.43%

Max Drawdown (10Y)

Largest decline over 10 years

-31.79%

Current Drawdown

Current decline from peak

-0.59%

-8.10%

+7.51%

Average Drawdown

Average peak-to-trough decline

-1.08%

-10.29%

+9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

MKTN vs. FCVT - Volatility Comparison


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Volatility by Period


MKTNFCVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.67%

19.20%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.67%

14.80%

-8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

15.01%

-8.34%

MKTN vs. FCVT - Expense Ratio Comparison

MKTN has a 1.94% expense ratio, which is higher than FCVT's 0.95% expense ratio.


Dividends

MKTN vs. FCVT - Dividend Comparison

MKTN's dividend yield for the trailing twelve months is around 0.48%, less than FCVT's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
FCVT
First Trust SSI Strategic Convertible Securities ETF
1.12%1.98%1.30%1.76%3.71%23.07%1.72%1.60%1.85%2.18%1.88%0.59%
MKTN
Federated Hermes MDT Market Neutral ETF
0.48%0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MKTN and FCVT have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCVT is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCVT is cheaper with a 0.95% expense ratio, compared with 1.94% for MKTN.

FCVT has the higher dividend yield at 1.12%, compared with 0.48% for MKTN.

MKTN is categorized as Equity Market Neutral, while FCVT is Convertible Bonds. They also come from different issuers: Federated and First Trust. Their fees differ too: 1.94% for MKTN and 0.95% for FCVT.

Portfolio Optimizer

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