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MKTN vs. FSCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MKTN vs. FSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Market Neutral ETF (MKTN) and Federated Hermes MDT Small Cap Core ETF (FSCC). The values are adjusted to include any dividend payments, if applicable.

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MKTN vs. FSCC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MKTN achieves a 1.19% return, which is significantly higher than FSCC's -1.07% return.


MKTN

1D
-0.17%
1M
0.51%
YTD
1.19%
6M
4.67%
1Y
3Y*
5Y*
10Y*

FSCC

1D
3.52%
1M
-4.72%
YTD
-1.07%
6M
0.68%
1Y
26.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MKTN vs. IALT

MKTN vs. FSCC - Expense Ratio Comparison


Return for Risk

MKTN vs. FSCC — Risk / Return Rank

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

MKTN

FSCC
FSCC Risk / Return Rank: 6363
Overall Rank
FSCC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FSCC Sortino Ratio Rank: 6464
Sortino Ratio Rank
FSCC Omega Ratio Rank: 5656
Omega Ratio Rank
FSCC Calmar Ratio Rank: 6868
Calmar Ratio Rank
FSCC Martin Ratio Rank: 6666
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.

MKTN vs. FSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Market Neutral ETF (MKTN) and Federated Hermes MDT Small Cap Core ETF (FSCC). 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.


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

MKTN vs. FSCC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MKTNFSCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.43

+1.04

Correlation

The correlation between MKTN and FSCC is 0.06, 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

MKTN vs. FSCC - Dividend Comparison

MKTN's dividend yield for the trailing twelve months is around 0.50%, more than FSCC's 0.27% yield.


Drawdowns

MKTN vs. FSCC - Drawdown Comparison

The maximum MKTN drawdown since its inception was -3.26%, smaller than the maximum FSCC drawdown of -27.17%. Use the drawdown chart below to compare losses from any high point for MKTN and FSCC.


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Drawdown Indicators


MKTNFSCCDifference

Max Drawdown

Largest peak-to-trough decline

-3.26%

-27.17%

+23.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

Current Drawdown

Current decline from peak

-0.43%

-7.94%

+7.51%

Average Drawdown

Average peak-to-trough decline

-0.82%

-5.58%

+4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

Volatility

MKTN vs. FSCC - Volatility Comparison


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Volatility by Period


MKTNFSCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

23.68%

-17.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

22.71%

-16.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

22.71%

-16.16%