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MKTN vs. FTRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MKTN vs. FTRB - 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 Total Return Bond ETF (FTRB). 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 higher than FTRB's -0.43% return.


MKTN

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

FTRB

1D
0.08%
1M
-0.96%
6M
-0.46%
YTD
-0.43%
1Y
2.54%
3Y*
5Y*
10Y*
ALL TIME*
3.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.98M$3.03M$2.98M
$689.04K$500.50K$628.77K

MKTN vs. FTRB - Yearly Performance Comparison


Correlation

The correlation between MKTN and FTRB is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.02

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Return for Risk

MKTN vs. FTRB — 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.


FTRB
FTRB Risk / Return Rank: 2828
Overall Rank
FTRB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FTRB Sortino Ratio Rank: 2727
Sortino Ratio Rank
FTRB Omega Ratio Rank: 2626
Omega Ratio Rank
FTRB Calmar Ratio Rank: 2828
Calmar Ratio Rank
FTRB Martin Ratio Rank: 2727
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. FTRB - 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 Total Return Bond ETF (FTRB). 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.


MKTNFTRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.91

Martin ratioReturn relative to average drawdown

2.35

MKTN vs. FTRB - Sharpe Ratio Comparison


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Drawdowns

MKTN vs. FTRB - Drawdown Comparison

The maximum MKTN drawdown since its inception was -4.13%, smaller than the maximum FTRB drawdown of -4.83%. Use the drawdown chart below to compare losses from any high point for MKTN and FTRB.


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Drawdown Indicators


MKTNFTRBDifference

Max Drawdown

Largest peak-to-trough decline

-4.13%

-4.83%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

Current Drawdown

Current decline from peak

-0.59%

-2.07%

+1.48%

Average Drawdown

Average peak-to-trough decline

-1.08%

-1.30%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

Volatility

MKTN vs. FTRB - Volatility Comparison


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Volatility by Period


MKTNFTRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.67%

3.46%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.67%

4.48%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

4.48%

+2.19%

MKTN vs. FTRB - Expense Ratio Comparison

MKTN has a 1.94% expense ratio, which is higher than FTRB's 0.39% expense ratio.


Dividends

MKTN vs. FTRB - Dividend Comparison

MKTN's dividend yield for the trailing twelve months is around 0.48%, less than FTRB's 4.40% yield.


PositionTTM20252024
FTRB
Federated Hermes Total Return Bond ETF
4.40%4.46%4.40%
MKTN
Federated Hermes MDT Market Neutral ETF
0.48%0.51%0.00%

Frequently Asked Questions


MKTN and FTRB have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTRB is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTRB is cheaper with a 0.39% expense ratio, compared with 1.94% for MKTN.

FTRB has the higher dividend yield at 4.40%, compared with 0.48% for MKTN.

MKTN is categorized as Equity Market Neutral, while FTRB is Intermediate Core-Plus Bond. Their fees differ too: 1.94% for MKTN and 0.39% for FTRB.

Portfolio Optimizer

Find the right allocation for MKTN and FTRB

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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