PortfoliosLab logoPortfoliosLab logo
MKTN vs. FTXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MKTN vs. FTXL - 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 Nasdaq Semiconductor ETF (FTXL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MKTN achieves a 5.83% return, which is significantly lower than FTXL's 68.79% return.


MKTN

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

FTXL

1D
0.95%
1M
-12.68%
6M
40.05%
YTD
68.79%
1Y
129.18%
3Y*
45.38%
5Y*
26.40%
10Y*
ALL TIME*
28.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$142.99M$99.08M$87.36M
$689.04K$500.50K$628.77K

MKTN vs. FTXL - Yearly Performance Comparison


Correlation

The correlation between MKTN and FTXL is -0.17, 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

-0.17

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

MKTN vs. FTXL — 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.


FTXL
FTXL Risk / Return Rank: 9191
Overall Rank
FTXL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTXL Omega Ratio Rank: 8888
Omega Ratio Rank
FTXL Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTXL Martin Ratio Rank: 9393
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. FTXL - 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 Nasdaq Semiconductor ETF (FTXL). 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.


MKTNFTXLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.98

Martin ratioReturn relative to average drawdown

16.86

MKTN vs. FTXL - Sharpe Ratio Comparison


Loading charts...

Drawdowns

MKTN vs. FTXL - Drawdown Comparison

The maximum MKTN drawdown since its inception was -4.13%, smaller than the maximum FTXL drawdown of -43.87%. Use the drawdown chart below to compare losses from any high point for MKTN and FTXL.


Loading charts...

Drawdown Indicators


MKTNFTXLDifference

Max Drawdown

Largest peak-to-trough decline

-4.13%

-43.87%

+39.74%

Max Drawdown (1Y)

Largest decline over 1 year

-32.64%

Max Drawdown (3Y)

Largest decline over 3 years

-41.57%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

Current Drawdown

Current decline from peak

-0.59%

-26.40%

+25.81%

Average Drawdown

Average peak-to-trough decline

-1.08%

-10.61%

+9.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.69%

Volatility

MKTN vs. FTXL - Volatility Comparison


Loading charts...

Volatility by Period


MKTNFTXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.15%

Volatility (6M)

Calculated over the trailing 6-month period

39.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.67%

46.19%

-39.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.67%

38.25%

-31.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

35.28%

-28.61%

MKTN vs. FTXL - Expense Ratio Comparison

MKTN has a 1.94% expense ratio, which is higher than FTXL's 0.60% expense ratio.


Dividends

MKTN vs. FTXL - Dividend Comparison

MKTN's dividend yield for the trailing twelve months is around 0.48%, more than FTXL's 0.11% yield.


PositionTTM2025202420232022202120202019201820172016
FTXL
First Trust Nasdaq Semiconductor ETF
0.11%0.28%0.54%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.12%
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%

Frequently Asked Questions


MKTN and FTXL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTXL is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTXL is cheaper with a 0.60% expense ratio, compared with 1.94% for MKTN.

MKTN has the higher dividend yield at 0.48%, compared with 0.11% for FTXL.

MKTN is categorized as Equity Market Neutral, while FTXL is Semiconductors. They also come from different issuers: Federated and First Trust. Their fees differ too: 1.94% for MKTN and 0.60% for FTXL.

Portfolio Optimizer

Find the right allocation for MKTN and FTXL

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