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MMLG vs. SCHB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMLG vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Multi-Manager Large Growth ETF (MMLG) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

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MMLG vs. SCHB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MMLG
First Trust Multi-Manager Large Growth ETF
-11.52%17.28%25.96%45.21%-39.18%13.23%20.61%
SCHB
Schwab U.S. Broad Market ETF
-4.05%16.94%23.93%26.16%-19.46%25.84%18.19%

Returns By Period

In the year-to-date period, MMLG achieves a -11.52% return, which is significantly lower than SCHB's -4.05% return.


MMLG

1D
4.24%
1M
-5.14%
YTD
-11.52%
6M
-13.49%
1Y
14.79%
3Y*
17.98%
5Y*
5.09%
10Y*

SCHB

1D
2.91%
1M
-4.99%
YTD
-4.05%
6M
-1.80%
1Y
17.96%
3Y*
17.85%
5Y*
10.52%
10Y*
13.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMLG vs. SCHB - Expense Ratio Comparison

MMLG has a 0.85% expense ratio, which is higher than SCHB's 0.03% expense ratio.


Return for Risk

MMLG vs. SCHB — Risk / Return Rank

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

MMLG
MMLG Risk / Return Rank: 3232
Overall Rank
MMLG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MMLG Sortino Ratio Rank: 3535
Sortino Ratio Rank
MMLG Omega Ratio Rank: 3434
Omega Ratio Rank
MMLG Calmar Ratio Rank: 3030
Calmar Ratio Rank
MMLG Martin Ratio Rank: 2727
Martin Ratio Rank

SCHB
SCHB Risk / Return Rank: 6565
Overall Rank
SCHB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHB Omega Ratio Rank: 6565
Omega Ratio Rank
SCHB Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCHB Martin Ratio Rank: 7474
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.

MMLG vs. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Multi-Manager Large Growth ETF (MMLG) and Schwab U.S. Broad Market ETF (SCHB). 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.


MMLGSCHBDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.98

-0.39

Sortino ratio

Return per unit of downside risk

1.01

1.50

-0.49

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.72

1.51

-0.79

Martin ratio

Return relative to average drawdown

2.24

7.15

-4.91

MMLG vs. SCHB - Sharpe Ratio Comparison

The current MMLG Sharpe Ratio is 0.60, which is lower than the SCHB Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MMLG and SCHB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MMLGSCHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.98

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.61

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.78

-0.44

Correlation

The correlation between MMLG and SCHB is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MMLG vs. SCHB - Dividend Comparison

MMLG has not paid dividends to shareholders, while SCHB's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
MMLG
First Trust Multi-Manager Large Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.25%0.00%0.00%0.00%0.00%0.00%
SCHB
Schwab U.S. Broad Market ETF
1.18%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%

Drawdowns

MMLG vs. SCHB - Drawdown Comparison

The maximum MMLG drawdown since its inception was -45.97%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for MMLG and SCHB.


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Drawdown Indicators


MMLGSCHBDifference

Max Drawdown

Largest peak-to-trough decline

-45.97%

-35.27%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-12.22%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

-25.41%

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

Current Drawdown

Current decline from peak

-16.49%

-6.26%

-10.23%

Average Drawdown

Average peak-to-trough decline

-14.61%

-4.15%

-10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

2.58%

+3.84%

Volatility

MMLG vs. SCHB - Volatility Comparison

First Trust Multi-Manager Large Growth ETF (MMLG) has a higher volatility of 7.69% compared to Schwab U.S. Broad Market ETF (SCHB) at 5.48%. This indicates that MMLG's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMLGSCHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

5.48%

+2.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

9.75%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

18.33%

+6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

17.25%

+7.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

18.30%

+6.44%