MMSC vs. VOO
Compare and contrast key facts about First Trust Multi-Manager Small Cap Opportunities ETF (MMSC) and Vanguard S&P 500 ETF (VOO).
MMSC and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MMSC is an actively managed fund by First Trust. It was launched on Oct 13, 2021. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMSC or VOO.
Performance
MMSC vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with MMSC having a 24.90% return and VOO slightly higher at 25.02%.
MMSC
24.90%
0.66%
7.86%
37.73%
N/A
N/A
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| MMSC | VOO | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.67 |
| Sortino Ratio | 2.76 | 3.56 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 1.24 | 3.85 |
| Martin Ratio | 12.18 | 17.51 |
| Ulcer Index | 3.22% | 1.86% |
| Daily Std Dev | 19.20% | 12.23% |
| Max Drawdown | -40.82% | -33.99% |
| Current Drawdown | -5.82% | -1.76% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MMSC vs. VOO - Expense Ratio Comparison
MMSC has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between MMSC and VOO is 0.85, 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.
Risk-Adjusted Performance
MMSC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Multi-Manager Small Cap Opportunities ETF (MMSC) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
MMSC vs. VOO - Dividend Comparison
MMSC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMSC First Trust Multi-Manager Small Cap Opportunities ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MMSC vs. VOO - Drawdown Comparison
The maximum MMSC drawdown since its inception was -40.82%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MMSC and VOO. For additional features, visit the drawdowns tool.
Volatility
MMSC vs. VOO - Volatility Comparison
First Trust Multi-Manager Small Cap Opportunities ETF (MMSC) has a higher volatility of 7.09% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that MMSC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.