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NSCS vs. MMSC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSCS and MMSC is 0.94, 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.


-0.50.00.51.00.9

Performance

NSCS vs. MMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Small Cap Select ETF (NSCS) and First Trust Multi-Manager Small Cap Opportunities ETF (MMSC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.73%
2.39%
NSCS
MMSC

Key characteristics

Sharpe Ratio

NSCS:

0.99

MMSC:

1.34

Sortino Ratio

NSCS:

1.51

MMSC:

1.87

Omega Ratio

NSCS:

1.18

MMSC:

1.23

Calmar Ratio

NSCS:

1.37

MMSC:

0.96

Martin Ratio

NSCS:

5.51

MMSC:

7.78

Ulcer Index

NSCS:

3.49%

MMSC:

3.40%

Daily Std Dev

NSCS:

19.44%

MMSC:

19.83%

Max Drawdown

NSCS:

-30.57%

MMSC:

-40.82%

Current Drawdown

NSCS:

-7.95%

MMSC:

-7.79%

Returns By Period

In the year-to-date period, NSCS achieves a 16.48% return, which is significantly lower than MMSC's 23.67% return.


NSCS

YTD

16.48%

1M

-3.47%

6M

12.12%

1Y

17.46%

5Y*

N/A

10Y*

N/A

MMSC

YTD

23.67%

1M

-3.34%

6M

10.35%

1Y

24.46%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NSCS vs. MMSC - Expense Ratio Comparison

NSCS has a 0.85% expense ratio, which is lower than MMSC's 0.95% expense ratio.


MMSC
First Trust Multi-Manager Small Cap Opportunities ETF
Expense ratio chart for MMSC: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for NSCS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

NSCS vs. MMSC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Small Cap Select ETF (NSCS) and First Trust Multi-Manager Small Cap Opportunities ETF (MMSC). 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.


Sharpe ratio
The chart of Sharpe ratio for NSCS, currently valued at 0.99, compared to the broader market0.002.004.000.991.34
The chart of Sortino ratio for NSCS, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.511.87
The chart of Omega ratio for NSCS, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.23
The chart of Calmar ratio for NSCS, currently valued at 1.37, compared to the broader market0.005.0010.0015.001.370.96
The chart of Martin ratio for NSCS, currently valued at 5.51, compared to the broader market0.0020.0040.0060.0080.00100.005.517.78
NSCS
MMSC

The current NSCS Sharpe Ratio is 0.99, which is comparable to the MMSC Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of NSCS and MMSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
1.34
NSCS
MMSC

Dividends

NSCS vs. MMSC - Dividend Comparison

Neither NSCS nor MMSC has paid dividends to shareholders.


TTM202320222021
NSCS
Nuveen Small Cap Select ETF
0.00%0.12%0.36%0.11%
MMSC
First Trust Multi-Manager Small Cap Opportunities ETF
0.00%0.00%0.00%0.00%

Drawdowns

NSCS vs. MMSC - Drawdown Comparison

The maximum NSCS drawdown since its inception was -30.57%, smaller than the maximum MMSC drawdown of -40.82%. Use the drawdown chart below to compare losses from any high point for NSCS and MMSC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.95%
-7.79%
NSCS
MMSC

Volatility

NSCS vs. MMSC - Volatility Comparison

The current volatility for Nuveen Small Cap Select ETF (NSCS) is 6.00%, while First Trust Multi-Manager Small Cap Opportunities ETF (MMSC) has a volatility of 6.76%. This indicates that NSCS experiences smaller price fluctuations and is considered to be less risky than MMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
6.76%
NSCS
MMSC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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