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

Correlation

The correlation between NSCS and MMSC is 0.84, 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.


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.

-20.00%-10.00%0.00%10.00%20.00%December2025FebruaryMarchAprilMay
2.02%
-7.89%
NSCS
MMSC

Key characteristics

Sharpe Ratio

NSCS:

-0.05

MMSC:

-0.03

Sortino Ratio

NSCS:

0.11

MMSC:

0.12

Omega Ratio

NSCS:

1.01

MMSC:

1.01

Calmar Ratio

NSCS:

-0.04

MMSC:

-0.04

Martin Ratio

NSCS:

-0.12

MMSC:

-0.13

Ulcer Index

NSCS:

9.23%

MMSC:

9.97%

Daily Std Dev

NSCS:

24.80%

MMSC:

26.17%

Max Drawdown

NSCS:

-30.57%

MMSC:

-40.82%

Current Drawdown

NSCS:

-16.69%

MMSC:

-17.05%

Returns By Period

In the year-to-date period, NSCS achieves a -9.83% return, which is significantly lower than MMSC's -8.95% return.


NSCS

YTD

-9.83%

1M

16.04%

6M

-13.23%

1Y

-1.27%

5Y*

N/A

10Y*

N/A

MMSC

YTD

-8.95%

1M

18.10%

6M

-14.19%

1Y

-0.89%

5Y*

N/A

10Y*

N/A

*Annualized

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NSCS vs. MMSC - Expense Ratio Comparison

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


Risk-Adjusted Performance

NSCS vs. MMSC — Risk-Adjusted Performance Rank

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

NSCS
The Risk-Adjusted Performance Rank of NSCS is 1818
Overall Rank
The Sharpe Ratio Rank of NSCS is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of NSCS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of NSCS is 1919
Omega Ratio Rank
The Calmar Ratio Rank of NSCS is 1717
Calmar Ratio Rank
The Martin Ratio Rank of NSCS is 1717
Martin Ratio Rank

MMSC
The Risk-Adjusted Performance Rank of MMSC is 1818
Overall Rank
The Sharpe Ratio Rank of MMSC is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MMSC is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MMSC is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MMSC is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MMSC is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current NSCS Sharpe Ratio is -0.05, which is lower than the MMSC Sharpe Ratio of -0.03. 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.05
-0.03
NSCS
MMSC

Dividends

NSCS vs. MMSC - Dividend Comparison

NSCS's dividend yield for the trailing twelve months is around 0.32%, less than MMSC's 0.45% yield.


TTM2024202320222021
NSCS
Nuveen Small Cap Select ETF
0.32%0.29%0.12%0.36%0.11%
MMSC
First Trust Multi-Manager Small Cap Opportunities ETF
0.45%0.41%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.69%
-17.05%
NSCS
MMSC

Volatility

NSCS vs. MMSC - Volatility Comparison

Nuveen Small Cap Select ETF (NSCS) and First Trust Multi-Manager Small Cap Opportunities ETF (MMSC) have volatilities of 12.03% and 12.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
12.03%
12.59%
NSCS
MMSC