SMCP vs. FSCC

Last updated Apr 18, 2026

SMCP (AlphaMark Actively Managed Small Cap ETF) and FSCC (Federated Hermes MDT Small Cap Core ETF) are both Small Cap Blend Equities funds. SMCP is passively managed, while FSCC is actively managed. SMCP charges 0.90%/yr vs 0.36%/yr for FSCC.

Performance

SMCP vs. FSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaMark Actively Managed Small Cap ETF (SMCP) and Federated Hermes MDT Small Cap Core ETF (FSCC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SMCP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FSCC

• 1D: 1.74%
• 1M: 11.24%
• YTD: 9.33%
• 6M: 12.87%
• 1Y: 49.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCP vs. FSCC - Yearly Performance Comparison

	2026 (YTD)
SMCP AlphaMark Actively Managed Small Cap ETF	0.00%
FSCC Federated Hermes MDT Small Cap Core ETF	2.31%

Return for Risk

SMCP vs. FSCC — Risk / Return Rank

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

FSCC

FSCC Risk / Return Rank: 66
FSCC Sharpe Ratio Rank: 64
FSCC Sortino Ratio Rank: 61
FSCC Omega Ratio Rank: 54
FSCC Calmar Ratio Rank: 77
FSCC Martin Ratio Rank: 74

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.

SMCP vs. FSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaMark Actively Managed Small Cap ETF (SMCP) and Federated Hermes MDT Small Cap Core ETF (FSCC). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SMCP	FSCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.71	—

Drawdowns

SMCP vs. FSCC - Drawdown Comparison

The maximum SMCP drawdown since its inception was 0.00%, smaller than the maximum FSCC drawdown of -27.17%. Use the drawdown chart below to compare losses from any high point for SMCP and FSCC.

Drawdown Indicators

	SMCP	FSCC	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-27.17%	+27.17%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.07%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	0.00%	-5.52%	+5.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.03%	—

Volatility

Volatility by Period

	SMCP	FSCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	19.84%	-19.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.59%	-22.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.59%	-22.59%

SMCP vs. FSCC - Expense Ratio Comparison

SMCP has a 0.90% expense ratio, which is higher than FSCC's 0.36% expense ratio.

Dividends

SMCP vs. FSCC - Dividend Comparison

SMCP has not paid dividends to shareholders, while FSCC's dividend yield for the trailing twelve months is around 0.25%.

	TTM	2025	2024
SMCP AlphaMark Actively Managed Small Cap ETF	0.00%	0.00%	0.00%
FSCC Federated Hermes MDT Small Cap Core ETF	0.25%	0.27%	0.16%