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SMCP vs. SIXS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMCP vs. SIXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaMark Actively Managed Small Cap ETF (SMCP) and 6 Meridian Small Cap Equity ETF (SIXS). The values are adjusted to include any dividend payments, if applicable.

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SMCP vs. SIXS - Yearly Performance Comparison


Returns By Period


SMCP

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

SIXS

1D
0.41%
1M
-3.13%
YTD
3.95%
6M
6.81%
1Y
12.82%
3Y*
9.53%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMCP vs. SIXS - Expense Ratio Comparison

SMCP has a 0.90% expense ratio, which is lower than SIXS's 1.00% expense ratio.


Return for Risk

SMCP vs. SIXS — Risk / Return Rank

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

SMCP

SIXS
SIXS Risk / Return Rank: 3737
Overall Rank
SIXS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SIXS Sortino Ratio Rank: 3939
Sortino Ratio Rank
SIXS Omega Ratio Rank: 3434
Omega Ratio Rank
SIXS Calmar Ratio Rank: 3636
Calmar Ratio Rank
SIXS Martin Ratio Rank: 3838
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.

SMCP vs. SIXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaMark Actively Managed Small Cap ETF (SMCP) and 6 Meridian Small Cap Equity ETF (SIXS). 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.

SMCP vs. SIXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SMCPSIXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

Dividends

SMCP vs. SIXS - Dividend Comparison

SMCP has not paid dividends to shareholders, while SIXS's dividend yield for the trailing twelve months is around 1.88%.


TTM202520242023202220212020
SMCP
AlphaMark Actively Managed Small Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIXS
6 Meridian Small Cap Equity ETF
1.88%1.62%1.09%1.60%1.37%0.94%0.45%

Drawdowns

SMCP vs. SIXS - Drawdown Comparison

The maximum SMCP drawdown since its inception was 0.00%, smaller than the maximum SIXS drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for SMCP and SIXS.


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Drawdown Indicators


SMCPSIXSDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-27.68%

+27.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-27.68%

Current Drawdown

Current decline from peak

0.00%

-3.98%

+3.98%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.15%

+9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

Volatility

SMCP vs. SIXS - Volatility Comparison


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Volatility by Period


SMCPSIXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.64%

-16.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.78%

-17.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.83%

-19.83%