See what your fund actually adds
First Trust SMID Capital Strength ETF FSCS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSCS | Replication |
|---|---|---|
| Annualized growth | 5.4% | 7.6% |
| Annualized volatility | 16.9% | 16.7% |
| Sharpe ratio | 0.40 | 0.53 |
| Maximum drawdown | 20.8% | 20.5% |
| Replication fit (R²) | 0.95 · Tracking error 3.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSCS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 60.8% |
| USMV | Factor · Min Vol | 18.7% |
| IJR | US Small Cap | 11.2% |
| XLF | Sector · Financials | 5.0% |
| VNQ | Sector · Real Estate | 4.3% |