See what your fund actually adds
First Trust SMID Growth Strength ETF FSGS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSGS | Replication |
|---|---|---|
| Annualized growth | 4.0% | 6.9% |
| Annualized volatility | 18.7% | 18.1% |
| Sharpe ratio | 0.30 | 0.46 |
| Maximum drawdown | 23.6% | 24.6% |
| Replication fit (R²) | 0.92 · Tracking error 5.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSGS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 59.6% |
| VBR | Small-Cap · Value | 20.5% |
| USMV | Factor · Min Vol | 8.3% |
| XLF | Sector · Financials | 8.0% |
| VOX | Sector · Communication | 3.7% |