See what your fund actually adds

First Trust Multi-Manager Small Cap Opportunities ETF MMSC

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MMSC compared with its replication portfolio
MeasureMMSCReplication
Annualized growth5.7%5.9%
Annualized volatility22.7%20.9%
Sharpe ratio0.360.38
Maximum drawdown39.6%35.8%
Replication fit (R²)0.94 · Tracking error 5.5%

Replication portfolio

The published portfolio below is the investable basket used to model MMSC’s historical return behavior.

MMSC replication basket weights
TickerBuilding blockWeight
VBKSmall-Cap · Growth76.5%
MTUMFactor · Momentum15.9%
IWCMicro Cap7.6%