First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)
Description
The HSMV ETF contains 200 constituents. It is focused on blend holdings in the North America region.
Price $28.73 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.29% |
| Expense ratio | 0.8% |
| Average spread | 0.139% |
| 1Y roundtrip cost | 0.939% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.9% | -0.5% | 2.3% | -5.1% | 1.1% | -6.5% | 8.2% | -4.2% | -8.4% | 2.3% | -16.8% | ||
| 2021 | -0.3% | 6.4% | 4.6% | 4.1% | 0.4% | -1.1% | 2.3% | 0.7% | -4.0% | 5.0% | -2.6% | 6.6% | 22.2% |
| 2020 | 4.6% | 0.4% | 3.3% | 1.9% | -4.4% | 0.7% | 10.8% | 5.0% | 22.3% | ||||
| -6.2% | 6.0% | 6.9% | -1.0% | 6.0% | -7.2% | 13.8% | -1.6% | -16.7% | 8.0% | 8.2% | 11.6% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.02 | 0.08 | 0.12 | 0.22 | |||||||||
| 2021 | 0.02 | 0.06 | 0.04 | 0.15 | 0.27 | ||||||||
| 2020 | 0.01 | 0.08 | 0.14 | 0.23 | |||||||||
| 0.00 | 0.00 | 0.04 | 0.00 | 0.00 | 0.14 | 0.00 | 0.00 | 0.24 | 0.00 | 0.00 | 0.29 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Hain Celestial Group, Inc. | 0.96% |
| ICU Medical, Inc. | 0.95% |
| Choice Hotels International, Inc. | 0.92% |
| FactSet Research Systems Inc. | 0.91% |
| Gentex Corporation | 0.90% |
| EastGroup Properties, Inc. | 0.88% |
| National Storage Affiliates Trust | 0.86% |
| Rexford Industrial Realty, Inc. | 0.86% |
| CACI International Inc Class A | 0.86% |
| Nordson Corporation | 0.86% |
| Landstar System, Inc. | 0.85% |
| Murphy USA, Inc. | 0.85% |
| Life Storage, Inc. | 0.84% |
| Ingredion Incorporated | 0.84% |
| Service Corporation International | 0.84% |
| Top 15 Weights | 13.18% |
Compare with similar ETFs
| HSMV | FSMD | IVOV | IWS | VFMF | VLU | |
|---|---|---|---|---|---|---|
| Product name | First Trust Horizon Managed Volatility Small/Mid ETF | Fidelity Small-Mid Factor ETF | Vanguard S&P Mid-Cap 400 Value ETF | iShares Russell Mid-Cap Value ETF | Vanguard U.S. Multifactor ETF | SPDR S&P 1500 Value Tilt ETF |
| Issuer | First Trust | Fidelity | Vanguard | iShares | Vanguard | SPDR |
| Price | $28.7342 | $29.87 | $143.71 | $97.6 | $92.916 | $130.87 |
| Expense Ratio | 0.8% |  0.29% | 0.15% | 0.23% | 0.19% | 0.12% |
| Average Spread | 0.139% | 0.301% | 0.090% | 0.041% | 0.172% | 0.061% |
| AUM | $12,935,000 | $50,762,200 | $689,198,000 | $11,874,200,000 | $96,915,800 | $195,945,000 |
| Shares | 450,161 | 1,699,438 | 4,795,757 | 121,661,554 | 1,043,048 | 1,497,250 |
| Average Daily Volume | 879 | 8,380 | 22,251 | 679,021 | 9,093 | 11,047 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2020-04-06 | 2019-02-26 | 2010-09-09 | 2001-07-17 | 2018-02-13 | 2012-10-24 |
| Index Tracked | No Underlying Index | Fidelity Small-Mid Multifactor Index | S&P Mid Cap 400 Value | Russell Midcap Value | No Underlying Index | S&P 1500 Low Valuation Tilt Index |
| Category | Small Cap Blend Equities | Small Cap Growth Equities | Mid Cap Value Equities | Mid Cap Value Equities | All Cap Equities | Large Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid Caps | Large/Mid/Small Caps | Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Value | Value | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.37 | $0.287 | $3.005 | $1.962 | $2.105 | $3.069 |
| Annual Dividend Yield | 0.013% | 0.010% | 0.021% | 0.020% | 0.023% | 0.023% |
| Number of Holdings | 200 | 598 | 306 | 679 | 582 | 1419 |
| YTD Return | -16.59% | -16.02% | -14.78% | -19.17% | -11.92% | -14.58% |
| Beta | 0.90 | 1.01 | 1.12 | 1.03 | 0.99 | 1.01 |
| Upside Beta | 0.63 | 0.70 | 0.02 | 0.29 | 0.61 | 0.24 |
| Downside Beta | 0.00 | 0.47 | -0.30 | 0.20 | 0.40 | -0.26 |
| Volatility 1Y | 18.99% | 22.61% | 23.32% | 22.08% | 22.21% | 20.17% |
| Sharpe Ratio 3Y | 0.00 | 0.40 | 0.35 | 0.22 | 0.50 | 0.62 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 |