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HSMV vs SPY

Comparison between FIRST TRUST HORIZON MANAGED VOLATILITY SMALL/MID ETF (HSMV, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed HSMV, delivering a return of +13.0% compared to +5.1%

HSMV vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
HSMV
$35M
Winner
SPY
$781B
Expense Ratio
HSMV
0.80%
Winner
SPY
0.09%
Max Drawdown
Winner
HSMV
19.84%
SPY
56.47%
Sharpe Ratio
HSMV
0.68
Winner
SPY
1.25
5Y Beta
Winner
HSMV
0.50
SPY
1.00
P/E Ratio
Winner
HSMV
16.44
SPY
28.78
Forward P/E
Winner
HSMV
15.21
SPY
21.23
5Y Dividends CAGR
Winner
HSMV
23.96%
SPY
6.00%
5Y EPS CAGR
HSMV
6.45%
Winner
SPY
25.62%
Debt to Equity
HSMV
48.17%
Winner
SPY
31.92%
P/S Ratio
Winner
HSMV
1.64
SPY
3.76
P/B Ratio
Winner
HSMV
1.77
SPY
5.64

HSMV vs SPY - Holdings Comparison

HSMV and SPY have 1 common holdings. Overlap is 0.00%

HSMV's top 25 holdings weight is 32.71%. SPY's top 25 holdings weight is 51.74%.

RankHSMVSPY
#1
n/a (PECO) - 2.17%
NVIDIA CORP (NVDA) - 7.89%
#2
OGE ENERGY CORP (OGE) - 2.07%
APPLE INC (AAPL) - 7.37%
#3
ELLINGTON FINANCIAL INC (EFC) - 1.61%
MICROSOFT CORP (MSFT) - 4.50%
#4
IDACORP INC (IDA) - 1.59%
AMAZON.COM INC (AMZN) - 3.82%
#5
INGREDION INC (INGR) - 1.55%
ALPHABET INC CLASS A (GOOGL) - 3.33%
#6
NNN REIT INC (NNN) - 1.54%
BROADCOM INC (AVGO) - 2.86%
#7
STARWOOD PROPERTY TRUST INC (STWD) - 1.45%
ALPHABET INC CLASS C (GOOG) - 2.68%
#8
AGREE REALTY CORP (ADC) - 1.38%
META PLATFORMS INC CLASS A (META) - 2.29%
#9
FOUR CORNERS PROPERTY TRUST INC (FCPT) - 1.36%
TESLA INC (TSLA) - 1.70%
#10
DT MIDSTREAM INC ORDINARY SHARES (DTM) - 1.28%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
GRACO INC (GGG) - 1.21%
JPMORGAN CHASE & CO (JPM) - 1.42%
#12
MONARCH CASINO & RESORT INC (MCRI) - 1.21%
ELI LILLY AND CO (LLY) - 1.40%
#13
GRANITE CONSTRUCTION INC (GVA) - 1.21%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#14
ANTERO MIDSTREAM CORP (AM) - 1.20%
ADVANCED MICRO DEVICES INC (AMD) - 1.32%
#15
GATX CORP (GATX) - 1.18%
EXXONMOBIL HOLDINGS CORP (XOM) - 0.92%
#16
THE HANOVER INSURANCE GROUP INC (THG) - 1.17%
JOHNSON & JOHNSON (JNJ) - 0.91%
#17
RELIANCE INC (RS) - 1.16%
VISA INC CLASS A (V) - 0.90%
#18
CITY HOLDING CO (CHCO) - 1.09%
WALMART INC (WMT) - 0.76%
#19
WATTS WATER TECHNOLOGIES INC CLASS A (WTS) - 1.08%
INTEL CORP (INTC) - 0.75%
#20
SERVICE CORP INTERNATIONAL (SCI) - 1.07%
APPLIED MATERIALS INC (AMAT) - 0.70%
#21
W.P. CAREY INC (WPC) - 1.07%
CISCO SYSTEMS INC (CSCO) - 0.68%
#22
ANNALY CAPITAL MANAGEMENT INC (NLY) - 1.03%
MASTERCARD INC CLASS A (MA) - 0.66%
#23
BALCHEM CORP (BCPC) - 1.02%
ABBVIE INC (ABBV) - 0.66%
#24
ONE GAS INC (OGS) - 1.01%
CATERPILLAR INC (CAT) - 0.65%
#25
NEW JERSEY RESOURCES CORP (NJR) - 1.00%
LAM RESEARCH CORP (LRCX) - 0.64%
Total Holdings151505

HSMV vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
HSMV
+4.27%
SPY
+0.52%
3M
HSMV
+3.47%
Winner
SPY
+6.55%
6M
HSMV
+5.90%
Winner
SPY
+9.76%
1Y
HSMV
+11.19%
Winner
SPY
+20.32%
5Y(CAGR)
HSMV
+5.14%
Winner
SPY
+13.01%
10Y(CAGR)
HSMV
N/A
SPY
+15.06%
Max(CAGR)
Winner
HSMV
+11.66%
SPY
+8.50%

HSMV vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearHSMVSPY
2026+9.61%+10.11%
2025+2.19%+18.00%
2024+13.29%+25.59%
2023+4.87%+26.72%
2022-9.51%-18.64%
2021+25.06%+30.52%
2020+34.69%+17.28%
2019N/A+31.09%
2018N/A-5.24%
2017N/A+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

HSMV vs SPY Drawdown Comparison

The maximum drawdown for HSMV was -19.16%, occurring on Sep 30, 2022. Recovery took 590 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current HSMV drawdown is -1.30%. The current SPY drawdown is -1.24%.

RankHSMVSPY
#1-19.16%
Jan 4, 2022 - May 10, 2024		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-15.45%
Nov 25, 2024 - Feb 6, 2026		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-9.48%
Aug 12, 2020 - Nov 9, 2020		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-8.83%
Jun 8, 2020 - Aug 7, 2020		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-8.59%
Apr 29, 2020 - May 26, 2020		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-7.83%
Mar 2, 2026 - Jun 26, 2026		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-6.87%
Nov 15, 2021 - Dec 28, 2021		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-5.35%
Jul 30, 2024 - Aug 23, 2024		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-4.86%
Sep 2, 2021 - Oct 21, 2021		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-4.38%
Apr 9, 2020 - Apr 27, 2020		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-4.35%
Jun 11, 2021 - Aug 27, 2021		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-4.07%
Jan 25, 2021 - Feb 5, 2021		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-3.93%
Mar 15, 2021 - Apr 5, 2021		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-3.84%
May 15, 2024 - Jul 11, 2024		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-3.79%
May 7, 2021 - Jun 8, 2021		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between HSMV and SPY is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

Dividend Comparison (1999 - 2026)

HSMV vs SPY dividend yield comparison.

YearHSMVSPY
20260.69%0.49%
20252.01%1.07%
20241.43%1.21%
20231.43%1.40%
20221.26%1.65%
20210.76%1.20%
20200.80%1.52%
20190.00%1.75%
20180.00%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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