First Trust Horizon Managed Volatility Small/Mid ETF

The First Trust Horizon Managed Volatility Small/Mid ETF’s (the “Fund”) investment objective is to seek to provide investors with capital appreciation.

$37.94

Key Metrics

TER 80.00% per year
Distribution policy Distributing
Fund size USD 29 M
Inception date April 6, 2020
Holdings 152
Fund currency USD
Fund domicile US
Provider First Trust
For full official fund details, factsheets, and holdings, visit ftportfolios.com (opens in new tab).

Compare similar ETFs

Fund Size
Dividend
Fees
Current
Horizon Managed Volatility Small/Mid ETF HSMV
Fund Size
$29.5M
Dividend
1.9%
Fees
80.00%

Historical Return

Last updated: Jun 01, 2026
1 Year +4.0% +1.9% Div
3 Years (avg.) +8.2% +1.9% Div
5 Years (avg.) +2.4% +1.9% Div

Risk & Analysis Metrics

Last updated: Jun 01, 2026

Volatility

10.24% 1 Year
12.85% 3 Years
14.69% 5 Years
15.63% 10 Years

Max Drawdown

-7.83% 1 Year
-16.31% 3 Years
-19.84% 5 Years
-19.84% 10 Years

Sharpe Ratio

-0.02 1 Year
0.31 3 Years
-0.06 5 Years
0.35 10 Years

Return Triangle (Heatmap)

Last updated: Jun 01, 2026
2020 2021 2022 2023 2024 2025
2020 29.6% 26.8% 12.8% 10.4% 10.7% 8.9%
2021 24.1% 5.3% 4.6% 6.4% 5.1%
2022 -10.7% -3.9% 1.1% 0.9%
2023 3.3% 7.6% 5.1%
2024 12.0% 5.9%
2025 0.2%

Distributions

*by ETF Portfolio Weight Last updated: Jun 01, 2026

Profit Margin Distribution

< 0%
5%
1y 3y N/A N/A
0 - 5%
13%
1y 3y N/A N/A
5 - 10%
20%
1y 3y N/A N/A
10 - 15%
18%
1y 3y N/A N/A
15 - 20%
12%
1y 3y N/A N/A
20 - 30%
12%
1y 3y N/A N/A
30 - 40%
9%
1y 3y N/A N/A
> 40%
12%
1y 3y N/A N/A

P/E Ratio Distribution

< 0
1%
1y 3y N/A N/A
0 - 10
16%
1y 3y N/A N/A
10 - 15
19%
1y 3y N/A N/A
15 - 20
21%
1y 3y N/A N/A
20 - 25
18%
1y 3y N/A N/A
25 - 35
16%
1y 3y N/A N/A
35 - 50
9%
1y 3y N/A N/A
> 50
2%
1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation
N/A
Undervalued
> 60%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
15 - 30%
0%
1y 3y N/A N/A
Fair (&plusmn;15%)
0%
1y 3y N/A N/A
Overvalued
15 - 30%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
> 60%
0%
1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap
0.0%
1y 3y N/A N/A
Small Cap
6.1%
1y 3y N/A N/A
Mid Cap
70.8%
1y 3y N/A N/A
Large Cap
23.1%
1y 3y N/A N/A
Mega Cap
0.0%
1y 3y N/A N/A
Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Portfolio Concentration

*by ETF Portfolio Weight Last updated: Jun 01, 2026
7.9% Top 5 Holdings
14.9% Top 10 Holdings
53.7% Top 50 Holdings
86.1% Top 100 Holdings
Top 5 Companies
NJR New Jersey Resources Corporation
1.7%
FCPT Four Corners Property Trust Inc
1.6%
EFC Ellington Financial Inc
1.6%
GLPI Gaming and Leisure Properties Inc
1.6%
OGE Oge Energy Corp.
1.5%

Latest News

almost 2 years ago • seekingalpha.com

Four Corners Property Trust Continues To Diversify With Lower Investment Volume

Four Corners Property Trust has made six acquisitions since the last review, diversifying away from its high tenant concentration. Top-tier busines...

almost 2 years ago • businesswire.com

FCPT Announces Acquisition of a Buffalo Wild Wings Property for $2.5 Million

MILL VALLEY, Calif.--(BUSINESS WIRE)--Four Corners Property Trust (NYSE:FCPT), a real estate investment trust primarily engaged in the ownership an...

almost 2 years ago • globenewswire.com

Firm Capital Property Trust Announces Normal Course Issuer Bid

TORONTO, July 15, 2024 (GLOBE NEWSWIRE) -- Firm Capital Property Trust ("FCPT" or the "Trust"), (TSX: FCD.UN) announced today that the Toronto Stoc...

Average metrics of all companies in portfolio

Last updated: Jun 14, 2026
Market
Average
Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares. $7.35B -
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price. 2.11% 2.01%
Beta Indicates the relationship between the price performance of a share and the market. 0.74 -
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth. 20.57 25.06
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything - -
Profitable Companies 100% -
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued. 22.72 13.48
Price to Sales Ratio Market cap divided by the revenue in the most recent year. 4.01 8.29
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company 2.64 10.42
Market
Average
Enterprise Value to EBIT Enterprise Value divided by EBIT 15.21 20.39
Enterprise Value to Revenue Enterprise value divided by revenue 5.46 8.31
Total Debt to Enterprise Value Total debt divided by enterprise value 0.25 0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary. 1.52 0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability. 18.15% -3.53%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago. +11.2% -121.8%
Return on Equity Equity divided by market cap. 17.32% 1.24%
Return on Assets Indicates a company's profitability in relation to its total assets. 6.11% 3.39%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits. 8.63% 3.30%

Sectors

Finance and Insurance 35.0%
Manufacturing 22.2%
Utilities 12.4%
Professional, Scientific, and Technical Services 4.9%
Real Estate and Rental and Leasing 4.2%
Retail Trade 2.8%
Information 2.6%
Transportation and Warehousing 2.3%
Wholesale Trade 2.3%
Construction 2.1%
Health Care and Social Assistance 1.9%
Arts, Entertainment, and Recreation 1.5%
Administrative and Support and Waste Management and Remediation Services 1.3%
Other Services (except Public Administration) 1.2%
Mining, Quarrying, and Oil and Gas Extraction 0.9%
Financial Services 0.7%
Educational Services 0.4%
Real Estate 0.1%
Finance 0.0%
Other 1.2%

Countries

United States 97.0%
Bermuda 1.9%
Sweden 1.0%
Other 0.2%

Stock Screener

Select filters to narrow down the 150 investments below

150 companies

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%
Market Cap $5.56B
P/E Ratio 16.3
Dividends 3.4%
Total Investment $486.44K
Weight 1.65%

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Market Cap $1.36B
P/E Ratio 7.8
Dividends 11.4%
Total Investment $465.27K
Weight 1.58%

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Market Cap $13.44B
P/E Ratio 14.9
Dividends 6.7%
Total Investment $457.97K
Weight 1.56%

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Market Cap $9.86B
P/E Ratio 21.5
Dividends 3.5%
Total Investment $452.09K
Weight 1.54%

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Market Cap $6.3B
P/E Ratio 16.3
Dividends 11.3%
Total Investment $439.7K
Weight 1.49%

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Market Cap $7.92B
P/E Ratio 23.7
Dividends 2.4%
Total Investment $427.32K
Weight 1.45%

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Market Cap $6.41B
P/E Ratio 9.6
Dividends 3.2%
Total Investment $399.89K
Weight 1.36%

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Market Cap $16.12B
P/E Ratio 7.3
Dividends 12.7%
Total Investment $392.27K
Weight 1.33%

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Market Cap $12.38B
P/E Ratio 23.9
Dividends 1.5%
Total Investment $384.16K
Weight 1.31%

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Market Cap $9.11B
P/E Ratio 41.4
Dividends 4.1%
Total Investment $379.42K
Weight 1.29%

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Market Cap $10.01B
P/E Ratio 22.8
Dividends 1.4%
Total Investment $361.79K
Weight 1.23%

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Market Cap $1.89B
P/E Ratio 14.8
Dividends 6.2%
Total Investment $342.05K
Weight 1.16%

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Market Cap $3B
P/E Ratio 37.7
Dividends 1.8%
Total Investment $338.98K
Weight 1.15%

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Market Cap $5.3B
P/E Ratio 33.7
Dividends 0.6%
Total Investment $336.94K
Weight 1.14%

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Market Cap $17.09B
P/E Ratio 32.7
Dividends 4.8%
Total Investment $319.04K
Weight 1.08%

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Market Cap $5.6B
P/E Ratio 19.2
Dividends 3.8%
Total Investment $316.59K
Weight 1.08%

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Market Cap $20.55B
P/E Ratio 30.4
Dividends 0.0%
Total Investment $316K
Weight 1.07%

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