FFSM
Fidelity Fundamental Small-Mid Cap ETF
SMB
Adj. R2
0.925
Rel. Sharpe
1.021
Mkt beta
1.06
AUM
US$1.2B
MER
0.43%
Valuation
121
ETF comparison
Verified factor-similar pair
FFSM vs IJJ
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
81
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
IJJ
iShares S&P Mid-Cap 400 Value ETF
SMB
Adj. R2
0.947
Rel. Sharpe
1.075
Mkt beta
1.00
AUM
US$8.3B
MER
0.18%
Valuation
103
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.04
HML
diff -0.04
RMW
diff -0.09
CMA
diff -0.13
UMD
diff +0.11
Why This Pair Matches
Exposure level
76
Exposure shape
98
Mkt beta diff
0.07
Rel. Sharpe diff
0.054
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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