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ACGR vs. FMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACGR vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Large Cap Growth ETF (ACGR) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACGR achieves a 8.73% return, which is significantly lower than FMTM's 31.75% return.


ACGR

1D
-0.45%
1M
7.07%
YTD
8.73%
6M
8.10%
1Y
26.66%
3Y*
21.94%
5Y*
15.34%
10Y*

FMTM

1D
0.50%
1M
6.28%
YTD
31.75%
6M
34.74%
1Y
63.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACGR vs. FMTM - Yearly Performance Comparison


Correlation

The correlation between ACGR and FMTM is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2025

0.61

The correlation between ACGR and FMTM has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

ACGR vs. FMTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACGR
ACGR Risk / Return Rank: 4343
Overall Rank
ACGR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ACGR Sortino Ratio Rank: 4848
Sortino Ratio Rank
ACGR Omega Ratio Rank: 4646
Omega Ratio Rank
ACGR Calmar Ratio Rank: 3434
Calmar Ratio Rank
ACGR Martin Ratio Rank: 3737
Martin Ratio Rank

FMTM
FMTM Risk / Return Rank: 8282
Overall Rank
FMTM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 7474
Sortino Ratio Rank
FMTM Omega Ratio Rank: 7676
Omega Ratio Rank
FMTM Calmar Ratio Rank: 8888
Calmar Ratio Rank
FMTM Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACGR vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Large Cap Growth ETF (ACGR) and MarketDesk Focused U.S. Momentum ETF (FMTM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ACGRFMTMDifference

Sharpe ratio

Return per unit of total volatility

1.74

2.80

-1.07

Sortino ratio

Return per unit of downside risk

2.37

3.43

-1.06

Omega ratio

Gain probability vs. loss probability

1.30

1.46

-0.17

Calmar ratio

Return relative to maximum drawdown

1.71

5.28

-3.56

Martin ratio

Return relative to average drawdown

5.83

20.62

-14.79

ACGR vs. FMTM - Sharpe Ratio Comparison

The current ACGR Sharpe Ratio is 1.74, which is lower than the FMTM Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ACGR and FMTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ACGRFMTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.80

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

2.38

-1.68

Drawdowns

ACGR vs. FMTM - Drawdown Comparison

The maximum ACGR drawdown since its inception was -34.54%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for ACGR and FMTM.


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Drawdown Indicators


ACGRFMTMDifference

Max Drawdown

Largest peak-to-trough decline

-34.54%

-12.12%

-22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.84%

-12.12%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-24.58%

Max Drawdown (5Y)

Largest decline over 5 years

-34.54%

Current Drawdown

Current decline from peak

-0.45%

0.00%

-0.45%

Average Drawdown

Average peak-to-trough decline

-8.50%

-1.89%

-6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

3.10%

+1.56%

Volatility

ACGR vs. FMTM - Volatility Comparison

The current volatility for American Century Large Cap Growth ETF (ACGR) is 3.35%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 6.52%. This indicates that ACGR experiences smaller price fluctuations and is considered to be less risky than FMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACGRFMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

6.52%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

17.83%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

22.82%

-7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.50%

22.94%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

22.94%

-1.52%

ACGR vs. FMTM - Expense Ratio Comparison

ACGR has a 0.39% expense ratio, which is lower than FMTM's 0.45% expense ratio.


Dividends

ACGR vs. FMTM - Dividend Comparison

ACGR's dividend yield for the trailing twelve months is around 0.09%, less than FMTM's 0.22% yield.


PositionTTM202520242023202220212020
ACGR
American Century Large Cap Growth ETF
0.09%0.11%0.23%0.37%0.48%0.58%1.44%
FMTM
MarketDesk Focused U.S. Momentum ETF
0.22%0.30%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ACGR and FMTM have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMTM has higher volatility (6.52%) compared to ACGR (3.35%). In terms of maximum drawdown, ACGR dropped -34.54% vs FMTM's -12.12%.

On 1-year performance, FMTM leads with 63.62% vs 26.66% for ACGR. On fees, ACGR is cheaper at 0.39% per year. On volatility, ACGR has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FMTM has performed better with a 63.62% return vs 26.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACGR is cheaper with a 0.39% expense ratio, compared with 0.45% for FMTM.

FMTM has the higher dividend yield at 0.22%, compared with 0.09% for ACGR.

ACGR is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.39% for ACGR and 0.45% for FMTM.

FMTM currently has the higher Sharpe Ratio (2.80 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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