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ACSI vs. FMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACSI vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Customer Satisfaction ETF (ACSI) 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, ACSI achieves a 10.64% return, which is significantly lower than FMTM's 30.28% return.


ACSI

1D
0.06%
1M
2.09%
YTD
10.64%
6M
10.09%
1Y
19.14%
3Y*
18.15%
5Y*
8.93%
10Y*

FMTM

1D
-0.19%
1M
4.11%
YTD
30.28%
6M
27.32%
1Y
59.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACSI vs. FMTM - Yearly Performance Comparison


Correlation

The correlation between ACSI and FMTM is 0.50, 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

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2025

0.52

The correlation between ACSI and FMTM has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.

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Return for Risk

ACSI vs. FMTM — Risk / Return Rank

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

ACSI
ACSI Risk / Return Rank: 5656
Overall Rank
ACSI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 5555
Sortino Ratio Rank
ACSI Omega Ratio Rank: 5252
Omega Ratio Rank
ACSI Calmar Ratio Rank: 5656
Calmar Ratio Rank
ACSI Martin Ratio Rank: 6060
Martin Ratio Rank

FMTM
FMTM Risk / Return Rank: 8484
Overall Rank
FMTM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 7676
Sortino Ratio Rank
FMTM Omega Ratio Rank: 7878
Omega Ratio Rank
FMTM Calmar Ratio Rank: 9090
Calmar Ratio Rank
FMTM Martin Ratio Rank: 9090
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.

ACSI vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACSIFMTMDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

2.48

4.95

-2.47

Martin ratioReturn relative to average drawdown

9.53

18.81

-9.28

ACSI vs. FMTM - Sharpe Ratio Comparison

The current ACSI Sharpe Ratio is 1.67, which is lower than the FMTM Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of ACSI 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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Drawdowns

ACSI vs. FMTM - Drawdown Comparison

The maximum ACSI drawdown since its inception was -34.49%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for ACSI and FMTM.


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Drawdown Indicators


ACSIFMTMDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-12.12%

-22.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-12.12%

+4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

-1.51%

-3.61%

+2.10%

Average Drawdown

Average peak-to-trough decline

-5.37%

-1.91%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.18%

-1.17%

Volatility

ACSI vs. FMTM - Volatility Comparison

The current volatility for American Customer Satisfaction ETF (ACSI) is 3.91%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 9.38%. This indicates that ACSI 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


ACSIFMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

9.38%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

18.88%

-9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

24.26%

-12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

23.64%

-6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

23.64%

-6.24%

ACSI vs. FMTM - Expense Ratio Comparison

ACSI has a 0.66% expense ratio, which is higher than FMTM's 0.45% expense ratio.


Dividends

ACSI vs. FMTM - Dividend Comparison

ACSI's dividend yield for the trailing twelve months is around 0.82%, more than FMTM's 0.23% yield.


PositionTTM2025202420232022202120202019201820172016
ACSI
American Customer Satisfaction ETF
0.82%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%
FMTM
MarketDesk Focused U.S. Momentum ETF
0.23%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ACSI and FMTM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMTM has higher volatility (9.38%) compared to ACSI (3.91%). In terms of maximum drawdown, ACSI dropped -34.49% vs FMTM's -12.12%.

On 1-year performance, FMTM leads with 59.67% vs 19.14% for ACSI. On fees, FMTM is cheaper at 0.45% per year. On volatility, ACSI has been the lower-risk option at 3.91%. 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 59.67% return vs 19.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMTM is cheaper with a 0.45% expense ratio, compared with 0.66% for ACSI.

ACSI has the higher dividend yield at 0.82%, compared with 0.23% for FMTM.

ACSI is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.66% for ACSI and 0.45% for FMTM.

FMTM currently has the higher Sharpe Ratio (2.47 vs 1.67), 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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