BGRO vs. FMTM

Last updated Apr 2, 2026

Compare and contrast key facts about BlackRock Large Cap Growth ETF (BGRO) and MarketDesk Focused U.S. Momentum ETF (FMTM).

BGRO and FMTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGRO is an actively managed fund by iShares. It was launched on Jun 4, 2024.

Performance

BGRO vs. FMTM - Performance Comparison

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

BGRO vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
BGRO BlackRock Large Cap Growth ETF	-8.48%	23.12%
FMTM MarketDesk Focused U.S. Momentum ETF	10.10%	27.90%

Returns By Period

In the year-to-date period, BGRO achieves a -8.48% return, which is significantly lower than FMTM's 10.10% return.

BGRO

• 1D: 1.52%
• 1M: -4.78%
• YTD: -8.48%
• 6M: -10.04%
• 1Y: 14.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FMTM

• 1D: 1.78%
• 1M: -6.27%
• YTD: 10.10%
• 6M: 17.46%
• 1Y: 39.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRO vs. FMTM - Expense Ratio Comparison

BGRO has a 0.55% expense ratio, which is higher than FMTM's 0.45% expense ratio.

BGRO

BlackRock Large Cap Growth ETF

FMTM

MarketDesk Focused U.S. Momentum ETF

Return for Risk

BGRO vs. FMTM — Risk / Return Rank

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

BGRO

BGRO Risk / Return Rank: 32
BGRO Sharpe Ratio Rank: 30
BGRO Sortino Ratio Rank: 33
BGRO Omega Ratio Rank: 32
BGRO Calmar Ratio Rank: 32
BGRO Martin Ratio Rank: 31

FMTM

FMTM Risk / Return Rank: 84
FMTM Sharpe Ratio Rank: 83
FMTM Sortino Ratio Rank: 82
FMTM Omega Ratio Rank: 76
FMTM Calmar Ratio Rank: 90
FMTM Martin Ratio Rank: 90

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.

BGRO vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Growth ETF (BGRO) 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.

	BGRO	FMTM	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.68	-1.08
Sortino ratio Return per unit of downside risk	1.04	2.20	-1.17
Omega ratio Gain probability vs. loss probability	1.14	1.30	-0.16
Calmar ratio Return relative to maximum drawdown	0.89	3.23	-2.34
Martin ratio Return relative to average drawdown	3.01	12.18	-9.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGRO vs. FMTM - Sharpe Ratio Comparison

The current BGRO Sharpe Ratio is 0.60, which is lower than the FMTM Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of BGRO and FMTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BGRO	FMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.68	-1.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	1.71	-1.39

Correlation

The correlation between BGRO and FMTM is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BGRO vs. FMTM - Dividend Comparison

BGRO's dividend yield for the trailing twelve months is around 0.04%, less than FMTM's 0.27% yield.

	TTM	2025
BGRO BlackRock Large Cap Growth ETF	0.04%	0.04%
FMTM MarketDesk Focused U.S. Momentum ETF	0.27%	0.30%

Drawdowns

BGRO vs. FMTM - Drawdown Comparison

The maximum BGRO drawdown since its inception was -24.94%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for BGRO and FMTM.

Drawdown Indicators

	BGRO	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-12.12%	-12.82%
Max Drawdown (1Y) Largest decline over 1 year	-17.64%	-12.12%	-5.52%
Current Drawdown Current decline from peak	-13.09%	-6.27%	-6.82%
Average Drawdown Average peak-to-trough decline	-4.94%	-1.89%	-3.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.23%	3.21%	+2.02%

Volatility

BGRO vs. FMTM - Volatility Comparison

The current volatility for BlackRock Large Cap Growth ETF (BGRO) is 7.85%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 10.78%. This indicates that BGRO 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.

Volatility by Period

	BGRO	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.85%	10.78%	-2.93%
Volatility (6M) Calculated over the trailing 6-month period	14.58%	19.28%	-4.70%
Volatility (1Y) Calculated over the trailing 1-year period	24.76%	23.38%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.98%	23.19%	+0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.98%	23.19%	+0.79%