BLGR vs. FMTM

Last updated Jun 25, 2026

BLGR (Bluemonte Large Cap Growth ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - BLGR is a Large Cap Growth Equities fund managed by Bluemonte, while FMTM is a Momentum fund. Over the past year, BLGR returned 20.51% vs 59.67% for FMTM. A 0.72 correlation means they provide meaningful diversification when combined. BLGR charges 0.24%/yr vs 0.45%/yr for FMTM.

Performance

BLGR vs. FMTM - Performance Comparison

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

Returns By Period

In the year-to-date period, BLGR achieves a 5.42% return, which is significantly lower than FMTM's 30.28% return.

BLGR

• 1D: -0.23%
• 1M: -2.87%
• YTD: 5.42%
• 6M: 4.04%
• 1Y: 20.51%
• 3Y*: —
• 5Y*: —
• 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)

BLGR vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
BLGR Bluemonte Large Cap Growth ETF	5.42%	16.59%
FMTM MarketDesk Focused U.S. Momentum ETF	30.28%	24.51%

Correlation

The correlation between BLGR and FMTM is 0.72, 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	0.72
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.72

The correlation between BLGR and FMTM has been stable across timeframes, ranging from 0.72 to 0.72 - a consistent structural relationship.

Return for Risk

BLGR vs. FMTM — Risk / Return Rank

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

BLGR

BLGR Risk / Return Rank: 38
BLGR Sharpe Ratio Rank: 41
BLGR Sortino Ratio Rank: 39
BLGR Omega Ratio Rank: 39
BLGR Calmar Ratio Rank: 33
BLGR Martin Ratio Rank: 39

FMTM

FMTM Risk / Return Rank: 84
FMTM Sharpe Ratio Rank: 85
FMTM Sortino Ratio Rank: 76
FMTM Omega Ratio Rank: 78
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.

BLGR vs. FMTM - Risk-Adjusted Trends Comparison

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

	BLGR	FMTM	Difference
Sharpe ratio: Return per unit of total volatility	1.29	2.47	-1.19
Sortino ratio: Return per unit of downside risk	1.80	3.04	-1.24
Omega ratio: Gain probability vs. loss probability	1.23	1.41	-0.18
Calmar ratio: Return relative to maximum drawdown	1.46	4.95	-3.48
Martin ratio: Return relative to average drawdown	5.40	18.81	-13.41

BLGR vs. FMTM - Sharpe Ratio Comparison

The current BLGR Sharpe Ratio is 1.29, which is lower than the FMTM Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of BLGR 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.

Drawdowns

BLGR vs. FMTM - Drawdown Comparison

The maximum BLGR drawdown since its inception was -14.08%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for BLGR and FMTM.

Drawdown Indicators

	BLGR	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-14.08%	-12.12%	-1.96%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-12.12%	-1.96%
Current Drawdown Current decline from peak	-5.77%	-3.61%	-2.16%
Average Drawdown Average peak-to-trough decline	-2.52%	-1.91%	-0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.81%	3.18%	+0.63%

Volatility

BLGR vs. FMTM - Volatility Comparison

The current volatility for Bluemonte Large Cap Growth ETF (BLGR) is 6.16%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 9.38%. This indicates that BLGR 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

	BLGR	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.16%	9.38%	-3.22%
Volatility (6M) Calculated over the trailing 6-month period	12.70%	18.88%	-6.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	24.26%	-8.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.04%	23.64%	-7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.04%	23.64%	-7.60%

BLGR vs. FMTM - Expense Ratio Comparison

BLGR has a 0.24% expense ratio, which is lower than FMTM's 0.45% expense ratio.

Dividends

BLGR vs. FMTM - Dividend Comparison

BLGR's dividend yield for the trailing twelve months is around 0.24%, more than FMTM's 0.23% yield.

Position	TTM	2025
BLGR Bluemonte Large Cap Growth ETF	0.24%	0.17%
FMTM MarketDesk Focused U.S. Momentum ETF	0.23%	0.30%

Frequently Asked Questions

Can I hold both BLGR and FMTM in my portfolio?

BLGR and FMTM have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLGR or FMTM?

FMTM has higher volatility (9.38%) compared to BLGR (6.16%). In terms of maximum drawdown, BLGR dropped -14.08% vs FMTM's -12.12%.

Which ETF is better, BLGR or FMTM?

On 1-year performance, FMTM leads with 59.67% vs 20.51% for BLGR. On fees, BLGR is cheaper at 0.24% per year. On volatility, BLGR has been the lower-risk option at 6.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLGR or FMTM?

Over the 1-year period, FMTM has performed better with a 59.67% return vs 20.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLGR or FMTM?

BLGR is cheaper with a 0.24% expense ratio, compared with 0.45% for FMTM.

Which ETF pays a higher dividend yield, BLGR or FMTM?

BLGR and FMTM have nearly identical dividend yields, around 0.24%.

What is the main difference between BLGR and FMTM?

BLGR is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.24% for BLGR and 0.45% for FMTM.

Which has better risk-adjusted returns?

FMTM currently has the higher Sharpe Ratio (2.47 vs 1.29), 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.