CCOR vs. FMTM

Last updated Jun 25, 2026

CCOR (Core Alternative ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - CCOR is a Large Cap Growth Equities fund actively managed by Core Alternative Capital, while FMTM is a Momentum fund. Both are actively managed. Over the past year, CCOR returned -4.45% vs 59.67% for FMTM. At a 0.02 correlation, their price movements are largely independent. CCOR charges 1.09%/yr vs 0.45%/yr for FMTM.

Performance

CCOR vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) 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, CCOR achieves a -2.83% return, which is significantly lower than FMTM's 30.28% return.

CCOR

• 1D: -0.10%
• 1M: -0.83%
• YTD: -2.83%
• 6M: -3.45%
• 1Y: -4.45%
• 3Y*: -1.73%
• 5Y*: -2.06%
• 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)

CCOR vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
CCOR Core Alternative ETF	-2.83%	-0.35%
FMTM MarketDesk Focused U.S. Momentum ETF	30.28%	28.21%

Correlation

The correlation between CCOR and FMTM is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Mar 20, 2025	0.02

The correlation between CCOR and FMTM shifts across timeframes, from -0.10 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CCOR vs. FMTM — Risk / Return Rank

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

CCOR

CCOR Risk / Return Rank: 4
CCOR Sharpe Ratio Rank: 4
CCOR Sortino Ratio Rank: 4
CCOR Omega Ratio Rank: 4
CCOR Calmar Ratio Rank: 5
CCOR Martin Ratio Rank: 4

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.

CCOR vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) 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.

	CCOR	FMTM	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	2.47	-3.06
Sortino ratio: Return per unit of downside risk	-0.77	3.04	-3.81
Omega ratio: Gain probability vs. loss probability	0.91	1.41	-0.50
Calmar ratio: Return relative to maximum drawdown	-0.51	4.95	-5.46
Martin ratio: Return relative to average drawdown	-1.08	18.81	-19.89

CCOR vs. FMTM - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.59, which is lower than the FMTM Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of CCOR 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

CCOR vs. FMTM - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for CCOR and FMTM.

Drawdown Indicators

	CCOR	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-22.99%	-12.12%	-10.87%
Max Drawdown (1Y) Largest decline over 1 year	-8.79%	-12.12%	+3.33%
Max Drawdown (3Y) Largest decline over 3 years	-12.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	—	—
Current Drawdown Current decline from peak	-19.29%	-3.61%	-15.68%
Average Drawdown Average peak-to-trough decline	-7.36%	-1.91%	-5.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.13%	3.18%	+0.95%

Volatility

CCOR vs. FMTM - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 3.51%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 9.38%. This indicates that CCOR 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

	CCOR	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.51%	9.38%	-5.87%
Volatility (6M) Calculated over the trailing 6-month period	5.62%	18.88%	-13.26%
Volatility (1Y) Calculated over the trailing 1-year period	7.56%	24.26%	-16.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.15%	23.64%	-12.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.76%	23.64%	-12.88%

CCOR vs. FMTM - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than FMTM's 0.45% expense ratio.

Dividends

CCOR vs. FMTM - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.02%, more than FMTM's 0.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.02%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
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%

Frequently Asked Questions

Can I hold both CCOR and FMTM in my portfolio?

CCOR and FMTM have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCOR or FMTM?

FMTM has higher volatility (9.38%) compared to CCOR (3.51%). In terms of maximum drawdown, CCOR dropped -22.99% vs FMTM's -12.12%.

Which ETF is better, CCOR or FMTM?

On 1-year performance, FMTM leads with 59.67% vs -4.45% for CCOR. On fees, FMTM is cheaper at 0.45% per year. On volatility, CCOR has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CCOR or FMTM?

Over the 1-year period, FMTM has performed better with a 59.67% return vs -4.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CCOR or FMTM?

FMTM is cheaper with a 0.45% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.02%, compared with 0.23% for FMTM.

What is the main difference between CCOR and FMTM?

CCOR is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 1.09% for CCOR and 0.45% for FMTM.

Which has better risk-adjusted returns?

FMTM currently has the higher Sharpe Ratio (2.47 vs -0.59), 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.