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CGGG vs. FMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGG vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Growth ETF (CGGG) 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, CGGG achieves a 2.00% return, which is significantly lower than FMTM's 31.75% return.


CGGG

1D
-1.28%
1M
1.82%
YTD
2.00%
6M
2.02%
1Y
3Y*
5Y*
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)

CGGG vs. FMTM - Yearly Performance Comparison


Correlation

The correlation between CGGG and FMTM is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.70

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Return for Risk

CGGG vs. FMTM — Risk / Return Rank

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

CGGG

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.

CGGG vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Growth ETF (CGGG) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CGGG vs. FMTM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CGGGFMTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

2.38

-1.60

Drawdowns

CGGG vs. FMTM - Drawdown Comparison

The maximum CGGG drawdown since its inception was -17.75%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for CGGG and FMTM.


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Drawdown Indicators


CGGGFMTMDifference

Max Drawdown

Largest peak-to-trough decline

-17.75%

-12.12%

-5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

Current Drawdown

Current decline from peak

-1.98%

0.00%

-1.98%

Average Drawdown

Average peak-to-trough decline

-3.80%

-1.89%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

Volatility

CGGG vs. FMTM - Volatility Comparison


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Volatility by Period


CGGGFMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

22.82%

-5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

22.94%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

22.94%

-5.44%

CGGG vs. FMTM - Expense Ratio Comparison

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


Dividends

CGGG vs. FMTM - Dividend Comparison

CGGG's dividend yield for the trailing twelve months is around 0.07%, less than FMTM's 0.22% yield.


Frequently Asked Questions


CGGG and FMTM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGGG is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGGG 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 0.07% for CGGG.

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

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