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CGGG vs. FMTM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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CGGG vs. FMTM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CGGG achieves a -10.55% return, which is significantly lower than FMTM's 10.10% return.


CGGG

1D
0.85%
1M
-6.08%
YTD
-10.55%
6M
-10.47%
1Y
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)

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CGGG vs. FMTM - Expense Ratio Comparison

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


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: 8484
Overall Rank
FMTM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 8282
Sortino Ratio Rank
FMTM Omega Ratio Rank: 7676
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.

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

1.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.71

-1.80

Correlation

The correlation between CGGG and FMTM is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CGGG vs. FMTM - Dividend Comparison

CGGG's dividend yield for the trailing twelve months is around 0.08%, less than FMTM's 0.27% yield.


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

-13.78%

-6.27%

-7.51%

Average Drawdown

Average peak-to-trough decline

-3.71%

-1.89%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

CGGG vs. FMTM - Volatility Comparison


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Volatility by Period


CGGGFMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

23.38%

-5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

23.19%

-5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

23.19%

-5.75%