FMTM vs. IBID

Last updated Jun 23, 2026

FMTM (MarketDesk Focused U.S. Momentum ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - FMTM is a Momentum fund, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. FMTM is actively managed, while IBID is passively managed. Over the past year, FMTM returned 68.30% vs 4.04% for IBID. At a correlation of -0.13, they often move in opposite directions. FMTM charges 0.45%/yr vs 0.10%/yr for IBID.

Performance

FMTM vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketDesk Focused U.S. Momentum ETF (FMTM) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FMTM achieves a 35.17% return, which is significantly higher than IBID's 1.99% return.

FMTM

• 1D: 2.21%
• 1M: 8.01%
• YTD: 35.17%
• 6M: 32.77%
• 1Y: 68.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBID

• 1D: 0.00%
• 1M: -0.19%
• YTD: 1.99%
• 6M: 2.08%
• 1Y: 4.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FMTM vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025
FMTM MarketDesk Focused U.S. Momentum ETF	35.17%	28.21%
IBID iShares iBonds Oct 2027 Term TIPS ETF	1.99%	3.43%

Correlation

The correlation between FMTM and IBID is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.18
Correlation (All Time) Calculated using the full available price history since Mar 20, 2025	-0.13

Return for Risk

FMTM vs. IBID — Risk / Return Rank

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

FMTM

FMTM Risk / Return Rank: 87
FMTM Sharpe Ratio Rank: 89
FMTM Sortino Ratio Rank: 81
FMTM Omega Ratio Rank: 82
FMTM Calmar Ratio Rank: 92
FMTM Martin Ratio Rank: 92

IBID

IBID Risk / Return Rank: 95
IBID Sharpe Ratio Rank: 93
IBID Sortino Ratio Rank: 96
IBID Omega Ratio Rank: 96
IBID Calmar Ratio Rank: 96
IBID Martin Ratio Rank: 95

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.

FMTM vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Momentum ETF (FMTM) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.

	FMTM	IBID	Difference
Sharpe ratio: Return per unit of total volatility	2.86	3.29	-0.43
Sortino ratio: Return per unit of downside risk	3.43	5.55	-2.12
Omega ratio: Gain probability vs. loss probability	1.47	1.75	-0.28
Calmar ratio: Return relative to maximum drawdown	5.66	8.22	-2.56
Martin ratio: Return relative to average drawdown	21.64	30.99	-9.36

FMTM vs. IBID - Sharpe Ratio Comparison

The current FMTM Sharpe Ratio is 2.86, which is comparable to the IBID Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of FMTM and IBID, 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

FMTM vs. IBID - Drawdown Comparison

The maximum FMTM drawdown since its inception was -12.12%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for FMTM and IBID.

Drawdown Indicators

	FMTM	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-12.12%	-1.28%	-10.84%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	-0.49%	-11.63%
Current Drawdown Current decline from peak	0.00%	-0.49%	+0.49%
Average Drawdown Average peak-to-trough decline	-1.90%	-0.22%	-1.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	0.13%	+3.04%

Volatility

FMTM vs. IBID - Volatility Comparison

MarketDesk Focused U.S. Momentum ETF (FMTM) has a higher volatility of 8.52% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that FMTM's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FMTM	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.52%	0.35%	+8.17%
Volatility (6M) Calculated over the trailing 6-month period	18.74%	0.86%	+17.88%
Volatility (1Y) Calculated over the trailing 1-year period	24.04%	1.23%	+22.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.49%	2.24%	+21.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.49%	2.24%	+21.25%

FMTM vs. IBID - Expense Ratio Comparison

FMTM has a 0.45% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

FMTM vs. IBID - Dividend Comparison

FMTM's dividend yield for the trailing twelve months is around 0.22%, less than IBID's 3.68% yield.

Position	TTM	2025	2024	2023
FMTM MarketDesk Focused U.S. Momentum ETF	0.22%	0.30%	0.00%	0.00%
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.68%	4.43%	4.24%	0.81%

Frequently Asked Questions

Can I hold both FMTM and IBID in my portfolio?

FMTM and IBID have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FMTM or IBID?

FMTM has higher volatility (8.52%) compared to IBID (0.35%). In terms of maximum drawdown, FMTM dropped -12.12% vs IBID's -1.28%.

Which ETF is better, FMTM or IBID?

On 1-year performance, FMTM leads with 68.30% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FMTM or IBID?

Over the 1-year period, FMTM has performed better with a 68.30% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FMTM or IBID?

IBID is cheaper with a 0.10% expense ratio, compared with 0.45% for FMTM.

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

IBID has the higher dividend yield at 3.68%, compared with 0.22% for FMTM.

What is the main difference between FMTM and IBID?

FMTM is categorized as Momentum, while IBID is Inflation-Protected Bonds. Their fees differ too: 0.45% for FMTM and 0.10% for IBID.

Which has better risk-adjusted returns?

IBID currently has the higher Sharpe Ratio (3.29 vs 2.86), 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.