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FMTM vs. QQQG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMTM vs. QQQG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketDesk Focused U.S. Momentum ETF (FMTM) and Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FMTM having a 31.40% return and QQQG slightly lower at 31.21%.


FMTM

1D
-0.26%
1M
4.57%
YTD
31.40%
6M
33.68%
1Y
63.73%
3Y*
5Y*
10Y*

QQQG

1D
-0.92%
1M
14.49%
YTD
31.21%
6M
28.95%
1Y
41.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMTM vs. QQQG - Yearly Performance Comparison


Correlation

The correlation between FMTM and QQQG is 0.75, 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

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2025

0.69

The correlation between FMTM and QQQG has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

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Return for Risk

FMTM vs. QQQG — Risk / Return Rank

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

FMTM
FMTM Risk / Return Rank: 8484
Overall Rank
FMTM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 7878
Sortino Ratio Rank
FMTM Omega Ratio Rank: 7979
Omega Ratio Rank
FMTM Calmar Ratio Rank: 8989
Calmar Ratio Rank
FMTM Martin Ratio Rank: 9090
Martin Ratio Rank

QQQG
QQQG Risk / Return Rank: 6262
Overall Rank
QQQG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QQQG Sortino Ratio Rank: 6161
Sortino Ratio Rank
QQQG Omega Ratio Rank: 6060
Omega Ratio Rank
QQQG Calmar Ratio Rank: 6262
Calmar Ratio Rank
QQQG Martin Ratio Rank: 6161
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.

FMTM vs. QQQG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Momentum ETF (FMTM) and Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG). 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.


FMTMQQQGDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.46

1.36

+0.11

Calmar ratioReturn relative to maximum drawdown

5.28

3.01

+2.28

Martin ratioReturn relative to average drawdown

20.65

10.82

+9.83

FMTM vs. QQQG - Sharpe Ratio Comparison

The current FMTM Sharpe Ratio is 2.81, which is higher than the QQQG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FMTM and QQQG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FMTMQQQGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

2.11

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

2.36

1.17

+1.19

Drawdowns

FMTM vs. QQQG - Drawdown Comparison

The maximum FMTM drawdown since its inception was -12.12%, smaller than the maximum QQQG drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for FMTM and QQQG.


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Drawdown Indicators


FMTMQQQGDifference

Max Drawdown

Largest peak-to-trough decline

-12.12%

-23.61%

+11.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-13.79%

+1.67%

Current Drawdown

Current decline from peak

-0.26%

-0.92%

+0.66%

Average Drawdown

Average peak-to-trough decline

-1.88%

-3.59%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.83%

-0.73%

Volatility

FMTM vs. QQQG - Volatility Comparison

MarketDesk Focused U.S. Momentum ETF (FMTM) has a higher volatility of 6.45% compared to Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) at 5.39%. This indicates that FMTM's price experiences larger fluctuations and is considered to be riskier than QQQG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMTMQQQGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

5.39%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

16.05%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

19.67%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

23.40%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

23.40%

-0.49%

FMTM vs. QQQG - Expense Ratio Comparison

FMTM has a 0.45% expense ratio, which is lower than QQQG's 0.49% expense ratio.


Dividends

FMTM vs. QQQG - Dividend Comparison

FMTM's dividend yield for the trailing twelve months is around 0.23%, more than QQQG's 0.06% yield.


Frequently Asked Questions


FMTM and QQQG have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMTM has higher volatility (6.45%) compared to QQQG (5.39%). In terms of maximum drawdown, FMTM dropped -12.12% vs QQQG's -23.61%.

On 1-year performance, FMTM leads with 63.73% vs 41.31% for QQQG. On fees, FMTM is cheaper at 0.45% per year. On volatility, QQQG has been the lower-risk option at 5.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FMTM has performed better with a 63.73% return vs 41.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMTM is cheaper with a 0.45% expense ratio, compared with 0.49% for QQQG.

FMTM has the higher dividend yield at 0.23%, compared with 0.06% for QQQG.

FMTM is categorized as Momentum, while QQQG is Nasdaq-100. Their fees differ too: 0.45% for FMTM and 0.49% for QQQG.

FMTM currently has the higher Sharpe Ratio (2.81 vs 2.11), 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.

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