FMTM vs. SGRT

Last updated Apr 1, 2026

Compare and contrast key facts about MarketDesk Focused U.S. Momentum ETF (FMTM) and SMART Earnings Growth 30 ETF (SGRT).

FMTM and SGRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day.

Performance

FMTM vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketDesk Focused U.S. Momentum ETF (FMTM) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

FMTM vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
FMTM MarketDesk Focused U.S. Momentum ETF	8.17%	20.31%
SGRT SMART Earnings Growth 30 ETF	6.68%	25.25%

Returns By Period

In the year-to-date period, FMTM achieves a 8.17% return, which is significantly higher than SGRT's 6.68% return.

FMTM

• 1D: 4.80%
• 1M: -6.51%
• YTD: 8.17%
• 6M: 16.49%
• 1Y: 36.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SGRT

• 1D: 4.18%
• 1M: -8.35%
• YTD: 6.68%
• 6M: 13.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FMTM vs. SGRT - Expense Ratio Comparison

FMTM has a 0.45% expense ratio, which is lower than SGRT's 0.59% expense ratio.

SGRT

SMART Earnings Growth 30 ETF

FMTM

MarketDesk Focused U.S. Momentum ETF

Return for Risk

FMTM vs. SGRT — Risk / Return Rank

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

FMTM

FMTM Risk / Return Rank: 85
FMTM Sharpe Ratio Rank: 83
FMTM Sortino Ratio Rank: 82
FMTM Omega Ratio Rank: 77
FMTM Calmar Ratio Rank: 91
FMTM Martin Ratio Rank: 91

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Momentum ETF (FMTM) and SMART Earnings Growth 30 ETF (SGRT). 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.

	FMTM	SGRT	Difference
Sharpe ratio Return per unit of total volatility	1.58	—	—
Sortino ratio Return per unit of downside risk	2.09	—	—
Omega ratio Gain probability vs. loss probability	1.29	—	—
Calmar ratio Return relative to maximum drawdown	3.15	—	—
Martin ratio Return relative to average drawdown	11.97	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FMTM	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.61	1.89	-0.27

Correlation

The correlation between FMTM and SGRT is 0.85, 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

FMTM vs. SGRT - Dividend Comparison

FMTM's dividend yield for the trailing twelve months is around 0.27%, more than SGRT's 0.15% yield.

	TTM	2025
FMTM MarketDesk Focused U.S. Momentum ETF	0.27%	0.30%
SGRT SMART Earnings Growth 30 ETF	0.15%	0.16%

Drawdowns

FMTM vs. SGRT - Drawdown Comparison

The maximum FMTM drawdown since its inception was -12.12%, smaller than the maximum SGRT drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for FMTM and SGRT.

Drawdown Indicators

	FMTM	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-12.12%	-17.87%	+5.75%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	—	—
Current Drawdown Current decline from peak	-7.90%	-9.53%	+1.63%
Average Drawdown Average peak-to-trough decline	-1.88%	-3.50%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	—	—

Volatility

Volatility by Period

	FMTM	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.34%	32.55%	-9.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.18%	32.55%	-9.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.18%	32.55%	-9.37%