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FMTM vs. VSDA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMTM vs. VSDA - Performance Comparison

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

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FMTM vs. VSDA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FMTM achieves a 10.10% return, which is significantly higher than VSDA's 3.44% return.


FMTM

1D
1.78%
1M
-6.27%
YTD
10.10%
6M
17.46%
1Y
39.15%
3Y*
5Y*
10Y*

VSDA

1D
-0.25%
1M
-6.86%
YTD
3.44%
6M
3.25%
1Y
8.24%
3Y*
8.90%
5Y*
7.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMTM vs. VSDA - Expense Ratio Comparison

FMTM has a 0.45% expense ratio, which is higher than VSDA's 0.35% expense ratio.


Return for Risk

FMTM vs. VSDA — 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: 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

VSDA
VSDA Risk / Return Rank: 2828
Overall Rank
VSDA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VSDA Sortino Ratio Rank: 2929
Sortino Ratio Rank
VSDA Omega Ratio Rank: 2626
Omega Ratio Rank
VSDA Calmar Ratio Rank: 2929
Calmar Ratio Rank
VSDA Martin Ratio Rank: 2828
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. VSDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Momentum ETF (FMTM) and VictoryShares Dividend Accelerator ETF (VSDA). 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.


FMTMVSDADifference

Sharpe ratio

Return per unit of total volatility

1.68

0.56

+1.12

Sortino ratio

Return per unit of downside risk

2.20

0.91

+1.29

Omega ratio

Gain probability vs. loss probability

1.30

1.12

+0.19

Calmar ratio

Return relative to maximum drawdown

3.23

0.75

+2.47

Martin ratio

Return relative to average drawdown

12.18

2.39

+9.79

FMTM vs. VSDA - Sharpe Ratio Comparison

The current FMTM Sharpe Ratio is 1.68, which is higher than the VSDA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FMTM and VSDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FMTMVSDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.56

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

0.66

+1.04

Correlation

The correlation between FMTM and VSDA is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FMTM vs. VSDA - Dividend Comparison

FMTM's dividend yield for the trailing twelve months is around 0.27%, less than VSDA's 2.65% yield.


TTM202520242023202220212020201920182017
FMTM
MarketDesk Focused U.S. Momentum ETF
0.27%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSDA
VictoryShares Dividend Accelerator ETF
2.65%2.65%2.36%1.92%1.83%1.40%1.49%1.36%1.69%1.23%

Drawdowns

FMTM vs. VSDA - Drawdown Comparison

The maximum FMTM drawdown since its inception was -12.12%, smaller than the maximum VSDA drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for FMTM and VSDA.


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Drawdown Indicators


FMTMVSDADifference

Max Drawdown

Largest peak-to-trough decline

-12.12%

-32.12%

+20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-10.75%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

Current Drawdown

Current decline from peak

-6.27%

-7.41%

+1.14%

Average Drawdown

Average peak-to-trough decline

-1.89%

-3.60%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.39%

-0.18%

Volatility

FMTM vs. VSDA - Volatility Comparison

MarketDesk Focused U.S. Momentum ETF (FMTM) has a higher volatility of 10.78% compared to VictoryShares Dividend Accelerator ETF (VSDA) at 3.35%. This indicates that FMTM's price experiences larger fluctuations and is considered to be riskier than VSDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMTMVSDADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

3.35%

+7.43%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

7.91%

+11.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.38%

14.71%

+8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.19%

13.99%

+9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.19%

16.67%

+6.52%