MBCC vs. FMTM

Last updated Jun 4, 2026

MBCC (Monarch Blue Chips Core ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - MBCC is a Large Cap Growth Equities fund tracking the Kingsview Blue Chips Core Index, while FMTM is a Momentum fund. MBCC is passively managed, while FMTM is actively managed. MBCC charges 1.25%/yr vs 0.45%/yr for FMTM.

Performance

MBCC vs. FMTM - Performance Comparison

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

Returns By Period

MBCC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FMTM

• 1D: 0.50%
• 1M: 6.28%
• YTD: 31.75%
• 6M: 34.74%
• 1Y: 63.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

MBCC vs. FMTM — Risk / Return Rank

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

FMTM

FMTM Risk / Return Rank: 82
FMTM Sharpe Ratio Rank: 84
FMTM Sortino Ratio Rank: 74
FMTM Omega Ratio Rank: 76
FMTM Calmar Ratio Rank: 88
FMTM Martin Ratio Rank: 89

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.

MBCC vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monarch Blue Chips Core ETF (MBCC) 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.

Sharpe Ratios by Period

	MBCC	FMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	2.38	—

Drawdowns

Drawdown Indicators

	MBCC	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	—	-12.12%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.12%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-1.89%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.10%	—

Volatility

Volatility by Period

	MBCC	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	22.82%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.94%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.94%	—

MBCC vs. FMTM - Expense Ratio Comparison

MBCC has a 1.25% expense ratio, which is higher than FMTM's 0.45% expense ratio.

Dividends

MBCC vs. FMTM - Dividend Comparison

MBCC has not paid dividends to shareholders, while FMTM's dividend yield for the trailing twelve months is around 0.22%.

Position	TTM	2025
FMTM MarketDesk Focused U.S. Momentum ETF	0.22%	0.30%
MBCC Monarch Blue Chips Core ETF	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, MBCC or FMTM?

On fees, FMTM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MBCC or FMTM?

FMTM is cheaper with a 0.45% expense ratio, compared with 1.25% for MBCC.

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

FMTM has the higher dividend yield at 0.22%, compared with 0.00% for MBCC.

What is the main difference between MBCC and FMTM?

MBCC is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 1.25% for MBCC and 0.45% for FMTM.