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MFIG vs. FMTM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFIG vs. FMTM - Performance Comparison

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

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MFIG vs. FMTM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MFIG achieves a -10.10% return, which is significantly lower than FMTM's 8.17% return.


MFIG

1D
3.06%
1M
-4.67%
YTD
-10.10%
6M
1Y
3Y*
5Y*
10Y*

FMTM

1D
4.80%
1M
-6.51%
YTD
8.17%
6M
16.49%
1Y
36.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFIG vs. FMTM - Expense Ratio Comparison

MFIG has a 0.50% expense ratio, which is higher than FMTM's 0.45% expense ratio.


Return for Risk

MFIG vs. FMTM — Risk / Return Rank

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

MFIG

FMTM
FMTM Risk / Return Rank: 8585
Overall Rank
FMTM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 8282
Sortino Ratio Rank
FMTM Omega Ratio Rank: 7777
Omega Ratio Rank
FMTM Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMTM Martin Ratio Rank: 9191
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.

MFIG vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Innovative Growth Factor ETF (MFIG) 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.

MFIG vs. FMTM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFIGFMTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.74

1.61

-3.35

Correlation

The correlation between MFIG and FMTM is 0.64, 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

MFIG vs. FMTM - Dividend Comparison

MFIG has not paid dividends to shareholders, while FMTM's dividend yield for the trailing twelve months is around 0.27%.


Drawdowns

MFIG vs. FMTM - Drawdown Comparison

The maximum MFIG drawdown since its inception was -14.29%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for MFIG and FMTM.


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Drawdown Indicators


MFIGFMTMDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-12.12%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

Current Drawdown

Current decline from peak

-11.61%

-7.90%

-3.71%

Average Drawdown

Average peak-to-trough decline

-5.10%

-1.88%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

Volatility

MFIG vs. FMTM - Volatility Comparison


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Volatility by Period


MFIGFMTMDifference

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

17.50%

23.34%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

23.18%

-5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

23.18%

-5.68%