MFSG vs. FMTM

Last updated Aug 1, 2026

MFSG (MFS Active Growth ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - MFSG is a Large Cap Growth Equities fund actively managed by MFS, while FMTM is a Momentum fund. Both are actively managed. Over the past year, MFSG returned 8.76% vs 43.74% for FMTM. Their 0.67 correlation means they have sometimes moved together and sometimes differently. MFSG charges 0.49%/yr vs 0.45%/yr for FMTM.

Performance

MFSG vs. FMTM - Performance Comparison

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

Returns By Period

In the year-to-date period, MFSG achieves a 3.45% return, which is significantly lower than FMTM's 19.49% return.

MFSG

• 1D: 1.17%
• 1M: -1.11%
• 6M: 4.16%
• YTD: 3.45%
• 1Y: 8.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.79%

FMTM

• 1D: 1.16%
• 1M: -5.35%
• 6M: 9.00%
• YTD: 19.49%
• 1Y: 43.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 36.73%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FMTM MarketDesk Focused U.S. Momentum ETF	$7.27M	$8.73M	$9.00M
MFSG MFS Active Growth ETF	$1.55M	$1.84M	$2.29M

MFSG vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
MFSG MFS Active Growth ETF	3.45%	22.63%
FMTM MarketDesk Focused U.S. Momentum ETF	19.49%	28.21%

Correlation

The correlation between MFSG and FMTM is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.74
Correlation (All Time) Calculated using the full available price history since Mar 20, 2025	0.67

The correlation between MFSG and FMTM has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

Return for Risk

MFSG vs. FMTM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MFSG

MFSG Risk / Return Rank: 19
MFSG Sharpe Ratio Rank: 19
MFSG Sortino Ratio Rank: 18
MFSG Omega Ratio Rank: 18
MFSG Calmar Ratio Rank: 17
MFSG Martin Ratio Rank: 20

FMTM

FMTM Risk / Return Rank: 70
FMTM Sharpe Ratio Rank: 70
FMTM Sortino Ratio Rank: 64
FMTM Omega Ratio Rank: 63
FMTM Calmar Ratio Rank: 78
FMTM Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MFSG vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Active Growth ETF (MFSG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MFSG	FMTM	Difference
Sharpe ratio: Return per unit of total volatility	0.34	1.58	-1.24
Sortino ratio: Return per unit of downside risk	0.60	2.09	-1.49
Omega ratio: Gain probability vs. loss probability	1.07	1.27	-0.19
Calmar ratio: Return relative to maximum drawdown	0.38	2.73	-2.35
Martin ratio: Return relative to average drawdown	1.26	9.51	-8.25

MFSG vs. FMTM - Sharpe Ratio Comparison

The current MFSG Sharpe Ratio is 0.34, which is lower than the FMTM Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of MFSG and FMTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MFSG vs. FMTM - Drawdown Comparison

The maximum MFSG drawdown since its inception was -23.24%, which is greater than FMTM's maximum drawdown of -15.40%. Use the drawdown chart below to compare losses from any high point for MFSG and FMTM.

Drawdown Indicators

	MFSG	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-23.24%	-15.40%	-7.84%
Max Drawdown (1Y) Largest decline over 1 year	-16.15%	-15.40%	-0.75%
Current Drawdown Current decline from peak	-4.78%	-12.01%	+7.23%
Average Drawdown Average peak-to-trough decline	-4.56%	-2.42%	-2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	4.42%	+0.48%

Volatility

MFSG vs. FMTM - Volatility Comparison

The current volatility for MFS Active Growth ETF (MFSG) is 5.85%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 9.67%. This indicates that MFSG experiences smaller price fluctuations and is considered to be less risky than FMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MFSG	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.85%	9.67%	-3.82%
Volatility (6M) Calculated over the trailing 6-month period	14.61%	21.17%	-6.56%
Volatility (1Y) Calculated over the trailing 1-year period	17.97%	26.61%	-8.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.83%	24.76%	-2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.83%	24.76%	-2.93%

MFSG vs. FMTM - Expense Ratio Comparison

MFSG has a 0.49% expense ratio, which is higher than FMTM's 0.45% expense ratio.

Dividends

MFSG vs. FMTM - Dividend Comparison

MFSG's dividend yield for the trailing twelve months is around 0.07%, less than FMTM's 0.25% yield.

Position	TTM	2025
FMTM MarketDesk Focused U.S. Momentum ETF	0.25%	0.30%
MFSG MFS Active Growth ETF	0.07%	0.08%

Frequently Asked Questions

Can I hold both MFSG and FMTM in my portfolio?

MFSG and FMTM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MFSG or FMTM?

FMTM has higher volatility (9.67%) compared to MFSG (5.85%). In terms of maximum drawdown, MFSG dropped -23.24% vs FMTM's -15.40%.

Which ETF is better, MFSG or FMTM?

On 1-year performance, FMTM leads with 43.74% vs 8.76% for MFSG. On fees, FMTM is cheaper at 0.45% per year. On volatility, MFSG has been the lower-risk option at 5.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MFSG or FMTM?

Over the 1-year period, FMTM has performed better with a 43.74% return vs 8.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MFSG or FMTM?

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

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

FMTM has the higher dividend yield at 0.25%, compared with 0.07% for MFSG.

What is the main difference between MFSG and FMTM?

MFSG is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.49% for MFSG and 0.45% for FMTM.

Which has better risk-adjusted returns?

FMTM currently has the higher Sharpe Ratio (1.58 vs 0.34), 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.