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MTUM vs. FUMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTUM vs. FUMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Momentum Factor ETF (MTUM) and Fidelity SAI U.S. Momentum Index Fund (FUMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTUM achieves a 30.30% return, which is significantly higher than FUMIX's 26.43% return.


MTUM

1D
-1.10%
1M
11.94%
YTD
30.30%
6M
29.99%
1Y
40.55%
3Y*
34.34%
5Y*
14.96%
10Y*
17.19%

FUMIX

1D
0.25%
1M
10.11%
YTD
26.43%
6M
25.54%
1Y
34.21%
3Y*
32.31%
5Y*
16.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTUM vs. FUMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTUM
iShares MSCI USA Momentum Factor ETF
30.30%22.15%32.89%9.15%-18.27%13.36%29.86%27.25%-1.67%31.30%
FUMIX
Fidelity SAI U.S. Momentum Index Fund
26.43%17.01%33.39%14.67%-15.79%22.56%29.92%24.16%-1.41%22.71%

Correlation

The correlation between MTUM and FUMIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2017

0.97

The correlation between MTUM and FUMIX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

MTUM vs. FUMIX — Risk / Return Rank

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

MTUM
MTUM Risk / Return Rank: 6868
Overall Rank
MTUM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 6464
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6464
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7272
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7575
Martin Ratio Rank

FUMIX
FUMIX Risk / Return Rank: 5454
Overall Rank
FUMIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FUMIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FUMIX Omega Ratio Rank: 4444
Omega Ratio Rank
FUMIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FUMIX Martin Ratio Rank: 7474
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.

MTUM vs. FUMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Momentum Factor ETF (MTUM) and Fidelity SAI U.S. Momentum Index Fund (FUMIX). 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.


MTUMFUMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.38

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

3.53

3.09

+0.44

Martin ratioReturn relative to average drawdown

14.10

14.10

0.00

MTUM vs. FUMIX - Sharpe Ratio Comparison

The current MTUM Sharpe Ratio is 2.14, which is comparable to the FUMIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of MTUM and FUMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MTUMFUMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.98

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.80

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.82

+0.03

Drawdowns

MTUM vs. FUMIX - Drawdown Comparison

The maximum MTUM drawdown since its inception was -34.08%, roughly equal to the maximum FUMIX drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for MTUM and FUMIX.


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Drawdown Indicators


MTUMFUMIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-33.36%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-10.99%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.99%

-19.90%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-32.28%

-27.66%

-4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

Current Drawdown

Current decline from peak

-1.10%

0.00%

-1.10%

Average Drawdown

Average peak-to-trough decline

-6.21%

-6.32%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.41%

+0.48%

Volatility

MTUM vs. FUMIX - Volatility Comparison

iShares MSCI USA Momentum Factor ETF (MTUM) has a higher volatility of 7.67% compared to Fidelity SAI U.S. Momentum Index Fund (FUMIX) at 6.46%. This indicates that MTUM's price experiences larger fluctuations and is considered to be riskier than FUMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTUMFUMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

6.46%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

16.51%

14.69%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

17.12%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

21.16%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

21.77%

-0.74%

MTUM vs. FUMIX - Expense Ratio Comparison

MTUM has a 0.15% expense ratio, which is higher than FUMIX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MTUM vs. FUMIX - Dividend Comparison

MTUM's dividend yield for the trailing twelve months is around 0.60%, less than FUMIX's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
FUMIX
Fidelity SAI U.S. Momentum Index Fund
2.19%2.77%5.89%18.09%2.10%20.67%8.68%2.09%3.84%0.88%0.00%0.00%
MTUM
iShares MSCI USA Momentum Factor ETF
0.60%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%

Frequently Asked Questions


With a correlation of 0.96, MTUM and FUMIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MTUM has higher volatility (7.67%) compared to FUMIX (6.46%). In terms of maximum drawdown, MTUM dropped -34.08% vs FUMIX's -33.36%.

MTUM currently has the higher Sharpe Ratio (2.14 vs 1.98), 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.

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