OEF vs. FMTM

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 100 ETF (OEF) and MarketDesk Focused U.S. Momentum ETF (FMTM).

OEF and FMTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.

Performance

OEF vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

OEF vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
OEF iShares S&P 100 ETF	-6.33%	26.23%
FMTM MarketDesk Focused U.S. Momentum ETF	10.10%	27.90%

Returns By Period

In the year-to-date period, OEF achieves a -6.33% return, which is significantly lower than FMTM's 10.10% return.

OEF

• 1D: 0.72%
• 1M: -4.08%
• YTD: -6.33%
• 6M: -3.65%
• 1Y: 19.18%
• 3Y*: 20.95%
• 5Y*: 13.32%
• 10Y*: 15.05%

FMTM

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

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

OEF vs. FMTM - Expense Ratio Comparison

OEF has a 0.20% expense ratio, which is lower than FMTM's 0.45% expense ratio.

FMTM

MarketDesk Focused U.S. Momentum ETF

OEF

iShares S&P 100 ETF

Return for Risk

OEF vs. FMTM — Risk / Return Rank

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

OEF

OEF Risk / Return Rank: 59
OEF Sharpe Ratio Rank: 53
OEF Sortino Ratio Rank: 58
OEF Omega Ratio Rank: 60
OEF Calmar Ratio Rank: 62
OEF Martin Ratio Rank: 63

FMTM

FMTM Risk / Return Rank: 84
FMTM Sharpe Ratio Rank: 83
FMTM Sortino Ratio Rank: 82
FMTM Omega Ratio Rank: 76
FMTM Calmar Ratio Rank: 90
FMTM Martin Ratio Rank: 90

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.

OEF vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.

	OEF	FMTM	Difference
Sharpe ratio Return per unit of total volatility	1.00	1.68	-0.69
Sortino ratio Return per unit of downside risk	1.54	2.20	-0.66
Omega ratio Gain probability vs. loss probability	1.23	1.30	-0.07
Calmar ratio Return relative to maximum drawdown	1.63	3.23	-1.60
Martin ratio Return relative to average drawdown	6.46	12.18	-5.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OEF vs. FMTM - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 1.00, which is lower than the FMTM Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of OEF and FMTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OEF	FMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.68	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	1.71	-1.29

Correlation

The correlation between OEF and FMTM is 0.65, 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

OEF vs. FMTM - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.98%, more than FMTM's 0.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OEF iShares S&P 100 ETF	0.98%	0.81%	1.03%	1.19%	1.55%	1.06%	1.43%	1.87%	2.09%	1.81%	2.07%	2.11%
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%	0.00%	0.00%

Drawdowns

OEF vs. FMTM - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for OEF and FMTM.

Drawdown Indicators

	OEF	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-54.11%	-12.12%	-41.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-12.12%	+0.19%
Max Drawdown (5Y) Largest decline over 5 years	-26.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.44%	—	—
Current Drawdown Current decline from peak	-7.55%	-6.27%	-1.28%
Average Drawdown Average peak-to-trough decline	-11.83%	-1.89%	-9.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	3.21%	-0.20%

Volatility

OEF vs. FMTM - Volatility Comparison

The current volatility for iShares S&P 100 ETF (OEF) is 5.64%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 10.78%. This indicates that OEF 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

	OEF	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	10.78%	-5.14%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	19.28%	-9.18%
Volatility (1Y) Calculated over the trailing 1-year period	19.35%	23.38%	-4.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.69%	23.19%	-5.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.41%	23.19%	-4.78%