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QFRD vs. FMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFRD vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFRD

1D
0.40%
1M
0.30%
6M
17.23%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

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


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.27M$8.73M$9.00M
$22.97K$34.82K$12.88K

QFRD vs. FMTM - Yearly Performance Comparison


Correlation

The correlation between QFRD and FMTM is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.55

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Return for Risk

QFRD vs. FMTM — Risk / Return Rank

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

QFRD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FMTM
FMTM Risk / Return Rank: 7070
Overall Rank
FMTM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 6464
Sortino Ratio Rank
FMTM Omega Ratio Rank: 6363
Omega Ratio Rank
FMTM Calmar Ratio Rank: 7878
Calmar Ratio Rank
FMTM Martin Ratio Rank: 7676
Martin Ratio Rank
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.

QFRD vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) 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.


QFRDFMTMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.73

Martin ratioReturn relative to average drawdown

9.51

QFRD vs. FMTM - Sharpe Ratio Comparison


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Drawdowns

QFRD vs. FMTM - Drawdown Comparison

The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum FMTM drawdown of -15.40%. Use the drawdown chart below to compare losses from any high point for QFRD and FMTM.


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Drawdown Indicators


QFRDFMTMDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-15.40%

+5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.40%

Current Drawdown

Current decline from peak

-3.65%

-12.01%

+8.36%

Average Drawdown

Average peak-to-trough decline

-3.45%

-2.42%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

Volatility

QFRD vs. FMTM - Volatility Comparison


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Volatility by Period


QFRDFMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.67%

Volatility (6M)

Calculated over the trailing 6-month period

21.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

26.61%

-7.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

24.76%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

24.76%

-5.59%

QFRD vs. FMTM - Expense Ratio Comparison

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


Dividends

QFRD vs. FMTM - Dividend Comparison

QFRD's dividend yield for the trailing twelve months is around 0.11%, less than FMTM's 0.25% yield.


Frequently Asked Questions


QFRD and FMTM have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

FMTM has the higher dividend yield at 0.25%, compared with 0.11% for QFRD.

QFRD is categorized as Quality Factor, while FMTM is Momentum. Their fees differ too: 0.49% for QFRD and 0.45% for FMTM.

Portfolio Optimizer

Find the right allocation for QFRD and FMTM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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