SAMM vs. FMTM

Last updated Jun 4, 2026

SAMM (Strategas Macro Momentum ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both Momentum funds. Both are actively managed. Over the past year, SAMM returned 29.29% vs 63.62% for FMTM. Their correlation of 0.80 suggests significant overlap in exposure. SAMM charges 0.66%/yr vs 0.45%/yr for FMTM.

Performance

SAMM vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Momentum ETF (SAMM) 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, SAMM achieves a 11.69% return, which is significantly lower than FMTM's 31.75% return.

SAMM

• 1D: -1.23%
• 1M: 7.55%
• YTD: 11.69%
• 6M: 12.00%
• 1Y: 29.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FMTM

• 1D: 0.50%
• 1M: 6.28%
• YTD: 31.75%
• 6M: 34.74%
• 1Y: 63.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SAMM vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
SAMM Strategas Macro Momentum ETF	11.69%	19.13%
FMTM MarketDesk Focused U.S. Momentum ETF	31.75%	27.90%

Correlation

The correlation between SAMM and FMTM is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025	0.80

The correlation between SAMM and FMTM has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

Return for Risk

SAMM vs. FMTM — Risk / Return Rank

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

SAMM

SAMM Risk / Return Rank: 58
SAMM Sharpe Ratio Rank: 51
SAMM Sortino Ratio Rank: 50
SAMM Omega Ratio Rank: 49
SAMM Calmar Ratio Rank: 71
SAMM Martin Ratio Rank: 68

FMTM

FMTM Risk / Return Rank: 82
FMTM Sharpe Ratio Rank: 84
FMTM Sortino Ratio Rank: 74
FMTM Omega Ratio Rank: 76
FMTM Calmar Ratio Rank: 88
FMTM Martin Ratio Rank: 89

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.

SAMM vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Momentum ETF (SAMM) 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.

	SAMM	FMTM	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.80	-1.08
Sortino ratio: Return per unit of downside risk	2.38	3.43	-1.04
Omega ratio: Gain probability vs. loss probability	1.30	1.46	-0.16
Calmar ratio: Return relative to maximum drawdown	3.49	5.28	-1.78
Martin ratio: Return relative to average drawdown	12.39	20.62	-8.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAMM vs. FMTM - Sharpe Ratio Comparison

The current SAMM Sharpe Ratio is 1.72, which is lower than the FMTM Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of SAMM 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.

Sharpe Ratios by Period

	SAMM	FMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.80	-1.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	2.38	-1.52

Drawdowns

SAMM vs. FMTM - Drawdown Comparison

The maximum SAMM drawdown since its inception was -24.09%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for SAMM and FMTM.

Drawdown Indicators

	SAMM	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-24.09%	-12.12%	-11.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-12.12%	+3.69%
Current Drawdown Current decline from peak	-1.23%	0.00%	-1.23%
Average Drawdown Average peak-to-trough decline	-4.36%	-1.89%	-2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	3.10%	-0.73%

Volatility

SAMM vs. FMTM - Volatility Comparison

Strategas Macro Momentum ETF (SAMM) and MarketDesk Focused U.S. Momentum ETF (FMTM) have volatilities of 6.74% and 6.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMM	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.74%	6.52%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	12.74%	17.83%	-5.09%
Volatility (1Y) Calculated over the trailing 1-year period	17.09%	22.82%	-5.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.83%	22.94%	-4.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	22.94%	-4.11%

SAMM vs. FMTM - Expense Ratio Comparison

SAMM has a 0.66% expense ratio, which is higher than FMTM's 0.45% expense ratio.

Dividends

SAMM vs. FMTM - Dividend Comparison

SAMM's dividend yield for the trailing twelve months is around 0.92%, more than FMTM's 0.22% yield.

Position	TTM	2025	2024
FMTM MarketDesk Focused U.S. Momentum ETF	0.22%	0.30%	0.00%
SAMM Strategas Macro Momentum ETF	0.92%	1.03%	0.70%

Frequently Asked Questions

Can I hold both SAMM and FMTM in my portfolio?

SAMM and FMTM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMM or FMTM?

SAMM has higher volatility (6.74%) compared to FMTM (6.52%). In terms of maximum drawdown, SAMM dropped -24.09% vs FMTM's -12.12%.

Which ETF is better, SAMM or FMTM?

On 1-year performance, FMTM leads with 63.62% vs 29.29% for SAMM. On fees, FMTM is cheaper at 0.45% per year. On volatility, FMTM has been the lower-risk option at 6.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAMM or FMTM?

Over the 1-year period, FMTM has performed better with a 63.62% return vs 29.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAMM or FMTM?

FMTM is cheaper with a 0.45% expense ratio, compared with 0.66% for SAMM.

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

SAMM has the higher dividend yield at 0.92%, compared with 0.22% for FMTM.

What is the main difference between SAMM and FMTM?

Their fees differ too: 0.66% for SAMM and 0.45% for FMTM.

Which has better risk-adjusted returns?

FMTM currently has the higher Sharpe Ratio (2.80 vs 1.72), 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.