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SPIT vs. FMTM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIT vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Special Situations ETF (SPIT) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

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SPIT vs. FMTM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SPIT achieves a 2.31% return, which is significantly lower than FMTM's 8.17% return.


SPIT

1D
4.68%
1M
-6.38%
YTD
2.31%
6M
1Y
3Y*
5Y*
10Y*

FMTM

1D
4.80%
1M
-6.51%
YTD
8.17%
6M
16.49%
1Y
36.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPIT vs. FMTM - Expense Ratio Comparison

SPIT has a 0.89% expense ratio, which is higher than FMTM's 0.45% expense ratio.


Return for Risk

SPIT vs. FMTM — Risk / Return Rank

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

SPIT

FMTM
FMTM Risk / Return Rank: 8585
Overall Rank
FMTM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 8282
Sortino Ratio Rank
FMTM Omega Ratio Rank: 7777
Omega Ratio Rank
FMTM Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMTM Martin Ratio Rank: 9191
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.

SPIT vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) 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.


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

SPIT vs. FMTM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPITFMTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.61

-1.01

Correlation

The correlation between SPIT and FMTM is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPIT vs. FMTM - Dividend Comparison

SPIT's dividend yield for the trailing twelve months is around 7.02%, more than FMTM's 0.27% yield.


Drawdowns

SPIT vs. FMTM - Drawdown Comparison

The maximum SPIT drawdown since its inception was -12.49%, roughly equal to the maximum FMTM drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for SPIT and FMTM.


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Drawdown Indicators


SPITFMTMDifference

Max Drawdown

Largest peak-to-trough decline

-12.49%

-12.12%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

Current Drawdown

Current decline from peak

-8.39%

-7.90%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.00%

-1.88%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

Volatility

SPIT vs. FMTM - Volatility Comparison


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Volatility by Period


SPITFMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

23.34%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.61%

23.18%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.61%

23.18%

+4.43%