STXG vs. FMTM
STXG (Strive 1000 Growth ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - STXG is a Large Cap Growth Equities fund tracking the Bloomberg US 1000 Growth, while FMTM is a Momentum fund. STXG is passively managed, while FMTM is actively managed. Over the past year, STXG returned 29.72% vs 63.21% for FMTM. A 0.68 correlation means they provide meaningful diversification when combined. STXG charges 0.18%/yr vs 0.45%/yr for FMTM.
Performance
STXG vs. FMTM - Performance Comparison
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Returns By Period
In the year-to-date period, STXG achieves a 11.15% return, which is significantly lower than FMTM's 31.09% return.
STXG
- 1D
- 0.10%
- 1M
- 6.55%
- YTD
- 11.15%
- 6M
- 10.91%
- 1Y
- 29.72%
- 3Y*
- 24.12%
- 5Y*
- —
- 10Y*
- —
FMTM
- 1D
- 2.89%
- 1M
- 5.88%
- YTD
- 31.09%
- 6M
- 32.17%
- 1Y
- 63.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STXG vs. FMTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STXG Strive 1000 Growth ETF | 11.15% | 25.72% |
FMTM MarketDesk Focused U.S. Momentum ETF | 31.09% | 27.90% |
Correlation
The correlation between STXG and FMTM is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.68 |
The correlation between STXG and FMTM has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
STXG vs. FMTM — Risk / Return Rank
STXG
FMTM
STXG vs. FMTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Growth ETF (STXG) 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.
| STXG | FMTM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 2.78 | -0.71 |
Sortino ratioReturn per unit of downside risk | 2.83 | 3.41 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.46 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 5.24 | -2.85 |
Martin ratioReturn relative to average drawdown | 9.70 | 20.53 | -10.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STXG | FMTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.78 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 2.36 | -0.93 |
Drawdowns
STXG vs. FMTM - Drawdown Comparison
The maximum STXG drawdown since its inception was -21.22%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for STXG and FMTM.
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Drawdown Indicators
| STXG | FMTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.22% | -12.12% | -9.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.12% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -1.89% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.10% | +0.01% |
Volatility
STXG vs. FMTM - Volatility Comparison
The current volatility for Strive 1000 Growth ETF (STXG) is 3.49%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 6.52%. This indicates that STXG 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.
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Volatility by Period
| STXG | FMTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 6.52% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 17.88% | -6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 22.82% | -8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 22.98% | -5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 22.98% | -5.45% |
STXG vs. FMTM - Expense Ratio Comparison
STXG has a 0.18% expense ratio, which is lower than FMTM's 0.45% expense ratio.
Dividends
STXG vs. FMTM - Dividend Comparison
STXG's dividend yield for the trailing twelve months is around 0.45%, more than FMTM's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FMTM MarketDesk Focused U.S. Momentum ETF | 0.23% | 0.30% | 0.00% | 0.00% | 0.00% |
STXG Strive 1000 Growth ETF | 0.45% | 0.48% | 0.51% | 0.55% | 0.16% |
Frequently Asked Questions
STXG and FMTM have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMTM has higher volatility (6.52%) compared to STXG (3.49%). In terms of maximum drawdown, STXG dropped -21.22% vs FMTM's -12.12%.
On 1-year performance, FMTM leads with 63.21% vs 29.72% for STXG. On fees, STXG is cheaper at 0.18% per year. On volatility, STXG has been the lower-risk option at 3.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FMTM has performed better with a 63.21% return vs 29.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STXG is cheaper with a 0.18% expense ratio, compared with 0.45% for FMTM.
STXG has the higher dividend yield at 0.45%, compared with 0.23% for FMTM.
STXG is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.18% for STXG and 0.45% for FMTM.
FMTM currently has the higher Sharpe Ratio (2.78 vs 2.07), 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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