SZNE vs. FMTM

Last updated Jun 24, 2026

SZNE (Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - SZNE is a Large Cap Blend Equities fund tracking the Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index, while FMTM is a Momentum fund. SZNE is passively managed, while FMTM is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. SZNE charges 0.60%/yr vs 0.45%/yr for FMTM.

Performance

SZNE vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SZNE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FMTM

• 1D: -3.43%
• 1M: 4.31%
• YTD: 30.53%
• 6M: 28.10%
• 1Y: 61.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SZNE vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF	9.68%	-0.63%
FMTM MarketDesk Focused U.S. Momentum ETF	30.53%	28.21%

Correlation

The correlation between SZNE and FMTM is 0.53, 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	0.53
Correlation (All Time) Calculated using the full available price history since Mar 20, 2025	0.56

The correlation between SZNE and FMTM has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

Return for Risk

SZNE vs. FMTM — Risk / Return Rank

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

SZNE

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

FMTM

FMTM Risk / Return Rank: 81
FMTM Sharpe Ratio Rank: 82
FMTM Sortino Ratio Rank: 72
FMTM Omega Ratio Rank: 74
FMTM Calmar Ratio Rank: 89
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.

SZNE vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) 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.

	SZNE	FMTM	Difference
Sharpe ratio: Return per unit of total volatility	—	2.53	—
Sortino ratio: Return per unit of downside risk	—	3.09	—
Omega ratio: Gain probability vs. loss probability	—	1.42	—
Calmar ratio: Return relative to maximum drawdown	—	5.06	—
Martin ratio: Return relative to average drawdown	—	19.29	—

Drawdowns

Drawdown Indicators

	SZNE	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	—	-12.12%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.12%	—
Current Drawdown Current decline from peak	—	-3.43%	—
Average Drawdown Average peak-to-trough decline	—	-1.91%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.17%	—

Volatility

Volatility by Period

	SZNE	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	24.27%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	23.68%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	23.68%	—

SZNE vs. FMTM - Expense Ratio Comparison

SZNE has a 0.60% expense ratio, which is higher than FMTM's 0.45% expense ratio.

Dividends

SZNE vs. FMTM - Dividend Comparison

SZNE's dividend yield for the trailing twelve months is around 1.23%, more than FMTM's 0.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FMTM MarketDesk Focused U.S. Momentum ETF	0.23%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SZNE Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF	1.23%	1.47%	1.20%	1.21%	1.11%	0.79%	1.37%	0.90%	0.68%

Frequently Asked Questions

Can I hold both SZNE and FMTM in my portfolio?

SZNE and FMTM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SZNE or FMTM?

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.

Which ETF is cheaper, SZNE or FMTM?

FMTM is cheaper with a 0.45% expense ratio, compared with 0.60% for SZNE.

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

SZNE has the higher dividend yield at 1.23%, compared with 0.23% for FMTM.

What is the main difference between SZNE and FMTM?

SZNE is categorized as Large Cap Blend Equities, while FMTM is Momentum. Their fees differ too: 0.60% for SZNE and 0.45% for FMTM.