VUG vs. FMTM

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Growth ETF (VUG) and MarketDesk Focused U.S. Momentum ETF (FMTM).

VUG and FMTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.

Performance

VUG vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

VUG vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
VUG Vanguard Growth ETF	-9.39%	29.60%
FMTM MarketDesk Focused U.S. Momentum ETF	10.10%	27.90%

Returns By Period

In the year-to-date period, VUG achieves a -9.39% return, which is significantly lower than FMTM's 10.10% return.

VUG

• 1D: 1.09%
• 1M: -4.37%
• YTD: -9.39%
• 6M: -8.17%
• 1Y: 18.52%
• 3Y*: 21.59%
• 5Y*: 11.67%
• 10Y*: 16.16%

FMTM

• 1D: 1.78%
• 1M: -6.27%
• YTD: 10.10%
• 6M: 17.46%
• 1Y: 39.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VUG vs. FMTM - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than FMTM's 0.45% expense ratio.

FMTM

MarketDesk Focused U.S. Momentum ETF

VUG

Vanguard Growth ETF

Return for Risk

VUG vs. FMTM — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 44
VUG Sharpe Ratio Rank: 42
VUG Sortino Ratio Rank: 46
VUG Omega Ratio Rank: 46
VUG Calmar Ratio Rank: 44
VUG Martin Ratio Rank: 43

FMTM

FMTM Risk / Return Rank: 84
FMTM Sharpe Ratio Rank: 83
FMTM Sortino Ratio Rank: 82
FMTM Omega Ratio Rank: 76
FMTM Calmar Ratio Rank: 90
FMTM Martin Ratio Rank: 90

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.

VUG vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.

	VUG	FMTM	Difference
Sharpe ratio Return per unit of total volatility	0.82	1.68	-0.86
Sortino ratio Return per unit of downside risk	1.32	2.20	-0.88
Omega ratio Gain probability vs. loss probability	1.19	1.30	-0.11
Calmar ratio Return relative to maximum drawdown	1.19	3.23	-2.04
Martin ratio Return relative to average drawdown	4.15	12.18	-8.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUG vs. FMTM - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 0.82, which is lower than the FMTM Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VUG and FMTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VUG	FMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	1.68	-0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	1.71	-1.13

Correlation

The correlation between VUG and FMTM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VUG vs. FMTM - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.45%, more than FMTM's 0.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
FMTM MarketDesk Focused U.S. Momentum ETF	0.27%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VUG vs. FMTM - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for VUG and FMTM.

Drawdown Indicators

	VUG	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-12.12%	-38.56%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-12.12%	-4.41%
Max Drawdown (5Y) Largest decline over 5 years	-35.61%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	—	—
Current Drawdown Current decline from peak	-12.25%	-6.27%	-5.98%
Average Drawdown Average peak-to-trough decline	-7.13%	-1.89%	-5.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.72%	3.21%	+1.51%

Volatility

VUG vs. FMTM - Volatility Comparison

The current volatility for Vanguard Growth ETF (VUG) is 7.12%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 10.78%. This indicates that VUG 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.

Volatility by Period

	VUG	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	10.78%	-3.66%
Volatility (6M) Calculated over the trailing 6-month period	12.70%	19.28%	-6.58%
Volatility (1Y) Calculated over the trailing 1-year period	22.70%	23.38%	-0.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.22%	23.19%	-0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.38%	23.19%	-1.81%