FDMO vs ISHG

Comparison between FIDELITY MOMENTUM FACTOR ETF (FDMO, ETF) and ISHARES 1-3 YEAR INTERNATIONAL TREASURY BOND ETF (ISHG, ETF).

5-Year PerformanceFDMO has outperformed ISHG, delivering a return of +16.5% compared to -1.1%

FDMO vs ISHG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDMO(ETF)	ISHG(ETF)
Net Assets	$903M	$907M
Expense Ratio	0.15%	0.35%
Max Drawdown	34.17%	42.96%
Sharpe Ratio	1.43	-0.29
5Y Beta	1.18	0.02
P/E Ratio	32.24	N/A
Forward P/E	22.37	N/A
PEG Ratio	0.38	N/A
5Y Dividends CAGR	9.85%	N/A
5Y EPS CAGR	28.34%	N/A
Debt to Equity	29.75%	N/A
P/S Ratio	4.37	N/A
P/B Ratio	5.90	N/A

Net Assets

FDMO

$903M

Winner

ISHG

$907M

Expense Ratio

Winner

FDMO

0.15%

ISHG

0.35%

Max Drawdown

Winner

FDMO

34.17%

ISHG

42.96%

Sharpe Ratio

Winner

FDMO

1.43

ISHG

-0.29

5Y Beta

FDMO

1.18

Winner

ISHG

0.02

P/E Ratio

FDMO

32.24

ISHG

N/A

Forward P/E

FDMO

22.37

ISHG

N/A

PEG Ratio

FDMO

0.38

ISHG

N/A

5Y Dividends CAGR

FDMO

9.85%

ISHG

N/A

5Y EPS CAGR

FDMO

28.34%

ISHG

N/A

Debt to Equity

FDMO

29.75%

ISHG

N/A

P/S Ratio

FDMO

4.37

ISHG

N/A

P/B Ratio

FDMO

5.90

ISHG

N/A

FDMO vs ISHG - Historical Returns

Returns include dividend reinvestment.

Period	FDMO	ISHG
1 month	+4.42%	+0.14%
3 months	+19.03%	+0.99%
6 months	+17.62%	+0.32%
1 year	+34.14%	+1.44%
5 years(CAGR)	+16.48%	-1.06%
10 years(CAGR)	+16.04%	-0.17%
Max(CAGR)	+16.04%	-0.59%

Winner

FDMO

+4.42%

ISHG

+0.14%

Winner

FDMO

+19.03%

ISHG

+0.99%

Winner

FDMO

+17.62%

ISHG

+0.32%

Winner

FDMO

+34.14%

ISHG

+1.44%

5Y(CAGR)

Winner

FDMO

+16.48%

ISHG

-1.06%

10Y(CAGR)

Winner

FDMO

+16.04%

ISHG

-0.17%

Max(CAGR)

Winner

FDMO

+16.04%

ISHG

-0.59%

FDMO vs ISHG - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	FDMO	ISHG
2026	+15.65%	+0.24%
2025	+21.00%	+14.14%
2024	+34.43%	-3.11%
2023	+25.71%	+4.98%
2022	-19.61%	-10.41%
2021	+23.81%	-7.29%
2020	+20.80%	+7.71%
2019	+25.42%	-0.18%
2018	-4.72%	-3.81%
2017	+23.58%	+11.12%
2016	+1.88%	-1.77%
2015	N/A	-6.94%
2014	N/A	-9.81%
2013	N/A	-2.37%
2012	N/A	+1.41%
2011	N/A	-2.94%
2010	N/A	+0.59%
2009	N/A	+7.31%

FDMO vs ISHG Drawdown Comparison

The maximum drawdown for FDMO was -33.93%, occurring on Mar 23, 2020. Recovery took 115 trading sessions.

The maximum drawdown for ISHG was -37.24%, occurring on Sep 27, 2022. This drawdown has not yet recovered.

The current ISHG drawdown is -22.17%.

Rank	FDMO	ISHG
#1	-33.93% Feb 19, 2020 - Aug 3, 2020	-37.24% May 4, 2011 - Sep 27, 2022
#2	-25.44% Nov 8, 2021 - Dec 27, 2023	-15.06% Dec 1, 2009 - Mar 21, 2011
#3	-21.88% Feb 18, 2025 - Jun 24, 2025	-5.65% Jan 28, 2009 - Mar 19, 2009
#4	-21.72% Oct 1, 2018 - Jun 10, 2019	-4.09% Mar 19, 2009 - May 8, 2009
#5	-12.22% Jan 28, 2026 - Apr 17, 2026	-3.93% Jun 2, 2009 - Jul 22, 2009
#6	-12.15% Feb 12, 2021 - Apr 26, 2021	-2.10% Aug 3, 2009 - Sep 8, 2009
#7	-10.43% Jan 26, 2018 - Jun 4, 2018	-1.78% Oct 21, 2009 - Nov 16, 2009
#8	-10.22% Jul 16, 2024 - Sep 19, 2024	-1.61% Mar 21, 2011 - Apr 12, 2011
#9	-9.90% Sep 2, 2020 - Oct 12, 2020	-1.30% Jul 22, 2009 - Jul 31, 2009
#10	-8.92% Oct 13, 2020 - Nov 30, 2020	-1.01% Nov 16, 2009 - Nov 25, 2009
#11	-7.65% Apr 27, 2021 - Jun 25, 2021	-0.91% Sep 17, 2009 - Oct 6, 2009
#12	-7.34% Oct 29, 2025 - Jan 5, 2026	-0.90% May 22, 2009 - May 29, 2009
#13	-6.89% Mar 21, 2024 - May 9, 2024	-0.90% Oct 8, 2009 - Oct 14, 2009
#14	-6.70% Jul 15, 2019 - Dec 20, 2019	-0.87% Apr 14, 2011 - Apr 20, 2011
#15	-5.75% Jun 2, 2026 - Jun 15, 2026	-0.69% May 14, 2009 - May 19, 2009

Correlation

Correlation between FDMO and ISHG is -0.20 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.20

-101

Dividend Comparison (2009 - 2026)

FDMO vs ISHG dividend yield comparison.

Year	FDMO	ISHG
2026	0.12%	0.00%
2025	0.61%	1.45%
2024	0.90%	2.56%
2023	0.87%	0.18%
2022	1.19%	0.00%
2021	0.60%	1.29%
2020	0.77%	0.00%
2019	1.23%	0.00%
2018	1.22%	1.80%
2017	1.09%	0.46%
2016	0.45%	0.00%
2015	0.00%	0.09%
2014	0.00%	0.42%
2013	0.00%	0.20%
2012	0.00%	1.55%
2011	0.00%	4.51%
2010	0.00%	0.97%
2009	0.00%	1.15%