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FDMO vs NRK

Comparison between FIDELITY MOMENTUM FACTOR ETF (FDMO, ETF) and Nuveen New York AMT-Free Quality Municipal Income Fund (NRK, ETF).

5-Year PerformanceFDMO has outperformed NRK, delivering a return of +15.0% compared to +0.0%

FDMO vs NRK - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FDMO
$957M
Winner
NRK
$957M
Expense Ratio
FDMO
0.15%
NRK
N/A
Max Drawdown
Winner
FDMO
34.17%
NRK
46.37%
Sharpe Ratio
FDMO
1.05
Winner
NRK
1.79
5Y Beta
FDMO
1.19
Winner
NRK
0.16
P/E Ratio
FDMO
32.66
NRK
N/A
Forward P/E
FDMO
20.70
NRK
N/A
PEG Ratio
FDMO
0.31
NRK
N/A
5Y Dividends CAGR
Winner
FDMO
12.96%
NRK
9.09%
5Y EPS CAGR
FDMO
27.68%
NRK
N/A
Debt to Equity
FDMO
31.67%
NRK
N/A
P/S Ratio
FDMO
4.42
NRK
N/A
P/B Ratio
FDMO
6.03
NRK
N/A

FDMO vs NRK - Historical Returns

Returns include dividend reinvestment.

1M
FDMO
-3.60%
Winner
NRK
-0.53%
3M
Winner
FDMO
+8.14%
NRK
+2.29%
6M
Winner
FDMO
+10.75%
NRK
+7.13%
1Y
Winner
FDMO
+24.03%
NRK
+20.54%
5Y(CAGR)
Winner
FDMO
+15.01%
NRK
+0.02%
10Y(CAGR)
Winner
FDMO
+15.57%
NRK
+2.10%
Max(CAGR)
Winner
FDMO
+15.57%
NRK
+4.08%

FDMO vs NRK - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

YearFDMONRK
2026+12.81%+8.71%
2025+21.00%+4.13%
2024+34.43%+5.74%
2023+25.71%+6.59%
2022-19.61%-21.42%
2021+23.81%+6.56%
2020+20.80%+3.94%
2019+25.42%+19.69%
2018-4.72%-6.11%
2017+23.58%+6.33%
2016+1.88%+3.57%
2015N/A+6.96%
2014N/A+11.31%
2013N/A-15.66%
2012N/A+11.87%
2011N/A+11.65%
2010N/A+3.48%
2009N/A+36.66%
2008N/A-20.43%
2007N/A-0.73%
2006N/A+11.71%
2005N/A+7.22%
2004N/A-5.53%
2003N/A+10.32%

FDMO vs NRK Drawdown Comparison

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

The maximum drawdown for NRK was -40.13%, occurring on Oct 10, 2008. Recovery took 397 trading sessions.

The current FDMO drawdown is -3.61%. The current NRK drawdown is -2.10%.

RankFDMONRK
#1-33.93%
Feb 19, 2020 - Aug 3, 2020
-40.13%
Jan 14, 2008 - Aug 11, 2009
#2-25.44%
Nov 8, 2021 - Dec 27, 2023
-31.05%
Aug 10, 2021 - Jul 1, 2026
#3-21.88%
Feb 18, 2025 - Jun 24, 2025
-24.00%
Nov 23, 2012 - Feb 11, 2016
#4-21.72%
Oct 1, 2018 - Jun 10, 2019
-23.09%
Feb 24, 2020 - Dec 30, 2020
#5-12.22%
Jan 28, 2026 - Apr 17, 2026
-21.71%
Mar 10, 2004 - Jul 18, 2005
#6-12.15%
Feb 12, 2021 - Apr 26, 2021
-15.65%
Sep 14, 2010 - Jan 18, 2012
#7-10.43%
Jan 26, 2018 - Jun 4, 2018
-13.07%
Aug 12, 2016 - May 1, 2019
#8-10.22%
Jul 16, 2024 - Sep 19, 2024
-12.56%
Jul 14, 2003 - Dec 31, 2003
#9-9.90%
Sep 2, 2020 - Oct 12, 2020
-11.79%
Jul 25, 2005 - Sep 27, 2006
#10-8.92%
Oct 13, 2020 - Nov 30, 2020
-11.55%
Mar 30, 2007 - Jan 14, 2008
#11-7.65%
Apr 27, 2021 - Jun 25, 2021
-7.62%
Mar 13, 2012 - Jul 2, 2012
#12-7.34%
Oct 29, 2025 - Jan 5, 2026
-7.50%
Oct 7, 2009 - Mar 3, 2010
#13-6.89%
Mar 21, 2024 - May 9, 2024
-4.24%
Feb 4, 2003 - Feb 27, 2003
#14-6.70%
Jul 15, 2019 - Dec 20, 2019
-4.21%
Sep 3, 2019 - Dec 23, 2019
#15-6.02%
Jun 30, 2026 - Jul 20, 2026
-3.80%
Dec 12, 2006 - Feb 6, 2007

Correlation

Correlation between FDMO and NRK is 0.61 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.61
-101

Dividend Comparison (2003 - 2026)

FDMO vs NRK dividend yield comparison.

YearFDMONRK
20260.29%4.54%
20250.61%8.21%
20240.90%6.74%
20230.87%4.06%
20221.19%5.41%
20210.60%4.18%
20200.77%4.15%
20191.23%3.98%
20181.22%4.68%
20171.09%4.85%
20160.45%5.37%
20150.00%5.44%
20140.00%6.27%
20130.00%5.86%
20120.00%4.40%
20110.00%4.80%
20100.00%5.60%
20090.00%4.98%
20080.00%6.39%
20070.00%4.84%
20060.00%4.77%
20050.00%5.73%
20040.00%6.52%
20030.00%5.34%

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