ISHG vs FDMO

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

5-Year PerformanceFDMO has outperformed ISHG, delivering a return of +17.0% compared to -0.9%

ISHG vs FDMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ISHG(ETF)	FDMO(ETF)
Net Assets	$907M	$903M
Expense Ratio	0.35%	0.15%
Max Drawdown	42.96%	34.17%
Sharpe Ratio	-0.41	1.60
5Y Beta	0.02	1.18
P/E Ratio	N/A	33.53
Forward P/E	N/A	22.66
PEG Ratio	N/A	0.38
5Y Dividends CAGR	N/A	12.96%
5Y EPS CAGR	N/A	27.13%
Debt to Equity	N/A	31.52%

Net Assets

Winner

ISHG

$907M

FDMO

$903M

Expense Ratio

ISHG

0.35%

Winner

FDMO

0.15%

Max Drawdown

ISHG

42.96%

Winner

FDMO

34.17%

Sharpe Ratio

ISHG

-0.41

Winner

FDMO

1.60

5Y Beta

Winner

ISHG

0.02

FDMO

1.18

P/E Ratio

ISHG

N/A

FDMO

33.53

Forward P/E

ISHG

N/A

FDMO

22.66

PEG Ratio

ISHG

N/A

FDMO

0.38

5Y Dividends CAGR

ISHG

N/A

FDMO

12.96%

5Y EPS CAGR

ISHG

N/A

FDMO

27.13%

Debt to Equity

ISHG

N/A

FDMO

31.52%

ISHG vs FDMO - Historical Returns

Returns include dividend reinvestment.

Period	ISHG	FDMO
1 month	-1.40%	+6.32%
3 months	+0.40%	+20.35%
6 months	-0.70%	+18.71%
1 year	+0.84%	+35.39%
5 years(CAGR)	-0.93%	+17.02%
10 years(CAGR)	-0.30%	+16.08%
Max(CAGR)	-0.65%	+16.08%

ISHG

-1.40%

Winner

FDMO

+6.32%

ISHG

+0.40%

Winner

FDMO

+20.35%

ISHG

-0.70%

Winner

FDMO

+18.71%

ISHG

+0.84%

Winner

FDMO

+35.39%

5Y(CAGR)

ISHG

-0.93%

Winner

FDMO

+17.02%

10Y(CAGR)

ISHG

-0.30%

Winner

FDMO

+16.08%

Max(CAGR)

ISHG

-0.65%

Winner

FDMO

+16.08%

ISHG vs FDMO - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	ISHG	FDMO
2026	-0.93%	+16.15%
2025	+14.14%	+21.00%
2024	-3.11%	+34.43%
2023	+4.98%	+25.71%
2022	-10.41%	-19.61%
2021	-7.29%	+23.81%
2020	+7.71%	+20.80%
2019	-0.18%	+25.42%
2018	-3.81%	-4.72%
2017	+11.12%	+23.58%
2016	-1.77%	+1.88%
2015	-6.94%	N/A
2014	-9.81%	N/A
2013	-2.37%	N/A
2012	+1.41%	N/A
2011	-2.94%	N/A
2010	+0.59%	N/A
2009	+7.31%	N/A

ISHG vs FDMO Drawdown Comparison

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

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

The current ISHG drawdown is -23.08%.

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

Correlation

Correlation between ISHG and FDMO is -0.21 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.21

-101

Dividend Comparison (2009 - 2026)

ISHG vs FDMO dividend yield comparison.

Year	ISHG	FDMO
2026	0.00%	0.28%
2025	1.45%	0.61%
2024	2.56%	0.90%
2023	0.18%	0.87%
2022	0.00%	1.19%
2021	1.29%	0.60%
2020	0.00%	0.77%
2019	0.00%	1.23%
2018	1.80%	1.22%
2017	0.46%	1.09%
2016	0.00%	0.45%
2015	0.09%	0.00%
2014	0.42%	0.00%
2013	0.20%	0.00%
2012	1.55%	0.00%
2011	4.51%	0.00%
2010	0.97%	0.00%
2009	1.15%	0.00%