Joe trained, competed, and taught in the mixed martial arts world for seven years, but that wasn't the only thing he had going. During training breaks at the Taekwondo gym in Boston he went to, Joe would goof off with his friends. They remarked on how funny he was, enough to convince him to get on stage.

He soon decided to stop competing. As he said in an interview with Black Belt magazine in 2002 about stand-up and competing, "...as far as competition, there was no way I could do both.” However, Joe never stopped training.

As it turns out, the focus and confidence he gained from martial arts helped prepare him for the stage.

"I mean, what’s the worst thing that’s gonna happen — they’re not gonna laugh? Whatever!... With fighting, you put your life on the line. It’s a lot more difficult," Joe explained. He also noted how fighters can make for great comedians because of their desensitization to some of the more shocking aspects of fighting.