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Sortino ratio is not yet available for MFMO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Motley Fool Momentum Factor ETF's Sortino Ratio with other ETFs in the Momentum, Large Cap Growth Equities category across multiple time periods, showing how MFMO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
ULVMVictoryShares US Value Momentum ETF3.92
SPVMInvesco S&P 500 Value with Momentum ETF3.73
DGROiShares Core Dividend Growth ETF3.55
XMVMInvesco S&P MidCap Value with Momentum ETF3.49
USVMVictoryShares US Small Mid Cap Value Momentum ETF3.38
QARPXtrackers Russell 1000 US Quality at a Reasonable Price ETF3.22
XSVMInvesco S&P SmallCap Value with Momentum ETF3.22
UIVMVictoryShares International Value Momentum ETF3.18
PTHInvesco DWA Healthcare Momentum ETF3.15
ROUSHartford Multifactor US Equity ETF3.15
MFMOMotley Fool Momentum Factor ETF
Benchmark

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Time Period

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Historical Sortino Ratio

The chart shows MFMO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MFMO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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