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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 Jun 3, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
HLALWahed FTSE USA Shariah ETF4.68
FDRRFidelity Dividend ETF for Rising Rates4.27
NACPImpact Shares NAACP Minority Empowerment ETF4.25
VEGNUS Vegan Climate ETF4.22
DARPGrizzle Growth ETF4.18
PIEInvesco DWA Emerging Markets Momentum ETF4.05
BBLUEa Bridgeway Blue Chip ETF3.94
ULVMVictoryShares US Value Momentum ETF3.92
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF3.87
QQQAProShares Nasdaq-100 Dorsey Wright Momentum ETF3.86
MFMOMotley Fool Momentum Factor ETF

S&P 500 Index

How to choose period

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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