BKMC vs. TMFM

Last updated Jun 6, 2026

BKMC (BNY Mellon US Mid Cap Core Equity ETF) and TMFM (Motley Fool Mid-Cap Growth ETF) are both Mid Cap Growth Equities funds. BKMC is passively managed, while TMFM is actively managed. Over the past 3 years, BKMC returned 15.21%/yr vs 2.98%/yr for TMFM. Their correlation of 0.87 suggests significant overlap in exposure. BKMC charges 0.04%/yr vs 0.85%/yr for TMFM.

Performance

BKMC vs. TMFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon US Mid Cap Core Equity ETF (BKMC) and Motley Fool Mid-Cap Growth ETF (TMFM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BKMC achieves a 9.44% return, which is significantly higher than TMFM's -9.35% return.

BKMC

• 1D: -2.24%
• 1M: -0.91%
• YTD: 9.44%
• 6M: 8.56%
• 1Y: 21.32%
• 3Y*: 15.21%
• 5Y*: 7.49%
• 10Y*: —

TMFM

• 1D: -1.04%
• 1M: 3.52%
• YTD: -9.35%
• 6M: -10.98%
• 1Y: -19.32%
• 3Y*: 2.98%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BKMC vs. TMFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BKMC BNY Mellon US Mid Cap Core Equity ETF	9.44%	8.74%	13.78%	17.50%	-16.03%	2.67%
TMFM Motley Fool Mid-Cap Growth ETF	-9.35%	-8.98%	17.54%	21.81%	-27.36%	2.08%

Correlation

The correlation between BKMC and TMFM is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021	0.87

The correlation between BKMC and TMFM shifts across timeframes, from 0.71 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

BKMC vs. TMFM - Sectors Allocation Comparison

Sectors	BKMC	TMFM
Industrials	22.9%	21.4%
Technology	16.2%	28.5%
Financial Services	12.4%	14.0%
Healthcare	11.4%	23.9%
Consumer Cyclical	9.1%	4.9%
Real Estate	7.6%	5.1%
Basic Materials	4.6%	-
Consumer Defensive	4.3%	2.2%
Communication Services	3.5%	-
Energy	3.3%	-
Utilities	2.4%	-

Return for Risk

BKMC vs. TMFM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKMC

BKMC Risk / Return Rank: 45
BKMC Sharpe Ratio Rank: 42
BKMC Sortino Ratio Rank: 43
BKMC Omega Ratio Rank: 39
BKMC Calmar Ratio Rank: 47
BKMC Martin Ratio Rank: 52

TMFM

TMFM Risk / Return Rank: 2
TMFM Sharpe Ratio Rank: 1
TMFM Sortino Ratio Rank: 2
TMFM Omega Ratio Rank: 2
TMFM Calmar Ratio Rank: 3
TMFM Martin Ratio Rank: 3

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKMC vs. TMFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Mid Cap Core Equity ETF (BKMC) and Motley Fool Mid-Cap Growth ETF (TMFM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BKMC	TMFM	Difference
Sharpe ratio: Return per unit of total volatility	1.40	-1.03	+2.44
Sortino ratio: Return per unit of downside risk	2.07	-1.47	+3.54
Omega ratio: Gain probability vs. loss probability	1.25	0.84	+0.40
Calmar ratio: Return relative to maximum drawdown	2.18	-0.71	+2.89
Martin ratio: Return relative to average drawdown	8.38	-1.31	+9.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKMC vs. TMFM - Sharpe Ratio Comparison

The current BKMC Sharpe Ratio is 1.40, which is higher than the TMFM Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of BKMC and TMFM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BKMC	TMFM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	-1.03	+2.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	-0.14	+0.95

Drawdowns

BKMC vs. TMFM - Drawdown Comparison

The maximum BKMC drawdown since its inception was -25.02%, smaller than the maximum TMFM drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for BKMC and TMFM.

Drawdown Indicators

	BKMC	TMFM	Difference
Max Drawdown Largest peak-to-trough decline	-25.02%	-31.75%	+6.73%
Max Drawdown (1Y) Largest decline over 1 year	-9.82%	-27.34%	+17.52%
Max Drawdown (3Y) Largest decline over 3 years	-23.68%	-31.75%	+8.07%
Max Drawdown (5Y) Largest decline over 5 years	-25.02%	—	—
Current Drawdown Current decline from peak	-2.24%	-26.24%	+24.00%
Average Drawdown Average peak-to-trough decline	-6.54%	-15.87%	+9.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	14.76%	-12.21%

Volatility

BKMC vs. TMFM - Volatility Comparison

The current volatility for BNY Mellon US Mid Cap Core Equity ETF (BKMC) is 4.46%, while Motley Fool Mid-Cap Growth ETF (TMFM) has a volatility of 8.08%. This indicates that BKMC experiences smaller price fluctuations and is considered to be less risky than TMFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKMC	TMFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	8.08%	-3.62%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	15.57%	-4.39%
Volatility (1Y) Calculated over the trailing 1-year period	15.28%	18.77%	-3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.79%	20.62%	-1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	20.62%	-1.45%

BKMC vs. TMFM - Expense Ratio Comparison

BKMC has a 0.04% expense ratio, which is lower than TMFM's 0.85% expense ratio.

Dividends

BKMC vs. TMFM - Dividend Comparison

BKMC's dividend yield for the trailing twelve months is around 1.40%, more than TMFM's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BKMC BNY Mellon US Mid Cap Core Equity ETF	1.40%	1.35%	1.54%	1.38%	1.63%	1.15%	0.86%
TMFM Motley Fool Mid-Cap Growth ETF	0.07%	0.06%	16.27%	2.55%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BKMC and TMFM in my portfolio?

BKMC and TMFM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BKMC or TMFM?

TMFM has higher volatility (8.08%) compared to BKMC (4.46%). In terms of maximum drawdown, BKMC dropped -25.02% vs TMFM's -31.75%.

Which ETF is better, BKMC or TMFM?

On 3-year performance, BKMC leads with 15.21% vs 2.98% for TMFM. On fees, BKMC is cheaper at 0.04% per year. On volatility, BKMC has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BKMC or TMFM?

Over the 3-year period, BKMC has performed better with a 15.21% return vs 2.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BKMC or TMFM?

BKMC is cheaper with a 0.04% expense ratio, compared with 0.85% for TMFM.

Which ETF pays a higher dividend yield, BKMC or TMFM?

BKMC has the higher dividend yield at 1.40%, compared with 0.07% for TMFM.

What is the main difference between BKMC and TMFM?

They also come from different issuers: BNY Mellon and Motley Fool. Their fees differ too: 0.04% for BKMC and 0.85% for TMFM.

Which has better risk-adjusted returns?

BKMC currently has the higher Sharpe Ratio (1.40 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.