CAFG vs. TMFS

Last updated Jun 5, 2026

CAFG (Pacer US Small Cap Cash Cows Growth Leaders ETF) and TMFS (Motley Fool Small-Cap Growth ETF) are both Small Cap Growth Equities funds. CAFG is passively managed, while TMFS is actively managed. Over the past 3 years, CAFG returned 15.59%/yr vs 6.97%/yr for TMFS. Their correlation of 0.81 suggests significant overlap in exposure. CAFG charges 0.59%/yr vs 0.85%/yr for TMFS.

Performance

CAFG vs. TMFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG) and Motley Fool Small-Cap Growth ETF (TMFS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CAFG achieves a 27.15% return, which is significantly higher than TMFS's -3.58% return.

CAFG

• 1D: 1.09%
• 1M: 2.66%
• YTD: 27.15%
• 6M: 25.89%
• 1Y: 32.91%
• 3Y*: 15.59%
• 5Y*: —
• 10Y*: —

TMFS

• 1D: 1.17%
• 1M: -3.22%
• YTD: -3.58%
• 6M: -5.16%
• 1Y: -3.09%
• 3Y*: 6.97%
• 5Y*: -1.45%
• 10Y*: —

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

CAFG vs. TMFS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CAFG Pacer US Small Cap Cash Cows Growth Leaders ETF	27.15%	0.17%	6.95%	20.44%
TMFS Motley Fool Small-Cap Growth ETF	-3.58%	-1.59%	15.41%	14.17%

Correlation

The correlation between CAFG and TMFS is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since May 3, 2023	0.81

The correlation between CAFG and TMFS has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

CAFG vs. TMFS - Sectors Allocation Comparison

Sectors	CAFG	TMFS
Technology	30.8%	26.6%
Industrials	19.3%	23.8%
Healthcare	18.8%	20.9%
Energy	13.4%	2.4%
Consumer Cyclical	7.2%	5.8%
Communication Services	3.7%	-
Consumer Defensive	3.0%	0.0%
Basic Materials	2.4%	2.4%
Utilities	1.4%	-
Financial Services	-	13.1%
Real Estate	-	5.2%

Return for Risk

CAFG vs. TMFS — Risk / Return Rank

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

CAFG

CAFG Risk / Return Rank: 64
CAFG Sharpe Ratio Rank: 57
CAFG Sortino Ratio Rank: 58
CAFG Omega Ratio Rank: 53
CAFG Calmar Ratio Rank: 80
CAFG Martin Ratio Rank: 71

TMFS

TMFS Risk / Return Rank: 7
TMFS Sharpe Ratio Rank: 8
TMFS Sortino Ratio Rank: 7
TMFS Omega Ratio Rank: 7
TMFS Calmar Ratio Rank: 7
TMFS Martin Ratio Rank: 7

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.

CAFG vs. TMFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG) and Motley Fool Small-Cap Growth ETF (TMFS). 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.

	CAFG	TMFS	Difference
Sharpe ratio: Return per unit of total volatility	1.90	-0.16	+2.06
Sortino ratio: Return per unit of downside risk	2.72	-0.09	+2.81
Omega ratio: Gain probability vs. loss probability	1.32	0.99	+0.33
Calmar ratio: Return relative to maximum drawdown	4.06	-0.20	+4.26
Martin ratio: Return relative to average drawdown	13.23	-0.54	+13.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAFG vs. TMFS - Sharpe Ratio Comparison

The current CAFG Sharpe Ratio is 1.90, which is higher than the TMFS Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CAFG and TMFS, 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

	CAFG	TMFS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	-0.16	+2.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.33	+0.57

Drawdowns

CAFG vs. TMFS - Drawdown Comparison

The maximum CAFG drawdown since its inception was -23.66%, smaller than the maximum TMFS drawdown of -48.79%. Use the drawdown chart below to compare losses from any high point for CAFG and TMFS.

Drawdown Indicators

	CAFG	TMFS	Difference
Max Drawdown Largest peak-to-trough decline	-23.66%	-48.79%	+25.13%
Max Drawdown (1Y) Largest decline over 1 year	-8.13%	-15.73%	+7.60%
Max Drawdown (3Y) Largest decline over 3 years	-23.66%	-27.05%	+3.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-45.68%	—
Current Drawdown Current decline from peak	0.00%	-21.88%	+21.88%
Average Drawdown Average peak-to-trough decline	-5.52%	-19.47%	+13.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	5.70%	-3.21%

Volatility

CAFG vs. TMFS - Volatility Comparison

The current volatility for Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG) is 4.61%, while Motley Fool Small-Cap Growth ETF (TMFS) has a volatility of 5.37%. This indicates that CAFG experiences smaller price fluctuations and is considered to be less risky than TMFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAFG	TMFS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	5.37%	-0.76%
Volatility (6M) Calculated over the trailing 6-month period	12.78%	14.03%	-1.25%
Volatility (1Y) Calculated over the trailing 1-year period	17.40%	19.60%	-2.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.57%	22.94%	-3.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.57%	25.51%	-5.94%

CAFG vs. TMFS - Expense Ratio Comparison

CAFG has a 0.59% expense ratio, which is lower than TMFS's 0.85% expense ratio.

Dividends

CAFG vs. TMFS - Dividend Comparison

CAFG's dividend yield for the trailing twelve months is around 0.34%, while TMFS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CAFG Pacer US Small Cap Cash Cows Growth Leaders ETF	0.34%	0.35%	0.36%	0.39%	0.00%	0.00%	0.00%	0.00%
TMFS Motley Fool Small-Cap Growth ETF	0.00%	0.00%	0.00%	0.00%	0.34%	2.37%	5.57%	2.65%

Frequently Asked Questions

Can I hold both CAFG and TMFS in my portfolio?

CAFG and TMFS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CAFG or TMFS?

TMFS has higher volatility (5.37%) compared to CAFG (4.61%). In terms of maximum drawdown, CAFG dropped -23.66% vs TMFS's -48.79%.

Which ETF is better, CAFG or TMFS?

On 3-year performance, CAFG leads with 15.59% vs 6.97% for TMFS. On fees, CAFG is cheaper at 0.59% per year. On volatility, CAFG has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CAFG or TMFS?

Over the 3-year period, CAFG has performed better with a 15.59% return vs 6.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CAFG or TMFS?

CAFG is cheaper with a 0.59% expense ratio, compared with 0.85% for TMFS.

Which ETF pays a higher dividend yield, CAFG or TMFS?

CAFG has the higher dividend yield at 0.34%, compared with 0.00% for TMFS.

What is the main difference between CAFG and TMFS?

They also come from different issuers: Pacer and Motley Fool. Their fees differ too: 0.59% for CAFG and 0.85% for TMFS.

Which has better risk-adjusted returns?

CAFG currently has the higher Sharpe Ratio (1.90 vs -0.16), 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.