CSMD vs. TMFM

Last updated Jul 14, 2026

CSMD (Congress SMID Growth ETF) and TMFM (Motley Fool Mid-Cap Growth ETF) are both Mid Cap Growth Equities funds. Both are actively managed. Over the past year, CSMD returned 11.10% vs -16.65% for TMFM. A 0.74 correlation means they provide meaningful diversification when combined. CSMD charges 0.68%/yr vs 0.85%/yr for TMFM.

Performance

CSMD vs. TMFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Congress SMID Growth ETF (CSMD) 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, CSMD achieves a 9.52% return, which is significantly higher than TMFM's -6.90% return.

CSMD

• 1D: -1.68%
• 1M: -1.08%
• 6M: 3.10%
• YTD: 9.52%
• 1Y: 11.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TMFM

• 1D: 0.02%
• 1M: 2.46%
• 6M: -10.09%
• YTD: -6.90%
• 1Y: -16.65%
• 3Y*: 2.09%
• 5Y*: —
• 10Y*: —

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

CSMD vs. TMFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CSMD Congress SMID Growth ETF	9.52%	5.68%	12.70%	6.54%
TMFM Motley Fool Mid-Cap Growth ETF	-6.90%	-8.98%	17.54%	8.92%

Correlation

The correlation between CSMD and TMFM is 0.56, 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	0.56
Correlation (All Time) Calculated using the full available price history since Aug 22, 2023	0.74

The correlation between CSMD and TMFM shifts across timeframes, from 0.56 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

CSMD vs. TMFM - Sectors Allocation Comparison

Sectors	CSMD	TMFM
Industrials	32.5%	20.2%
Technology	23.8%	31.7%
Healthcare	15.2%	24.2%
Consumer Cyclical	9.1%	3.4%
Consumer Defensive	7.1%	2.3%
Financial Services	6.5%	13.6%
Energy	2.1%	-
Basic Materials	2.1%	-
Real Estate	1.6%	4.6%
Communication Services	-	-
Utilities	-	-

Return for Risk

CSMD vs. TMFM — Risk / Return Rank

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

CSMD

CSMD Risk / Return Rank: 20
CSMD Sharpe Ratio Rank: 20
CSMD Sortino Ratio Rank: 20
CSMD Omega Ratio Rank: 19
CSMD Calmar Ratio Rank: 21
CSMD Martin Ratio Rank: 23

TMFM

TMFM Risk / Return Rank: 3
TMFM Sharpe Ratio Rank: 2
TMFM Sortino Ratio Rank: 3
TMFM Omega Ratio Rank: 3
TMFM Calmar Ratio Rank: 4
TMFM Martin Ratio Rank: 4

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.

CSMD vs. TMFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress SMID Growth ETF (CSMD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CSMD	TMFM	Difference
Sharpe ratio: Return per unit of total volatility	0.54	-0.88	+1.42
Sortino ratio: Return per unit of downside risk	0.91	-1.22	+2.13
Omega ratio: Gain probability vs. loss probability	1.11	0.87	+0.24
Calmar ratio: Return relative to maximum drawdown	0.75	-0.63	+1.38
Martin ratio: Return relative to average drawdown	2.27	-1.09	+3.36

CSMD vs. TMFM - Sharpe Ratio Comparison

The current CSMD Sharpe Ratio is 0.54, which is higher than the TMFM Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of CSMD 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.

Drawdowns

CSMD vs. TMFM - Drawdown Comparison

The maximum CSMD drawdown since its inception was -22.54%, smaller than the maximum TMFM drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for CSMD and TMFM.

Drawdown Indicators

	CSMD	TMFM	Difference
Max Drawdown Largest peak-to-trough decline	-22.54%	-31.75%	+9.21%
Max Drawdown (1Y) Largest decline over 1 year	-14.79%	-26.59%	+11.80%
Max Drawdown (3Y) Largest decline over 3 years	—	-31.75%	—
Current Drawdown Current decline from peak	-5.10%	-24.24%	+19.14%
Average Drawdown Average peak-to-trough decline	-4.64%	-16.05%	+11.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.90%	15.34%	-10.44%

Volatility

CSMD vs. TMFM - Volatility Comparison

Congress SMID Growth ETF (CSMD) has a higher volatility of 7.21% compared to Motley Fool Mid-Cap Growth ETF (TMFM) at 5.37%. This indicates that CSMD's price experiences larger fluctuations and is considered to be riskier than TMFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSMD	TMFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.21%	5.37%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	16.07%	15.91%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	20.57%	19.13%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.04%	20.57%	-0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.04%	20.57%	-0.53%

CSMD vs. TMFM - Expense Ratio Comparison

CSMD has a 0.68% expense ratio, which is lower than TMFM's 0.85% expense ratio.

Dividends

CSMD vs. TMFM - Dividend Comparison

CSMD has not paid dividends to shareholders, while TMFM's dividend yield for the trailing twelve months is around 0.07%.

Position	TTM	2025	2024	2023
CSMD Congress SMID Growth ETF	0.00%	0.00%	0.40%	0.02%
TMFM Motley Fool Mid-Cap Growth ETF	0.07%	0.06%	16.27%	2.55%

Frequently Asked Questions

Can I hold both CSMD and TMFM in my portfolio?

CSMD and TMFM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSMD or TMFM?

CSMD has higher volatility (7.21%) compared to TMFM (5.37%). In terms of maximum drawdown, CSMD dropped -22.54% vs TMFM's -31.75%.

Which ETF is better, CSMD or TMFM?

On 1-year performance, CSMD leads with 11.10% vs -16.65% for TMFM. On fees, CSMD is cheaper at 0.68% per year. On volatility, TMFM has been the lower-risk option at 5.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CSMD or TMFM?

Over the 1-year period, CSMD has performed better with a 11.10% return vs -16.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CSMD or TMFM?

CSMD is cheaper with a 0.68% expense ratio, compared with 0.85% for TMFM.

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

TMFM has the higher dividend yield at 0.07%, compared with 0.00% for CSMD.

What is the main difference between CSMD and TMFM?

They also come from different issuers: Congress and Motley Fool. Their fees differ too: 0.68% for CSMD and 0.85% for TMFM.

Which has better risk-adjusted returns?

CSMD currently has the higher Sharpe Ratio (0.54 vs -0.88), 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.