EQIN vs. MFVL

Last updated Jun 4, 2026

EQIN (Columbia U.S. Equity Income ETF) and MFVL (Motley Fool Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. EQIN charges 0.35%/yr vs 0.50%/yr for MFVL.

Performance

EQIN vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EQIN achieves a 7.94% return, which is significantly higher than MFVL's 0.39% return.

EQIN

• 1D: -0.46%
• 1M: 2.17%
• YTD: 7.94%
• 6M: 9.70%
• 1Y: 17.40%
• 3Y*: 14.91%
• 5Y*: 9.28%
• 10Y*: —

MFVL

• 1D: -1.06%
• 1M: 0.90%
• YTD: 0.39%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EQIN vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
EQIN Columbia U.S. Equity Income ETF	7.94%	1.79%
MFVL Motley Fool Value Factor ETF	0.39%	1.39%

Correlation

The correlation between EQIN and MFVL is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025	0.70

Return for Risk

EQIN vs. MFVL — Risk / Return Rank

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

EQIN

EQIN Risk / Return Rank: 54
EQIN Sharpe Ratio Rank: 50
EQIN Sortino Ratio Rank: 52
EQIN Omega Ratio Rank: 48
EQIN Calmar Ratio Rank: 66
EQIN Martin Ratio Rank: 56

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.

EQIN vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) and Motley Fool Value Factor ETF (MFVL). 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.

	EQIN	MFVL	Difference
Sharpe ratio: Return per unit of total volatility	1.70	—	—
Sortino ratio: Return per unit of downside risk	2.50	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	3.23	—	—
Martin ratio: Return relative to average drawdown	9.62	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EQIN	MFVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.31	+0.35

Drawdowns

EQIN vs. MFVL - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than MFVL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for EQIN and MFVL.

Drawdown Indicators

	EQIN	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-42.16%	-7.03%	-35.13%
Max Drawdown (1Y) Largest decline over 1 year	-5.41%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	—	—
Current Drawdown Current decline from peak	-0.46%	-3.29%	+2.83%
Average Drawdown Average peak-to-trough decline	-4.89%	-2.42%	-2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	—	—

Volatility

Volatility by Period

	EQIN	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.32%	12.15%	-1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	12.15%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.64%	12.15%	+6.49%

EQIN vs. MFVL - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is lower than MFVL's 0.50% expense ratio.

Dividends

EQIN vs. MFVL - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.91%, while MFVL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EQIN Columbia U.S. Equity Income ETF	1.91%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EQIN and MFVL in my portfolio?

EQIN and MFVL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EQIN or MFVL?

On fees, EQIN is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EQIN or MFVL?

EQIN is cheaper with a 0.35% expense ratio, compared with 0.50% for MFVL.

Which ETF pays a higher dividend yield, EQIN or MFVL?

EQIN has the higher dividend yield at 1.91%, compared with 0.00% for MFVL.

What is the main difference between EQIN and MFVL?

They also come from different issuers: Columbia and Motley Fool. Their fees differ too: 0.35% for EQIN and 0.50% for MFVL.