FCUS vs. TMFM

Last updated Aug 4, 2026

FCUS (Pinnacle Focused Opportunities ETF) and TMFM (Motley Fool Mid-Cap Growth ETF) are both Mid Cap Growth Equities funds. Both are actively managed. Over the past 3 years, FCUS returned 23.69%/yr vs 3.61%/yr for TMFM. Their 0.47 correlation means their historical movements had little consistent relationship. FCUS charges 0.79%/yr vs 0.85%/yr for TMFM.

Performance

FCUS vs. TMFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Focused Opportunities ETF (FCUS) 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, FCUS achieves a 17.24% return, which is significantly higher than TMFM's -3.65% return.

FCUS

• 1D: 2.14%
• 1M: -7.24%
• 6M: -0.92%
• YTD: 17.24%
• 1Y: 43.12%
• 3Y*: 23.69%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.38%

TMFM

• 1D: 2.26%
• 1M: 1.14%
• 6M: -0.24%
• YTD: -3.65%
• 1Y: -12.23%
• 3Y*: 3.61%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -1.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FCUS Pinnacle Focused Opportunities ETF	$891.93K	$907.74K	$1.11M
TMFM Motley Fool Mid-Cap Growth ETF	$160.88K	$175.97K	$232.99K

FCUS vs. TMFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FCUS Pinnacle Focused Opportunities ETF	17.24%	13.69%	30.59%	21.13%	0.87%
TMFM Motley Fool Mid-Cap Growth ETF	-3.65%	-8.98%	17.54%	21.81%	-0.90%

Correlation

The correlation between FCUS and TMFM is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (3Y) Balances recent behavior with more history.	0.42
Correlation (All Time) Calculated using the full available price history since Dec 30, 2022	0.47

Over the past year, the correlation between FCUS and TMFM has dropped to 0.08 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

FCUS vs. TMFM - Sectors Allocation Comparison

Sectors	FCUS	TMFM
Technology	50.3%	29.7%
Energy	22.8%	-
Industrials	11.7%	21.6%
Basic Materials	10.9%	-
Healthcare	2.6%	24.5%
Consumer Defensive	2.3%	2.6%
Communication Services	2.2%	-
Consumer Cyclical	2.1%	3.5%
Financial Services	-	14.2%
Real Estate	-	3.9%
Utilities	-	-

Return for Risk

FCUS vs. TMFM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FCUS

FCUS Risk / Return Rank: 41
FCUS Sharpe Ratio Rank: 40
FCUS Sortino Ratio Rank: 38
FCUS Omega Ratio Rank: 40
FCUS Calmar Ratio Rank: 39
FCUS Martin Ratio Rank: 46

TMFM

TMFM Risk / Return Rank: 5
TMFM Sharpe Ratio Rank: 4
TMFM Sortino Ratio Rank: 4
TMFM Omega Ratio Rank: 4
TMFM Calmar Ratio Rank: 5
TMFM Martin Ratio Rank: 6

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FCUS vs. TMFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Focused Opportunities ETF (FCUS) 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.

	FCUS	TMFM	Difference
Sharpe ratio: Return per unit of total volatility	1.04	-0.62	+1.66
Sortino ratio: Return per unit of downside risk	1.49	-0.82	+2.31
Omega ratio: Gain probability vs. loss probability	1.20	0.91	+0.28
Calmar ratio: Return relative to maximum drawdown	1.39	-0.49	+1.87
Martin ratio: Return relative to average drawdown	5.40	-0.84	+6.25

FCUS vs. TMFM - Sharpe Ratio Comparison

The current FCUS Sharpe Ratio is 1.04, which is higher than the TMFM Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of FCUS 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

FCUS vs. TMFM - Drawdown Comparison

The maximum FCUS drawdown since its inception was -39.89%, which is greater than TMFM's maximum drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for FCUS and TMFM.

Drawdown Indicators

	FCUS	TMFM	Difference
Max Drawdown Largest peak-to-trough decline	-39.89%	-31.75%	-8.14%
Max Drawdown (1Y) Largest decline over 1 year	-31.26%	-25.13%	-6.13%
Max Drawdown (3Y) Largest decline over 3 years	-39.89%	-31.75%	-8.14%
Current Drawdown Current decline from peak	-21.87%	-21.60%	-0.27%
Average Drawdown Average peak-to-trough decline	-7.81%	-16.16%	+8.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.00%	14.53%	-6.53%

Volatility

FCUS vs. TMFM - Volatility Comparison

Pinnacle Focused Opportunities ETF (FCUS) has a higher volatility of 19.49% compared to Motley Fool Mid-Cap Growth ETF (TMFM) at 6.31%. This indicates that FCUS'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

	FCUS	TMFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.49%	6.31%	+13.18%
Volatility (6M) Calculated over the trailing 6-month period	33.63%	16.37%	+17.26%
Volatility (1Y) Calculated over the trailing 1-year period	41.67%	19.75%	+21.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.09%	20.62%	+11.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.09%	20.62%	+11.47%

FCUS vs. TMFM - Expense Ratio Comparison

FCUS has a 0.79% expense ratio, which is lower than TMFM's 0.85% expense ratio.

Dividends

FCUS vs. TMFM - Dividend Comparison

FCUS's dividend yield for the trailing twelve months is around 3.69%, more than TMFM's 0.06% yield.

Position	TTM	2025	2024	2023
FCUS Pinnacle Focused Opportunities ETF	3.69%	4.33%	11.19%	0.00%
TMFM Motley Fool Mid-Cap Growth ETF	0.06%	0.06%	16.27%	2.55%

Frequently Asked Questions

Can I hold both FCUS and TMFM in my portfolio?

FCUS and TMFM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCUS or TMFM?

FCUS has higher volatility (19.49%) compared to TMFM (6.31%). In terms of maximum drawdown, FCUS dropped -39.89% vs TMFM's -31.75%.

Which ETF is better, FCUS or TMFM?

On 3-year performance, FCUS leads with 23.69% vs 3.61% for TMFM. On fees, FCUS is cheaper at 0.79% per year. On volatility, TMFM has been the lower-risk option at 6.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCUS or TMFM?

Over the 3-year period, FCUS has performed better with a 23.69% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCUS or TMFM?

FCUS is cheaper with a 0.79% expense ratio, compared with 0.85% for TMFM.

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

FCUS has the higher dividend yield at 3.69%, compared with 0.06% for TMFM.

What is the main difference between FCUS and TMFM?

They also come from different issuers: Pinnacle and Motley Fool. Their fees differ too: 0.79% for FCUS and 0.85% for TMFM.

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (1.04 vs -0.62), 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.