GLRY vs. TMFC

Last updated Apr 1, 2026

Compare and contrast key facts about Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Motley Fool 100 Index ETF (TMFC).

GLRY and TMFC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLRY is an actively managed fund by Inspire. It was launched on Dec 7, 2020. TMFC is a passively managed fund by Motley Fool that tracks the performance of the Motley Fool 100 Index. It was launched on Jan 29, 2018.

Performance

GLRY vs. TMFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Motley Fool 100 Index ETF (TMFC). The values are adjusted to include any dividend payments, if applicable.

GLRY vs. TMFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	3.74%	16.50%	16.59%	19.58%	-22.50%	15.97%	4.13%
TMFC Motley Fool 100 Index ETF	-8.08%	19.55%	35.17%	47.04%	-30.86%	25.30%	2.55%

Returns By Period

In the year-to-date period, GLRY achieves a 3.74% return, which is significantly higher than TMFC's -8.08% return.

GLRY

• 1D: 3.80%
• 1M: -5.69%
• YTD: 3.74%
• 6M: -0.09%
• 1Y: 28.93%
• 3Y*: 16.18%
• 5Y*: 6.26%
• 10Y*: —

TMFC

• 1D: 2.97%
• 1M: -4.93%
• YTD: -8.08%
• 6M: -6.33%
• 1Y: 18.78%
• 3Y*: 23.36%
• 5Y*: 13.08%
• 10Y*: —

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

GLRY vs. TMFC - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than TMFC's 0.50% expense ratio.

GLRY

Inspire Faithward Mid Cap Momentum ESG ETF

TMFC

Motley Fool 100 Index ETF

Return for Risk

GLRY vs. TMFC — Risk / Return Rank

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

GLRY

GLRY Risk / Return Rank: 78
GLRY Sharpe Ratio Rank: 75
GLRY Sortino Ratio Rank: 76
GLRY Omega Ratio Rank: 73
GLRY Calmar Ratio Rank: 87
GLRY Martin Ratio Rank: 81

TMFC

TMFC Risk / Return Rank: 60
TMFC Sharpe Ratio Rank: 56
TMFC Sortino Ratio Rank: 60
TMFC Omega Ratio Rank: 61
TMFC Calmar Ratio Rank: 65
TMFC Martin Ratio Rank: 60

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.

GLRY vs. TMFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Motley Fool 100 Index ETF (TMFC). 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.

	GLRY	TMFC	Difference
Sharpe ratio Return per unit of total volatility	1.34	0.93	+0.40
Sortino ratio Return per unit of downside risk	1.91	1.47	+0.45
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.06
Calmar ratio Return relative to maximum drawdown	2.67	1.52	+1.15
Martin ratio Return relative to average drawdown	8.78	5.42	+3.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLRY vs. TMFC - Sharpe Ratio Comparison

The current GLRY Sharpe Ratio is 1.34, which is higher than the TMFC Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of GLRY and TMFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GLRY	TMFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	0.93	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.64	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.74	-0.32

Correlation

The correlation between GLRY and TMFC is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GLRY vs. TMFC - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.27%, more than TMFC's 0.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.27%	0.34%	0.52%	1.07%	1.04%	4.00%	0.00%	0.00%	0.00%
TMFC Motley Fool 100 Index ETF	0.16%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%

Drawdowns

GLRY vs. TMFC - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, which is greater than TMFC's maximum drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for GLRY and TMFC.

Drawdown Indicators

	GLRY	TMFC	Difference
Max Drawdown Largest peak-to-trough decline	-40.60%	-33.06%	-7.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-12.64%	+1.71%
Max Drawdown (5Y) Largest decline over 5 years	-34.63%	-33.06%	-1.57%
Current Drawdown Current decline from peak	-7.50%	-9.95%	+2.45%
Average Drawdown Average peak-to-trough decline	-16.51%	-6.88%	-9.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	3.54%	-0.22%

Volatility

GLRY vs. TMFC - Volatility Comparison

Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a higher volatility of 7.83% compared to Motley Fool 100 Index ETF (TMFC) at 5.76%. This indicates that GLRY's price experiences larger fluctuations and is considered to be riskier than TMFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLRY	TMFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.83%	5.76%	+2.07%
Volatility (6M) Calculated over the trailing 6-month period	15.06%	10.52%	+4.54%
Volatility (1Y) Calculated over the trailing 1-year period	21.75%	20.21%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.14%	20.43%	-0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.48%	22.14%	-0.66%