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MFIG vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFIG vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Innovative Growth Factor ETF (MFIG) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFIG achieves a 2.59% return, which is significantly lower than GUSH's 84.27% return.


MFIG

1D
-0.13%
1M
-2.33%
6M
4.85%
YTD
2.59%
1Y
3Y*
5Y*
10Y*
ALL TIME*

GUSH

1D
2.66%
1M
29.75%
6M
50.64%
YTD
84.27%
1Y
87.82%
3Y*
5.22%
5Y*
20.49%
10Y*
-34.13%
ALL TIME*
-41.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.81M$32.68M$31.93M
$110.73K$153.60K$228.83K

MFIG vs. GUSH - Yearly Performance Comparison


Correlation

The correlation between MFIG and GUSH is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

-0.33

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Return for Risk

MFIG vs. GUSH — Risk / Return Rank

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

MFIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GUSH
GUSH Risk / Return Rank: 5252
Overall Rank
GUSH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 5151
Sortino Ratio Rank
GUSH Omega Ratio Rank: 5050
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5959
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4242
Martin Ratio Rank
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.

MFIG vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Innovative Growth Factor ETF (MFIG) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


MFIGGUSHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

2.07

Martin ratioReturn relative to average drawdown

4.68

MFIG vs. GUSH - Sharpe Ratio Comparison


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Drawdowns

MFIG vs. GUSH - Drawdown Comparison

The maximum MFIG drawdown since its inception was -14.29%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for MFIG and GUSH.


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Drawdown Indicators


MFIGGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-99.98%

+85.69%

Max Drawdown (1Y)

Largest decline over 1 year

-36.18%

Max Drawdown (3Y)

Largest decline over 3 years

-63.59%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-3.76%

-99.77%

+96.01%

Average Drawdown

Average peak-to-trough decline

-4.34%

-92.98%

+88.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.04%

Volatility

MFIG vs. GUSH - Volatility Comparison


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Volatility by Period


MFIGGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.40%

Volatility (6M)

Calculated over the trailing 6-month period

45.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

56.92%

-40.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

67.48%

-50.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

92.83%

-76.06%

MFIG vs. GUSH - Expense Ratio Comparison

MFIG has a 0.50% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

MFIG vs. GUSH - Dividend Comparison

MFIG has not paid dividends to shareholders, while GUSH's dividend yield for the trailing twelve months is around 1.18%.


PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.18%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
MFIG
Motley Fool Innovative Growth 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


MFIG and GUSH have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MFIG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MFIG is cheaper with a 0.50% expense ratio, compared with 1.17% for GUSH.

GUSH has the higher dividend yield at 1.18%, compared with 0.00% for MFIG.

MFIG is categorized as Large Cap Growth Equities, while GUSH is Leveraged Equities. MFIG tracks Motley Fool Innovative Growth Index, while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: Motley Fool and Direxion. Their fees differ too: 0.50% for MFIG and 1.17% for GUSH.

Portfolio Optimizer

Find the right allocation for MFIG and GUSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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