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MFIG vs. QARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFIG vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Innovative Growth Factor ETF (MFIG) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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 3.61% return, which is significantly lower than QARP's 12.07% return.


MFIG

1D
-1.58%
1M
2.58%
6M
4.23%
YTD
3.61%
1Y
3Y*
5Y*
10Y*

QARP

1D
-0.63%
1M
2.08%
6M
9.01%
YTD
12.07%
1Y
23.49%
3Y*
16.84%
5Y*
11.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFIG vs. QARP - Yearly Performance Comparison


Correlation

The correlation between MFIG and QARP is 0.68, 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 9, 2025

0.68

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Return for Risk

MFIG vs. QARP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


QARP
QARP Risk / Return Rank: 8585
Overall Rank
QARP Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 8787
Sortino Ratio Rank
QARP Omega Ratio Rank: 8585
Omega Ratio Rank
QARP Calmar Ratio Rank: 8080
Calmar Ratio Rank
QARP Martin Ratio Rank: 8888
Martin Ratio Rank
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.

MFIG vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Innovative Growth Factor ETF (MFIG) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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.


MFIGQARPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.25

Martin ratioReturn relative to average drawdown

14.45

MFIG vs. QARP - Sharpe Ratio Comparison


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Drawdowns

MFIG vs. QARP - Drawdown Comparison

The maximum MFIG drawdown since its inception was -14.29%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for MFIG and QARP.


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Drawdown Indicators


MFIGQARPDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-35.44%

+21.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Current Drawdown

Current decline from peak

-2.81%

-0.63%

-2.18%

Average Drawdown

Average peak-to-trough decline

-4.35%

-4.39%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

Volatility

MFIG vs. QARP - Volatility Comparison


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Volatility by Period


MFIGQARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

10.60%

+6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

15.54%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

19.55%

-2.57%

MFIG vs. QARP - Expense Ratio Comparison

MFIG has a 0.50% expense ratio, which is higher than QARP's 0.19% expense ratio.


Dividends

MFIG vs. QARP - Dividend Comparison

MFIG has not paid dividends to shareholders, while QARP's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018
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%
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.03%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%

Frequently Asked Questions


MFIG and QARP have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QARP is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QARP is cheaper with a 0.19% expense ratio, compared with 0.50% for MFIG.

QARP has the higher dividend yield at 1.03%, compared with 0.00% for MFIG.

MFIG tracks Motley Fool Innovative Growth Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. They also come from different issuers: Motley Fool and Deutsche Bank. Their fees differ too: 0.50% for MFIG and 0.19% for QARP.

Portfolio Optimizer

Find the right allocation for MFIG and QARP

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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