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MFIG vs. TMFG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFIG vs. TMFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Innovative Growth Factor ETF (MFIG) and Motley Fool Global Opportunities ETF (TMFG). The values are adjusted to include any dividend payments, if applicable.

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MFIG vs. TMFG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MFIG achieves a -10.10% return, which is significantly lower than TMFG's -6.31% return.


MFIG

1D
3.06%
1M
-4.67%
YTD
-10.10%
6M
1Y
3Y*
5Y*
10Y*

TMFG

1D
2.54%
1M
-6.31%
YTD
-6.31%
6M
-5.36%
1Y
2.37%
3Y*
9.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFIG vs. TMFG - Expense Ratio Comparison

MFIG has a 0.50% expense ratio, which is lower than TMFG's 0.85% expense ratio.


Return for Risk

MFIG vs. TMFG — Risk / Return Rank

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

MFIG

TMFG
TMFG Risk / Return Rank: 1616
Overall Rank
TMFG Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 1616
Sortino Ratio Rank
TMFG Omega Ratio Rank: 1515
Omega Ratio Rank
TMFG Calmar Ratio Rank: 1616
Calmar Ratio Rank
TMFG Martin Ratio Rank: 1616
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. TMFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Innovative Growth Factor ETF (MFIG) and Motley Fool Global Opportunities ETF (TMFG). 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.


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

MFIG vs. TMFG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFIGTMFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.74

0.09

-1.83

Correlation

The correlation between MFIG and TMFG is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MFIG vs. TMFG - Dividend Comparison

MFIG has not paid dividends to shareholders, while TMFG's dividend yield for the trailing twelve months is around 0.29%.


TTM2025202420232022
MFIG
Motley Fool Innovative Growth Factor ETF
0.00%0.00%0.00%0.00%0.00%
TMFG
Motley Fool Global Opportunities ETF
0.29%0.27%13.94%5.42%0.70%

Drawdowns

MFIG vs. TMFG - Drawdown Comparison

The maximum MFIG drawdown since its inception was -14.29%, smaller than the maximum TMFG drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for MFIG and TMFG.


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Drawdown Indicators


MFIGTMFGDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-33.66%

+19.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

Current Drawdown

Current decline from peak

-11.61%

-9.06%

-2.55%

Average Drawdown

Average peak-to-trough decline

-5.10%

-10.83%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

Volatility

MFIG vs. TMFG - Volatility Comparison


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Volatility by Period


MFIGTMFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

16.98%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

18.80%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

18.80%

-1.30%