PortfoliosLab logoPortfoliosLab logo
MFMO vs. DARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFMO vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Momentum Factor ETF (MFMO) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MFMO achieves a 25.49% return, which is significantly lower than DARP's 32.67% return.


MFMO

1D
0.71%
1M
11.78%
YTD
25.49%
6M
1Y
3Y*
5Y*
10Y*

DARP

1D
-0.76%
1M
8.18%
YTD
32.67%
6M
34.22%
1Y
82.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFMO vs. DARP - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
25.49%-1.90%
DARP
Grizzle Growth ETF
32.67%0.28%

Correlation

The correlation between MFMO and DARP is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.82

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MFMO vs. DARP — Risk / Return Rank

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

MFMO

DARP
DARP Risk / Return Rank: 9191
Overall Rank
DARP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DARP Sortino Ratio Rank: 8888
Sortino Ratio Rank
DARP Omega Ratio Rank: 8787
Omega Ratio Rank
DARP Calmar Ratio Rank: 9393
Calmar Ratio Rank
DARP Martin Ratio Rank: 9494
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.

MFMO vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and Grizzle Growth ETF (DARP). 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.

MFMO vs. DARP - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MFMODARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.59

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

1.49

+0.76

Drawdowns

MFMO vs. DARP - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for MFMO and DARP.


Loading charts...

Drawdown Indicators


MFMODARPDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-30.27%

+18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

Current Drawdown

Current decline from peak

0.00%

-0.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

-2.42%

-4.64%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

Volatility

MFMO vs. DARP - Volatility Comparison


Loading charts...

Volatility by Period


MFMODARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

23.16%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

26.11%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

26.11%

-1.61%

MFMO vs. DARP - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is lower than DARP's 0.75% expense ratio.


Dividends

MFMO vs. DARP - Dividend Comparison

MFMO has not paid dividends to shareholders, while DARP's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM202520242023
DARP
Grizzle Growth ETF
0.33%0.43%1.93%0.32%
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


MFMO and DARP have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MFMO is cheaper with a 0.50% expense ratio, compared with 0.75% for DARP.

DARP has the higher dividend yield at 0.33%, compared with 0.00% for MFMO.

MFMO is categorized as Momentum, while DARP is Large Cap Growth Equities. They also come from different issuers: Motley Fool and Grizzle. Their fees differ too: 0.50% for MFMO and 0.75% for DARP.

Portfolio Optimizer

Find the right allocation for MFMO and DARP

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

Open Portfolio Optimizer