MFMO vs. IQM
MFMO (Motley Fool Momentum Factor ETF) and IQM (Franklin Intelligent Machines ETF) are both exchange-traded funds - MFMO is a Momentum fund actively managed by Motley Fool, while IQM is a Large Cap Growth Equities fund actively managed by Franklin Templeton. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.50% expense ratio.
Performance
MFMO vs. IQM - Performance Comparison
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Returns By Period
In the year-to-date period, MFMO achieves a 24.12% return, which is significantly lower than IQM's 34.32% return.
MFMO
- 1D
- -3.40%
- 1M
- 1.24%
- YTD
- 24.12%
- 6M
- 22.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQM
- 1D
- -0.62%
- 1M
- 2.95%
- YTD
- 34.32%
- 6M
- 30.89%
- 1Y
- 61.93%
- 3Y*
- 35.24%
- 5Y*
- 20.00%
- 10Y*
- —
MFMO vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MFMO Motley Fool Momentum Factor ETF | 24.12% | -1.80% |
IQM Franklin Intelligent Machines ETF | 34.32% | -3.18% |
Correlation
The correlation between MFMO and IQM is 0.90, 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 9, 2025 | 0.90 |
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Return for Risk
MFMO vs. IQM — Risk / Return Rank
MFMO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IQM
MFMO vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and Franklin Intelligent Machines ETF (IQM). 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.
| MFMO | IQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.23 | — |
| Martin ratioReturn relative to average drawdown | — | 13.19 | — |
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Drawdowns
MFMO vs. IQM - Drawdown Comparison
The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for MFMO and IQM.
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Drawdown Indicators
| MFMO | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.05% | -44.91% | +32.86% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.71% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -30.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.91% | — |
Current DrawdownCurrent decline from peak | -3.40% | -6.78% | +3.38% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -12.18% | +9.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.71% | — |
Volatility
MFMO vs. IQM - Volatility Comparison
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Volatility by Period
| MFMO | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.35% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 26.01% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.66% | 31.46% | -4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 29.56% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.66% | 31.09% | -4.43% |
MFMO vs. IQM - Expense Ratio Comparison
Both MFMO and IQM have an expense ratio of 0.50%.
Dividends
MFMO vs. IQM - Dividend Comparison
Neither MFMO nor IQM has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% |
MFMO Motley Fool Momentum Factor ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, MFMO and IQM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MFMO and IQM have the same expense ratio: 0.50% per year.
MFMO and IQM have nearly identical dividend yields, around 0.00%.
MFMO is categorized as Momentum, while IQM is Large Cap Growth Equities. They also come from different issuers: Motley Fool and Franklin Templeton.
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