MFMO vs. TMFC

Last updated Jun 4, 2026

MFMO (Motley Fool Momentum Factor ETF) and TMFC (Motley Fool 100 Index ETF) are both exchange-traded funds - MFMO is a Momentum fund actively managed by Motley Fool, while TMFC is a Large Cap Growth Equities fund tracking the Motley Fool 100 Index. MFMO is actively managed, while TMFC is passively managed. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 0.50% expense ratio.

Performance

MFMO vs. TMFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Momentum Factor ETF (MFMO) and Motley Fool 100 Index ETF (TMFC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MFMO achieves a 25.49% return, which is significantly higher than TMFC's 8.44% return.

MFMO

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

TMFC

• 1D: -0.85%
• 1M: 4.54%
• YTD: 8.44%
• 6M: 8.14%
• 1Y: 25.76%
• 3Y*: 26.20%
• 5Y*: 15.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MFMO vs. TMFC - Yearly Performance Comparison

	2026 (YTD)	2025
MFMO Motley Fool Momentum Factor ETF	25.49%	-1.90%
TMFC Motley Fool 100 Index ETF	8.44%	-0.32%

Correlation

The correlation between MFMO and TMFC is 0.80, 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 10, 2025	0.80

Return for Risk

MFMO vs. TMFC — Risk / Return Rank

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

TMFC

TMFC Risk / Return Rank: 49
TMFC Sharpe Ratio Rank: 55
TMFC Sortino Ratio Rank: 53
TMFC Omega Ratio Rank: 53
TMFC Calmar Ratio Rank: 40
TMFC Martin Ratio Rank: 46

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. TMFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and Motley Fool 100 Index ETF (TMFC). 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.

Sharpe Ratios by Period

	MFMO	TMFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.91	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.24	0.83	+1.41

Drawdowns

MFMO vs. TMFC - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum TMFC drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for MFMO and TMFC.

Drawdown Indicators

	MFMO	TMFC	Difference
Max Drawdown Largest peak-to-trough decline	-12.05%	-33.06%	+21.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.64%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.06%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.06%	—
Current Drawdown Current decline from peak	0.00%	-1.11%	+1.11%
Average Drawdown Average peak-to-trough decline	-2.42%	-6.77%	+4.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.39%	—

Volatility

Volatility by Period

	MFMO	TMFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.50%	13.52%	+10.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.50%	20.37%	+4.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.50%	21.99%	+2.51%

MFMO vs. TMFC - Expense Ratio Comparison

Both MFMO and TMFC have an expense ratio of 0.50%.

Dividends

MFMO vs. TMFC - Dividend Comparison

MFMO has not paid dividends to shareholders, while TMFC's dividend yield for the trailing twelve months is around 0.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MFMO Motley Fool Momentum Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TMFC Motley Fool 100 Index ETF	0.13%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%

Frequently Asked Questions

Can I hold both MFMO and TMFC in my portfolio?

MFMO and TMFC have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MFMO or TMFC?

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MFMO or TMFC?

MFMO and TMFC have the same expense ratio: 0.50% per year.

Which ETF pays a higher dividend yield, MFMO or TMFC?

TMFC has the higher dividend yield at 0.13%, compared with 0.00% for MFMO.

What is the main difference between MFMO and TMFC?

MFMO is categorized as Momentum, while TMFC is Large Cap Growth Equities.