MFMO vs. TMFM

Last updated Apr 1, 2026

Compare and contrast key facts about Motley Fool Momentum Factor ETF (MFMO) and Motley Fool Mid-Cap Growth ETF (TMFM).

MFMO and TMFM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MFMO is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025. TMFM is an actively managed fund by Motley Fool. It was launched on Jun 17, 2014.

Performance

MFMO vs. TMFM - Performance Comparison

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

MFMO vs. TMFM - Yearly Performance Comparison

	2026 (YTD)	2025
MFMO Motley Fool Momentum Factor ETF	-3.60%	-1.90%
TMFM Motley Fool Mid-Cap Growth ETF	-14.00%	-0.40%

Returns By Period

In the year-to-date period, MFMO achieves a -3.60% return, which is significantly higher than TMFM's -14.00% return.

MFMO

• 1D: 4.34%
• 1M: -4.98%
• YTD: -3.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TMFM

• 1D: 2.00%
• 1M: -10.04%
• YTD: -14.00%
• 6M: -18.69%
• 1Y: -19.31%
• 3Y*: 2.05%
• 5Y*: —
• 10Y*: —

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

MFMO vs. TMFM - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is lower than TMFM's 0.85% expense ratio.

TMFM

Motley Fool Mid-Cap Growth ETF

MFMO

Motley Fool Momentum Factor ETF

Return for Risk

MFMO vs. TMFM — Risk / Return Rank

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

TMFM

TMFM Risk / Return Rank: 1
TMFM Sharpe Ratio Rank: 1
TMFM Sortino Ratio Rank: 1
TMFM Omega Ratio Rank: 1
TMFM Calmar Ratio Rank: 2
TMFM Martin Ratio Rank: 1

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. TMFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and Motley Fool Mid-Cap Growth ETF (TMFM). 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	TMFM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.70	-0.21	-0.50

Correlation

The correlation between MFMO and TMFM is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MFMO vs. TMFM - Dividend Comparison

MFMO has not paid dividends to shareholders, while TMFM's dividend yield for the trailing twelve months is around 0.07%.

	TTM	2025	2024	2023
MFMO Motley Fool Momentum Factor ETF	0.00%	0.00%	0.00%	0.00%
TMFM Motley Fool Mid-Cap Growth ETF	0.07%	0.06%	16.27%	2.55%

Drawdowns

MFMO vs. TMFM - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum TMFM drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for MFMO and TMFM.

Drawdown Indicators

	MFMO	TMFM	Difference
Max Drawdown Largest peak-to-trough decline	-12.05%	-31.75%	+19.70%
Max Drawdown (1Y) Largest decline over 1 year	—	-27.34%	—
Current Drawdown Current decline from peak	-8.23%	-30.02%	+21.79%
Average Drawdown Average peak-to-trough decline	-3.04%	-15.38%	+12.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.28%	—

Volatility

Volatility by Period

	MFMO	TMFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.19%	21.27%	+2.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.19%	20.48%	+3.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.19%	20.48%	+3.71%