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MFMO vs. TMFS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFMO vs. TMFS - Performance Comparison

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

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MFMO vs. TMFS - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
-3.60%-1.90%
TMFS
Motley Fool Small-Cap Growth ETF
-8.10%-1.11%

Returns By Period

In the year-to-date period, MFMO achieves a -3.60% return, which is significantly higher than TMFS's -8.10% return.


MFMO

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

TMFS

1D
3.19%
1M
-9.83%
YTD
-8.10%
6M
-7.25%
1Y
-1.30%
3Y*
6.23%
5Y*
-3.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFMO vs. TMFS - Expense Ratio Comparison

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


Return for Risk

MFMO vs. TMFS — Risk / Return Rank

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

MFMO

TMFS
TMFS Risk / Return Rank: 1111
Overall Rank
TMFS Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TMFS Sortino Ratio Rank: 1111
Sortino Ratio Rank
TMFS Omega Ratio Rank: 1111
Omega Ratio Rank
TMFS Calmar Ratio Rank: 1111
Calmar Ratio Rank
TMFS Martin Ratio Rank: 1010
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. TMFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and Motley Fool Small-Cap Growth ETF (TMFS). 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. TMFS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFMOTMFSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

0.31

-1.01

Correlation

The correlation between MFMO and TMFS is 0.63, 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. TMFS - Dividend Comparison

Neither MFMO nor TMFS has paid dividends to shareholders.


TTM2025202420232022202120202019
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMFS
Motley Fool Small-Cap Growth ETF
0.00%0.00%0.00%0.00%0.34%2.37%5.57%2.65%

Drawdowns

MFMO vs. TMFS - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum TMFS drawdown of -48.79%. Use the drawdown chart below to compare losses from any high point for MFMO and TMFS.


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Drawdown Indicators


MFMOTMFSDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-48.79%

+36.74%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

Max Drawdown (5Y)

Largest decline over 5 years

-45.68%

Current Drawdown

Current decline from peak

-8.23%

-25.54%

+17.31%

Average Drawdown

Average peak-to-trough decline

-3.04%

-19.45%

+16.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

Volatility

MFMO vs. TMFS - Volatility Comparison


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Volatility by Period


MFMOTMFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

Volatility (1Y)

Calculated over the trailing 1-year period

24.19%

24.44%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

22.98%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

25.65%

-1.46%