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MFMO vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFMO vs. VUG - Performance Comparison

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

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Returns By Period

In the year-to-date period, MFMO achieves a 25.49% return, which is significantly higher than VUG's 9.49% return.


MFMO

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

VUG

1D
-1.23%
1M
6.22%
YTD
9.49%
6M
8.72%
1Y
27.84%
3Y*
25.93%
5Y*
15.11%
10Y*
18.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFMO vs. VUG - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
25.49%-1.90%
VUG
Vanguard Growth ETF
9.49%-0.95%

Correlation

The correlation between MFMO and VUG is 0.78, 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

0.78

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Return for Risk

MFMO vs. VUG — Risk / Return Rank

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

MFMO

VUG
VUG Risk / Return Rank: 4343
Overall Rank
VUG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4747
Sortino Ratio Rank
VUG Omega Ratio Rank: 4848
Omega Ratio Rank
VUG Calmar Ratio Rank: 3333
Calmar Ratio Rank
VUG Martin Ratio Rank: 3737
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. VUG - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


MFMOVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

0.62

+1.62

Drawdowns

MFMO vs. VUG - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MFMO and VUG.


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Drawdown Indicators


MFMOVUGDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-50.68%

+38.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

0.00%

-1.51%

+1.51%

Average Drawdown

Average peak-to-trough decline

-2.42%

-7.09%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

Volatility

MFMO vs. VUG - Volatility Comparison


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Volatility by Period


MFMOVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

15.84%

+8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

22.22%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

21.44%

+3.06%

MFMO vs. VUG - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is higher than VUG's 0.03% expense ratio.


Dividends

MFMO vs. VUG - Dividend Comparison

MFMO has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024202320222021202020192018201720162015
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.37%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Frequently Asked Questions


MFMO and VUG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUG is cheaper with a 0.03% expense ratio, compared with 0.50% for MFMO.

VUG has the higher dividend yield at 0.37%, compared with 0.00% for MFMO.

MFMO is categorized as Momentum, while VUG is Large Cap Growth Equities. They also come from different issuers: Motley Fool and Vanguard. Their fees differ too: 0.50% for MFMO and 0.03% for VUG.

Portfolio Optimizer

Find the right allocation for MFMO and VUG

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