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MFVL vs. FEGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFVL vs. FEGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) and First Eagle Global Equity ETF (FEGE). The values are adjusted to include any dividend payments, if applicable.

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MFVL vs. FEGE - Yearly Performance Comparison


2026 (YTD)2025
MFVL
Motley Fool Value Factor ETF
-2.48%1.39%
FEGE
First Eagle Global Equity ETF
2.79%1.69%

Returns By Period

In the year-to-date period, MFVL achieves a -2.48% return, which is significantly lower than FEGE's 2.79% return.


MFVL

1D
-0.89%
1M
-5.89%
YTD
-2.48%
6M
1Y
3Y*
5Y*
10Y*

FEGE

1D
0.66%
1M
-6.65%
YTD
2.79%
6M
8.16%
1Y
27.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFVL vs. FEGE - Expense Ratio Comparison

Both MFVL and FEGE have an expense ratio of 0.50%.


Return for Risk

MFVL vs. FEGE — Risk / Return Rank

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

MFVL

FEGE
FEGE Risk / Return Rank: 8484
Overall Rank
FEGE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FEGE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FEGE Omega Ratio Rank: 8585
Omega Ratio Rank
FEGE Calmar Ratio Rank: 8282
Calmar Ratio Rank
FEGE Martin Ratio Rank: 8181
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.

MFVL vs. FEGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and First Eagle Global Equity ETF (FEGE). 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.

MFVL vs. FEGE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFVLFEGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

1.88

-2.19

Correlation

The correlation between MFVL and FEGE is 0.65, 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

MFVL vs. FEGE - Dividend Comparison

MFVL has not paid dividends to shareholders, while FEGE's dividend yield for the trailing twelve months is around 1.24%.


Drawdowns

MFVL vs. FEGE - Drawdown Comparison

The maximum MFVL drawdown since its inception was -6.49%, smaller than the maximum FEGE drawdown of -11.13%. Use the drawdown chart below to compare losses from any high point for MFVL and FEGE.


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Drawdown Indicators


MFVLFEGEDifference

Max Drawdown

Largest peak-to-trough decline

-6.49%

-11.13%

+4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

Current Drawdown

Current decline from peak

-6.05%

-8.08%

+2.03%

Average Drawdown

Average peak-to-trough decline

-1.47%

-1.37%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

MFVL vs. FEGE - Volatility Comparison


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Volatility by Period


MFVLFEGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.71%

15.66%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.71%

14.87%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.71%

14.87%

-3.16%