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MFVL vs. ITAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFVL vs. ITAN - Performance Comparison

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

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MFVL vs. ITAN - Yearly Performance Comparison


2026 (YTD)2025
MFVL
Motley Fool Value Factor ETF
-1.60%1.39%
ITAN
Sparkline Intangible Value ETF
-2.92%1.10%

Returns By Period

In the year-to-date period, MFVL achieves a -1.60% return, which is significantly higher than ITAN's -2.92% return.


MFVL

1D
1.37%
1M
-5.21%
YTD
-1.60%
6M
1Y
3Y*
5Y*
10Y*

ITAN

1D
2.50%
1M
-4.49%
YTD
-2.92%
6M
3.85%
1Y
21.89%
3Y*
18.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFVL vs. ITAN - Expense Ratio Comparison

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


Return for Risk

MFVL vs. ITAN — Risk / Return Rank

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

MFVL

ITAN
ITAN Risk / Return Rank: 6666
Overall Rank
ITAN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ITAN Sortino Ratio Rank: 6565
Sortino Ratio Rank
ITAN Omega Ratio Rank: 6565
Omega Ratio Rank
ITAN Calmar Ratio Rank: 6767
Calmar Ratio Rank
ITAN Martin Ratio Rank: 7171
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. ITAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and Sparkline Intangible Value ETF (ITAN). 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. ITAN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFVLITANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.47

-0.53

Correlation

The correlation between MFVL and ITAN is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MFVL vs. ITAN - Dividend Comparison

MFVL has not paid dividends to shareholders, while ITAN's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021
MFVL
Motley Fool Value Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%
ITAN
Sparkline Intangible Value ETF
1.18%0.94%1.14%1.01%0.57%0.45%

Drawdowns

MFVL vs. ITAN - Drawdown Comparison

The maximum MFVL drawdown since its inception was -6.49%, smaller than the maximum ITAN drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for MFVL and ITAN.


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Drawdown Indicators


MFVLITANDifference

Max Drawdown

Largest peak-to-trough decline

-6.49%

-30.41%

+23.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

Current Drawdown

Current decline from peak

-5.21%

-6.76%

+1.55%

Average Drawdown

Average peak-to-trough decline

-1.41%

-7.85%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

Volatility

MFVL vs. ITAN - Volatility Comparison


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Volatility by Period


MFVLITANDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

20.11%

-8.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.67%

19.21%

-7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.67%

19.21%

-7.54%