MFVL vs. MFMO

Last updated Jul 12, 2026

MFVL (Motley Fool Value Factor ETF) and MFMO (Motley Fool Momentum Factor ETF) are both exchange-traded funds - MFVL is a Large Cap Value Equities fund actively managed by Motley Fool, while MFMO is a Momentum fund actively managed by Motley Fool. Both are actively managed. At a 0.13 correlation, their price movements are largely independent. Both charge a 0.50% expense ratio.

Performance

MFVL vs. MFMO - Performance Comparison

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

Returns By Period

In the year-to-date period, MFVL achieves a 1.60% return, which is significantly lower than MFMO's 22.93% return.

MFVL

• 1D: 0.55%
• 1M: 1.89%
• 6M: -0.41%
• YTD: 1.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MFMO

• 1D: -0.70%
• 1M: -1.00%
• 6M: 19.74%
• YTD: 22.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MFVL vs. MFMO - Yearly Performance Comparison

	2026 (YTD)	2025
MFVL Motley Fool Value Factor ETF	1.60%	1.22%
MFMO Motley Fool Momentum Factor ETF	22.93%	-1.80%

Correlation

The correlation between MFVL and MFMO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025	0.13

Return for Risk

MFVL vs. MFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and Motley Fool Momentum Factor ETF (MFMO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Drawdowns

MFVL vs. MFMO - Drawdown Comparison

The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum MFMO drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for MFVL and MFMO.

Drawdown Indicators

	MFVL	MFMO	Difference
Max Drawdown Largest peak-to-trough decline	-7.03%	-12.05%	+5.02%
Current Drawdown Current decline from peak	-2.12%	-6.00%	+3.88%
Average Drawdown Average peak-to-trough decline	-2.67%	-2.56%	-0.11%

Volatility

Volatility by Period

	MFVL	MFMO	Difference
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	27.58%	-14.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.64%	27.58%	-14.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.64%	27.58%	-14.94%

MFVL vs. MFMO - Expense Ratio Comparison

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

Dividends

MFVL vs. MFMO - Dividend Comparison

Neither MFVL nor MFMO has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both MFVL and MFMO in my portfolio?

MFVL and MFMO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MFVL or MFMO?

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MFVL or MFMO?

MFVL and MFMO have the same expense ratio: 0.50% per year.

Which ETF pays a higher dividend yield, MFVL or MFMO?

MFVL and MFMO have nearly identical dividend yields, around 0.00%.

What is the main difference between MFVL and MFMO?

MFVL is categorized as Large Cap Value Equities, while MFMO is Momentum.