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QMID vs. TMFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMID vs. TMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Quality Growth Fund (QMID) and Motley Fool Next Index ETF (TMFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QMID achieves a 2.79% return, which is significantly lower than TMFX's 5.05% return.


QMID

1D
-0.56%
1M
1.74%
YTD
2.79%
6M
2.15%
1Y
13.12%
3Y*
5Y*
10Y*

TMFX

1D
-0.88%
1M
6.62%
YTD
5.05%
6M
6.22%
1Y
14.92%
3Y*
13.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QMID vs. TMFX - Yearly Performance Comparison


2026 (YTD)20252024
QMID
WisdomTree U.S. MidCap Quality Growth Fund
2.79%5.02%9.33%
TMFX
Motley Fool Next Index ETF
5.05%10.41%18.21%

Correlation

The correlation between QMID and TMFX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.91

The correlation between QMID and TMFX has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

QMID vs. TMFX - Sectors Allocation Comparison


Sectors
QMID
TMFX

Industrials

23.6%
14.1%

Consumer Cyclical

18.2%
16.9%

Technology

16.3%
28.8%

Healthcare

14.5%
17.6%

Financial Services

12.5%
10.5%

Consumer Defensive

6.4%
2.7%

Energy

3.3%
0.0%

Communication Services

3.1%
5.6%

Basic Materials

2.1%
1.6%

Real Estate

-

2.1%

Utilities

-

-

Industrials

QMID
23.6%
TMFX
14.1%

Consumer Cyclical

QMID
18.2%
TMFX
16.9%

Technology

QMID
16.3%
TMFX
28.8%

Healthcare

QMID
14.5%
TMFX
17.6%

Financial Services

QMID
12.5%
TMFX
10.5%

Consumer Defensive

QMID
6.4%
TMFX
2.7%

Energy

QMID
3.3%
TMFX
0.0%

Communication Services

QMID
3.1%
TMFX
5.6%

Basic Materials

QMID
2.1%
TMFX
1.6%

Real Estate

QMID

-

TMFX
2.1%

Utilities

QMID

-

TMFX

-

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Return for Risk

QMID vs. TMFX — Risk / Return Rank

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

QMID
QMID Risk / Return Rank: 2525
Overall Rank
QMID Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
QMID Sortino Ratio Rank: 2525
Sortino Ratio Rank
QMID Omega Ratio Rank: 2323
Omega Ratio Rank
QMID Calmar Ratio Rank: 2525
Calmar Ratio Rank
QMID Martin Ratio Rank: 2828
Martin Ratio Rank

TMFX
TMFX Risk / Return Rank: 2424
Overall Rank
TMFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TMFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TMFX Omega Ratio Rank: 2424
Omega Ratio Rank
TMFX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TMFX Martin Ratio Rank: 2525
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.

QMID vs. TMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Quality Growth Fund (QMID) and Motley Fool Next Index ETF (TMFX). 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.


QMIDTMFXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.89

-0.01

Sortino ratio

Return per unit of downside risk

1.37

1.35

+0.02

Omega ratio

Gain probability vs. loss probability

1.15

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

1.20

1.08

+0.12

Martin ratio

Return relative to average drawdown

4.13

3.47

+0.66

QMID vs. TMFX - Sharpe Ratio Comparison

The current QMID Sharpe Ratio is 0.88, which is comparable to the TMFX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of QMID and TMFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QMIDTMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.89

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.13

+0.27

Drawdowns

QMID vs. TMFX - Drawdown Comparison

The maximum QMID drawdown since its inception was -24.42%, smaller than the maximum TMFX drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for QMID and TMFX.


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Drawdown Indicators


QMIDTMFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-34.30%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-13.95%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

Current Drawdown

Current decline from peak

-1.46%

-0.88%

-0.58%

Average Drawdown

Average peak-to-trough decline

-5.49%

-14.39%

+8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

4.35%

-1.23%

Volatility

QMID vs. TMFX - Volatility Comparison

WisdomTree U.S. MidCap Quality Growth Fund (QMID) and Motley Fool Next Index ETF (TMFX) have volatilities of 3.77% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMIDTMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.96%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

12.32%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

16.84%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

23.40%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

23.40%

-4.87%

QMID vs. TMFX - Expense Ratio Comparison

QMID has a 0.38% expense ratio, which is lower than TMFX's 0.50% expense ratio.


Dividends

QMID vs. TMFX - Dividend Comparison

QMID's dividend yield for the trailing twelve months is around 0.50%, more than TMFX's 0.05% yield.


PositionTTM2025202420232022
QMID
WisdomTree U.S. MidCap Quality Growth Fund
0.50%0.51%1.16%0.00%0.00%
TMFX
Motley Fool Next Index ETF
0.05%0.05%0.06%0.16%0.22%

Frequently Asked Questions


With a correlation of 0.90, QMID and TMFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TMFX has higher volatility (3.96%) compared to QMID (3.77%). In terms of maximum drawdown, QMID dropped -24.42% vs TMFX's -34.30%.

On 1-year performance, TMFX leads with 14.92% vs 13.12% for QMID. On fees, QMID is cheaper at 0.38% per year. On volatility, QMID has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TMFX has performed better with a 14.92% return vs 13.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QMID is cheaper with a 0.38% expense ratio, compared with 0.50% for TMFX.

QMID has the higher dividend yield at 0.50%, compared with 0.05% for TMFX.

QMID tracks WisdomTree U.S. MidCap Quality Growth Index, while TMFX tracks Motley Fool Next Index. They also come from different issuers: WisdomTree and Motley Fool. Their fees differ too: 0.38% for QMID and 0.50% for TMFX.

TMFX currently has the higher Sharpe Ratio (0.89 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QMID and TMFX

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