STRV vs. TMFC

Last updated Jun 4, 2026

STRV (Strive 500 ETF) and TMFC (Motley Fool 100 Index ETF) are both Large Cap Growth Equities funds - STRV tracks the Bloomberg US Large Cap Index while TMFC tracks the Motley Fool 100 Index. Both are passively managed. Over the past 3 years, STRV returned 22.74%/yr vs 26.20%/yr for TMFC. Their correlation of 0.93 suggests significant overlap in exposure. STRV charges 0.05%/yr vs 0.50%/yr for TMFC.

Performance

STRV vs. TMFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STRV) and Motley Fool 100 Index ETF (TMFC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STRV achieves a 10.98% return, which is significantly higher than TMFC's 8.44% return.

STRV

• 1D: -0.67%
• 1M: 5.39%
• YTD: 10.98%
• 6M: 10.91%
• 1Y: 28.16%
• 3Y*: 22.74%
• 5Y*: —
• 10Y*: —

TMFC

• 1D: -0.85%
• 1M: 4.54%
• YTD: 8.44%
• 6M: 8.14%
• 1Y: 25.76%
• 3Y*: 26.20%
• 5Y*: 15.96%
• 10Y*: —

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

STRV vs. TMFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STRV Strive 500 ETF	10.98%	17.95%	25.13%	27.70%	-1.96%
TMFC Motley Fool 100 Index ETF	8.44%	19.55%	35.17%	47.04%	-8.48%

Correlation

The correlation between STRV and TMFC is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022	0.93

The correlation between STRV and TMFC has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

STRV vs. TMFC - Sectors Allocation Comparison

Sectors	STRV	TMFC
Technology	38.6%	41.4%
Communication Services	11.1%	17.4%
Financial Services	10.8%	12.9%
Consumer Cyclical	10.0%	11.4%
Healthcare	8.5%	4.8%
Industrials	7.9%	4.0%
Consumer Defensive	4.5%	4.3%
Energy	3.2%	1.9%
Utilities	2.0%	0.5%
Basic Materials	1.7%	0.6%
Real Estate	1.7%	0.9%

Return for Risk

STRV vs. TMFC — Risk / Return Rank

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

STRV

STRV Risk / Return Rank: 67
STRV Sharpe Ratio Rank: 68
STRV Sortino Ratio Rank: 68
STRV Omega Ratio Rank: 65
STRV Calmar Ratio Rank: 61
STRV Martin Ratio Rank: 73

TMFC

TMFC Risk / Return Rank: 49
TMFC Sharpe Ratio Rank: 55
TMFC Sortino Ratio Rank: 53
TMFC Omega Ratio Rank: 53
TMFC Calmar Ratio Rank: 40
TMFC Martin Ratio Rank: 46

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.

STRV vs. TMFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STRV) and Motley Fool 100 Index ETF (TMFC). 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.

	STRV	TMFC	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.91	+0.37
Sortino ratio: Return per unit of downside risk	3.17	2.63	+0.54
Omega ratio: Gain probability vs. loss probability	1.40	1.33	+0.07
Calmar ratio: Return relative to maximum drawdown	3.04	2.05	+1.00
Martin ratio: Return relative to average drawdown	13.78	7.63	+6.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STRV vs. TMFC - Sharpe Ratio Comparison

The current STRV Sharpe Ratio is 2.28, which is comparable to the TMFC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of STRV and TMFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STRV	TMFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.91	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.83	+0.50

Drawdowns

STRV vs. TMFC - Drawdown Comparison

The maximum STRV drawdown since its inception was -19.00%, smaller than the maximum TMFC drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for STRV and TMFC.

Drawdown Indicators

	STRV	TMFC	Difference
Max Drawdown Largest peak-to-trough decline	-19.00%	-33.06%	+14.06%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-12.64%	+3.35%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	-20.06%	+1.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.06%	—
Current Drawdown Current decline from peak	-0.67%	-1.11%	+0.44%
Average Drawdown Average peak-to-trough decline	-2.26%	-6.77%	+4.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	3.39%	-1.34%

Volatility

STRV vs. TMFC - Volatility Comparison

The current volatility for Strive 500 ETF (STRV) is 2.79%, while Motley Fool 100 Index ETF (TMFC) has a volatility of 3.21%. This indicates that STRV experiences smaller price fluctuations and is considered to be less risky than TMFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STRV	TMFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	3.21%	-0.42%
Volatility (6M) Calculated over the trailing 6-month period	9.31%	10.11%	-0.80%
Volatility (1Y) Calculated over the trailing 1-year period	12.42%	13.52%	-1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	20.37%	-4.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	21.99%	-5.89%

STRV vs. TMFC - Expense Ratio Comparison

STRV has a 0.05% expense ratio, which is lower than TMFC's 0.50% expense ratio.

Dividends

STRV vs. TMFC - Dividend Comparison

STRV's dividend yield for the trailing twelve months is around 1.02%, more than TMFC's 0.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
STRV Strive 500 ETF	1.02%	1.05%	1.13%	1.21%	0.37%	0.00%	0.00%	0.00%	0.00%
TMFC Motley Fool 100 Index ETF	0.13%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%

Frequently Asked Questions

Can I hold both STRV and TMFC in my portfolio?

With a correlation of 0.93, STRV and TMFC 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.

Which is riskier, STRV or TMFC?

TMFC has higher volatility (3.21%) compared to STRV (2.79%). In terms of maximum drawdown, STRV dropped -19.00% vs TMFC's -33.06%.

Which ETF is better, STRV or TMFC?

On 3-year performance, TMFC leads with 26.20% vs 22.74% for STRV. On fees, STRV is cheaper at 0.05% per year. On volatility, STRV has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STRV or TMFC?

Over the 3-year period, TMFC has performed better with a 26.20% return vs 22.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STRV or TMFC?

STRV is cheaper with a 0.05% expense ratio, compared with 0.50% for TMFC.

Which ETF pays a higher dividend yield, STRV or TMFC?

STRV has the higher dividend yield at 1.02%, compared with 0.13% for TMFC.

What is the main difference between STRV and TMFC?

STRV tracks Bloomberg US Large Cap Index, while TMFC tracks Motley Fool 100 Index. They also come from different issuers: Strive and Motley Fool. Their fees differ too: 0.05% for STRV and 0.50% for TMFC.

Which has better risk-adjusted returns?

STRV currently has the higher Sharpe Ratio (2.28 vs 1.91), 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.