TMFC vs. BRK-B

Last updated Jun 4, 2026

TMFC (Motley Fool 100 Index ETF) is Large Cap Growth Equities fund tracking the Motley Fool 100 Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, TMFC returned 15.96%/yr vs 10.20%/yr for BRK-B. At a 0.48 correlation, their price movements are largely independent.

Performance

TMFC vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool 100 Index ETF (TMFC) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFC achieves a 8.44% return, which is significantly higher than BRK-B's -5.43% return.

TMFC

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

BRK-B

• 1D: 0.82%
• 1M: 1.46%
• YTD: -5.43%
• 6M: -5.61%
• 1Y: -4.51%
• 3Y*: 13.00%
• 5Y*: 10.20%
• 10Y*: 12.91%

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

TMFC vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TMFC Motley Fool 100 Index ETF	8.44%	19.55%	35.17%	47.04%	-30.86%	25.30%	42.00%	34.70%	-5.66%
BRK-B Berkshire Hathaway Inc.	-5.43%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	-4.77%

Correlation

The correlation between TMFC and BRK-B is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jan 31, 2018	0.48

Over the past year, the correlation between TMFC and BRK-B has dropped to 0.10 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Return for Risk

TMFC vs. BRK-B — Risk / Return Rank

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

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

BRK-B

BRK-B Risk / Return Rank: 23
BRK-B Sharpe Ratio Rank: 27
BRK-B Sortino Ratio Rank: 22
BRK-B Omega Ratio Rank: 23
BRK-B Calmar Ratio Rank: 24
BRK-B Martin Ratio Rank: 20

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.

TMFC vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and Berkshire Hathaway Inc. (BRK-B). 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.

	TMFC	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.91	-0.32	+2.23
Sortino ratio: Return per unit of downside risk	2.63	-0.34	+2.96
Omega ratio: Gain probability vs. loss probability	1.33	0.96	+0.37
Calmar ratio: Return relative to maximum drawdown	2.05	-0.48	+2.53
Martin ratio: Return relative to average drawdown	7.63	-1.02	+8.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TMFC vs. BRK-B - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 1.91, which is higher than the BRK-B Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of TMFC and BRK-B, 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

	TMFC	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	-0.32	+2.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.60	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.48	+0.35

Drawdowns

TMFC vs. BRK-B - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TMFC and BRK-B.

Drawdown Indicators

	TMFC	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-53.86%	+20.80%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-9.42%	-3.22%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	-14.95%	-5.11%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	-26.58%	-6.48%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-1.11%	-11.94%	+10.83%
Average Drawdown Average peak-to-trough decline	-6.77%	-11.07%	+4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	4.57%	-1.18%

Volatility

TMFC vs. BRK-B - Volatility Comparison

The current volatility for Motley Fool 100 Index ETF (TMFC) is 3.21%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.75%. This indicates that TMFC experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFC	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	3.75%	-0.54%
Volatility (6M) Calculated over the trailing 6-month period	10.11%	10.68%	-0.57%
Volatility (1Y) Calculated over the trailing 1-year period	13.52%	14.33%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.37%	17.11%	+3.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.99%	19.43%	+2.56%

Dividends

TMFC vs. BRK-B - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.13%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	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 TMFC and BRK-B in my portfolio?

TMFC and BRK-B have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFC or BRK-B?

BRK-B has higher volatility (3.75%) compared to TMFC (3.21%). In terms of maximum drawdown, TMFC dropped -33.06% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

TMFC currently has the higher Sharpe Ratio (1.91 vs -0.32), 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.