TMFC vs. GLRY

Last updated Apr 2, 2026

Compare and contrast key facts about Motley Fool 100 Index ETF (TMFC) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY).

TMFC and GLRY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TMFC is a passively managed fund by Motley Fool that tracks the performance of the Motley Fool 100 Index. It was launched on Jan 29, 2018. GLRY is an actively managed fund by Inspire. It was launched on Dec 7, 2020.

Performance

TMFC vs. GLRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool 100 Index ETF (TMFC) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). The values are adjusted to include any dividend payments, if applicable.

TMFC vs. GLRY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TMFC Motley Fool 100 Index ETF	-7.36%	19.55%	35.17%	47.04%	-30.86%	25.30%	2.55%
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	4.52%	16.50%	16.59%	19.58%	-22.50%	15.97%	4.13%

Returns By Period

In the year-to-date period, TMFC achieves a -7.36% return, which is significantly lower than GLRY's 4.52% return.

TMFC

• 1D: 0.79%
• 1M: -4.14%
• YTD: -7.36%
• 6M: -5.59%
• 1Y: 18.84%
• 3Y*: 23.68%
• 5Y*: 13.26%
• 10Y*: —

GLRY

• 1D: 0.75%
• 1M: -5.53%
• YTD: 4.52%
• 6M: 0.48%
• 1Y: 28.84%
• 3Y*: 16.47%
• 5Y*: 6.42%
• 10Y*: —

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

TMFC vs. GLRY - Expense Ratio Comparison

TMFC has a 0.50% expense ratio, which is lower than GLRY's 0.85% expense ratio.

GLRY

Inspire Faithward Mid Cap Momentum ESG ETF

TMFC

Motley Fool 100 Index ETF

Return for Risk

TMFC vs. GLRY — Risk / Return Rank

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

TMFC

TMFC Risk / Return Rank: 54
TMFC Sharpe Ratio Rank: 50
TMFC Sortino Ratio Rank: 54
TMFC Omega Ratio Rank: 54
TMFC Calmar Ratio Rank: 59
TMFC Martin Ratio Rank: 54

GLRY

GLRY Risk / Return Rank: 75
GLRY Sharpe Ratio Rank: 72
GLRY Sortino Ratio Rank: 73
GLRY Omega Ratio Rank: 70
GLRY Calmar Ratio Rank: 85
GLRY Martin Ratio Rank: 77

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. GLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). 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	GLRY	Difference
Sharpe ratio Return per unit of total volatility	0.94	1.33	-0.40
Sortino ratio Return per unit of downside risk	1.47	1.91	-0.44
Omega ratio Gain probability vs. loss probability	1.21	1.27	-0.06
Calmar ratio Return relative to maximum drawdown	1.56	2.74	-1.18
Martin ratio Return relative to average drawdown	5.50	8.94	-3.44
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. GLRY - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 0.94, which is comparable to the GLRY Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TMFC and GLRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TMFC	GLRY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	1.33	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.32	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.43	+0.31

Correlation

The correlation between TMFC and GLRY is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TMFC vs. GLRY - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.15%, less than GLRY's 0.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TMFC Motley Fool 100 Index ETF	0.15%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.27%	0.34%	0.52%	1.07%	1.04%	4.00%	0.00%	0.00%	0.00%

Drawdowns

TMFC vs. GLRY - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, smaller than the maximum GLRY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for TMFC and GLRY.

Drawdown Indicators

	TMFC	GLRY	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-40.60%	+7.54%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-10.93%	-1.71%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	-34.63%	+1.57%
Current Drawdown Current decline from peak	-9.24%	-6.80%	-2.44%
Average Drawdown Average peak-to-trough decline	-6.88%	-16.50%	+9.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	3.35%	+0.24%

Volatility

TMFC vs. GLRY - Volatility Comparison

The current volatility for Motley Fool 100 Index ETF (TMFC) is 5.84%, while Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a volatility of 7.42%. This indicates that TMFC experiences smaller price fluctuations and is considered to be less risky than GLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFC	GLRY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	7.42%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	10.54%	15.06%	-4.52%
Volatility (1Y) Calculated over the trailing 1-year period	20.22%	21.76%	-1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.42%	20.14%	+0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.14%	21.48%	+0.66%