TMFC vs. GRNY

Last updated Jun 25, 2026

TMFC (Motley Fool 100 Index ETF) and GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) are both exchange-traded funds - TMFC is a Large Cap Growth Equities fund tracking the Motley Fool 100 Index, while GRNY is a Large Cap Blend Equities fund actively managed by Tidal ETFs. TMFC is passively managed, while GRNY is actively managed. Over the past year, TMFC returned 18.73% vs 21.45% for GRNY. Their correlation of 0.89 suggests significant overlap in exposure. TMFC charges 0.50%/yr vs 0.75%/yr for GRNY.

Performance

TMFC vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool 100 Index ETF (TMFC) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFC achieves a 4.22% return, which is significantly lower than GRNY's 8.60% return.

TMFC

• 1D: -0.09%
• 1M: -3.48%
• YTD: 4.22%
• 6M: 2.97%
• 1Y: 18.73%
• 3Y*: 23.53%
• 5Y*: 14.07%
• 10Y*: —

GRNY

• 1D: -0.52%
• 1M: -0.66%
• YTD: 8.60%
• 6M: 6.16%
• 1Y: 21.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TMFC vs. GRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TMFC Motley Fool 100 Index ETF	4.22%	19.55%	3.01%
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	8.60%	24.05%	-0.45%

Correlation

The correlation between TMFC and GRNY is 0.86, 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	0.86
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024	0.89

The correlation between TMFC and GRNY has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

Return for Risk

TMFC vs. GRNY — Risk / Return Rank

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

TMFC

TMFC Risk / Return Rank: 38
TMFC Sharpe Ratio Rank: 41
TMFC Sortino Ratio Rank: 39
TMFC Omega Ratio Rank: 39
TMFC Calmar Ratio Rank: 32
TMFC Martin Ratio Rank: 37

GRNY

GRNY Risk / Return Rank: 36
GRNY Sharpe Ratio Rank: 36
GRNY Sortino Ratio Rank: 34
GRNY Omega Ratio Rank: 33
GRNY Calmar Ratio Rank: 40
GRNY Martin Ratio Rank: 39

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. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.

	TMFC	GRNY	Difference
Sharpe ratio: Return per unit of total volatility	1.33	1.20	+0.13
Sortino ratio: Return per unit of downside risk	1.85	1.67	+0.18
Omega ratio: Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio: Return relative to maximum drawdown	1.49	1.85	-0.37
Martin ratio: Return relative to average drawdown	5.36	5.60	-0.24

TMFC vs. GRNY - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 1.33, which is comparable to the GRNY Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of TMFC and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TMFC vs. GRNY - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for TMFC and GRNY.

Drawdown Indicators

	TMFC	GRNY	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-24.18%	-8.88%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-11.63%	-1.01%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	—	—
Current Drawdown Current decline from peak	-4.96%	-3.13%	-1.83%
Average Drawdown Average peak-to-trough decline	-6.75%	-3.95%	-2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	3.84%	-0.33%

Volatility

TMFC vs. GRNY - Volatility Comparison

Motley Fool 100 Index ETF (TMFC) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) have volatilities of 5.43% and 5.42%, 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.

Volatility by Period

	TMFC	GRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.43%	5.42%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	11.15%	12.94%	-1.79%
Volatility (1Y) Calculated over the trailing 1-year period	14.22%	18.06%	-3.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.48%	23.11%	-2.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.99%	23.11%	-1.12%

TMFC vs. GRNY - Expense Ratio Comparison

TMFC has a 0.50% expense ratio, which is lower than GRNY's 0.75% expense ratio.

Dividends

TMFC vs. GRNY - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.14%, while GRNY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TMFC Motley Fool 100 Index ETF	0.14%	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 GRNY in my portfolio?

TMFC and GRNY have a correlation of 0.86, 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 GRNY?

TMFC has higher volatility (5.43%) compared to GRNY (5.42%). In terms of maximum drawdown, TMFC dropped -33.06% vs GRNY's -24.18%.

Which ETF is better, TMFC or GRNY?

On 1-year performance, GRNY leads with 21.45% vs 18.73% for TMFC. On fees, TMFC is cheaper at 0.50% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFC or GRNY?

Over the 1-year period, GRNY has performed better with a 21.45% return vs 18.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFC or GRNY?

TMFC is cheaper with a 0.50% expense ratio, compared with 0.75% for GRNY.

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

TMFC has the higher dividend yield at 0.14%, compared with 0.00% for GRNY.

What is the main difference between TMFC and GRNY?

TMFC is categorized as Large Cap Growth Equities, while GRNY is Large Cap Blend Equities. They also come from different issuers: Motley Fool and Tidal ETFs. Their fees differ too: 0.50% for TMFC and 0.75% for GRNY.

Which has better risk-adjusted returns?

TMFC currently has the higher Sharpe Ratio (1.33 vs 1.20), 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.