TMFC vs. MFMO

Last updated Apr 2, 2026

Compare and contrast key facts about Motley Fool 100 Index ETF (TMFC) and Motley Fool Momentum Factor ETF (MFMO).

TMFC and MFMO 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. MFMO is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025.

Performance

TMFC vs. MFMO - Performance Comparison

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

TMFC vs. MFMO - Yearly Performance Comparison

	2026 (YTD)	2025
TMFC Motley Fool 100 Index ETF	-7.36%	-0.32%
MFMO Motley Fool Momentum Factor ETF	-2.03%	-1.90%

Returns By Period

In the year-to-date period, TMFC achieves a -7.36% return, which is significantly lower than MFMO's -2.03% return.

TMFC

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

MFMO

• 1D: 1.63%
• 1M: -3.89%
• YTD: -2.03%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TMFC vs. MFMO - Expense Ratio Comparison

Both TMFC and MFMO have an expense ratio of 0.50%.

TMFC

Motley Fool 100 Index ETF

MFMO

Motley Fool Momentum Factor ETF

Return for Risk

TMFC vs. MFMO — 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

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. MFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and Motley Fool Momentum Factor ETF (MFMO). 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	MFMO	Difference
Sharpe ratio Return per unit of total volatility	0.94	—	—
Sortino ratio Return per unit of downside risk	1.47	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.56	—	—
Martin ratio Return relative to average drawdown	5.50	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TMFC	MFMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	-0.51	+1.25

Correlation

The correlation between TMFC and MFMO is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TMFC vs. MFMO - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.15%, while MFMO has not paid dividends to shareholders.

	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%
MFMO Motley Fool Momentum Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TMFC vs. MFMO - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, which is greater than MFMO's maximum drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for TMFC and MFMO.

Drawdown Indicators

	TMFC	MFMO	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-12.05%	-21.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	—	—
Current Drawdown Current decline from peak	-9.24%	-6.73%	-2.51%
Average Drawdown Average peak-to-trough decline	-6.88%	-3.09%	-3.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	—	—

Volatility

Volatility by Period

	TMFC	MFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.22%	24.22%	-4.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.42%	24.22%	-3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.14%	24.22%	-2.08%