TMFC vs. SPYI

Last updated Jun 9, 2026

TMFC (Motley Fool 100 Index ETF) and SPYI (NEOS S&P 500 High Income ETF) are both exchange-traded funds - TMFC is a Large Cap Growth Equities fund tracking the Motley Fool 100 Index, while SPYI is a Derivative Income fund actively managed by Neos. TMFC is passively managed, while SPYI is actively managed. Over the past 3 years, TMFC returned 25.12%/yr vs 15.60%/yr for SPYI. Their correlation of 0.91 suggests significant overlap in exposure. TMFC charges 0.50%/yr vs 0.68%/yr for SPYI.

Performance

TMFC vs. SPYI - Performance Comparison

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

Returns By Period

In the year-to-date period, TMFC achieves a 5.68% return, which is significantly lower than SPYI's 5.97% return.

TMFC

• 1D: 0.28%
• 1M: -1.58%
• YTD: 5.68%
• 6M: 5.24%
• 1Y: 22.16%
• 3Y*: 25.12%
• 5Y*: 15.26%
• 10Y*: —

SPYI

• 1D: 0.30%
• 1M: 0.11%
• YTD: 5.97%
• 6M: 6.55%
• 1Y: 20.24%
• 3Y*: 15.60%
• 5Y*: —
• 10Y*: —

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

TMFC vs. SPYI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TMFC Motley Fool 100 Index ETF	5.68%	19.55%	35.17%	47.04%	-10.76%
SPYI NEOS S&P 500 High Income ETF	5.97%	16.67%	19.03%	18.09%	-2.44%

Correlation

The correlation between TMFC and SPYI is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Aug 31, 2022	0.91

The correlation between TMFC and SPYI has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

TMFC vs. SPYI - Sectors Allocation Comparison

Sectors	TMFC	SPYI
Technology	41.4%	35.5%
Communication Services	17.4%	11.2%
Financial Services	12.9%	11.8%
Consumer Cyclical	11.4%	10.1%
Healthcare	4.8%	8.5%
Consumer Defensive	4.3%	4.9%
Industrials	4.0%	8.4%
Energy	1.9%	3.5%
Real Estate	0.9%	2.0%
Basic Materials	0.6%	1.8%
Utilities	0.5%	2.3%

Return for Risk

TMFC vs. SPYI — Risk / Return Rank

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

TMFC

TMFC Risk / Return Rank: 47
TMFC Sharpe Ratio Rank: 52
TMFC Sortino Ratio Rank: 50
TMFC Omega Ratio Rank: 51
TMFC Calmar Ratio Rank: 39
TMFC Martin Ratio Rank: 43

SPYI

SPYI Risk / Return Rank: 70
SPYI Sharpe Ratio Rank: 70
SPYI Sortino Ratio Rank: 68
SPYI Omega Ratio Rank: 76
SPYI Calmar Ratio Rank: 59
SPYI Martin Ratio Rank: 78

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. SPYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and NEOS S&P 500 High Income ETF (SPYI). 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	SPYI	Difference
Sharpe ratio: Return per unit of total volatility	1.61	2.06	-0.45
Sortino ratio: Return per unit of downside risk	2.21	2.78	-0.58
Omega ratio: Gain probability vs. loss probability	1.29	1.40	-0.12
Calmar ratio: Return relative to maximum drawdown	1.76	2.63	-0.87
Martin ratio: Return relative to average drawdown	6.53	13.60	-7.07
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. SPYI - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 1.61, which is comparable to the SPYI Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of TMFC and SPYI, 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	SPYI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	2.06	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	1.17	-0.36

Drawdowns

TMFC vs. SPYI - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for TMFC and SPYI.

Drawdown Indicators

	TMFC	SPYI	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-16.47%	-16.59%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-7.72%	-4.92%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	-16.47%	-3.59%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	—	—
Current Drawdown Current decline from peak	-3.62%	-2.11%	-1.51%
Average Drawdown Average peak-to-trough decline	-6.77%	-1.80%	-4.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	1.49%	+1.91%

Volatility

TMFC vs. SPYI - Volatility Comparison

Motley Fool 100 Index ETF (TMFC) has a higher volatility of 4.14% compared to NEOS S&P 500 High Income ETF (SPYI) at 2.87%. This indicates that TMFC's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFC	SPYI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.14%	2.87%	+1.27%
Volatility (6M) Calculated over the trailing 6-month period	10.56%	7.78%	+2.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.82%	9.88%	+3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.41%	12.95%	+7.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.00%	12.95%	+9.05%

TMFC vs. SPYI - Expense Ratio Comparison

TMFC has a 0.50% expense ratio, which is lower than SPYI's 0.68% expense ratio.

Dividends

TMFC vs. SPYI - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.14%, less than SPYI's 11.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SPYI NEOS S&P 500 High Income ETF	11.83%	11.70%	12.04%	12.01%	4.10%	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 SPYI in my portfolio?

With a correlation of 0.94, TMFC and SPYI 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, TMFC or SPYI?

TMFC has higher volatility (4.14%) compared to SPYI (2.87%). In terms of maximum drawdown, TMFC dropped -33.06% vs SPYI's -16.47%.

Which ETF is better, TMFC or SPYI?

On 3-year performance, TMFC leads with 25.12% vs 15.60% for SPYI. On fees, TMFC is cheaper at 0.50% per year. On volatility, SPYI has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFC or SPYI?

Over the 3-year period, TMFC has performed better with a 25.12% return vs 15.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFC or SPYI?

TMFC is cheaper with a 0.50% expense ratio, compared with 0.68% for SPYI.

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

SPYI has the higher dividend yield at 11.83%, compared with 0.14% for TMFC.

What is the main difference between TMFC and SPYI?

TMFC is categorized as Large Cap Growth Equities, while SPYI is Derivative Income. They also come from different issuers: Motley Fool and Neos. Their fees differ too: 0.50% for TMFC and 0.68% for SPYI.

Which has better risk-adjusted returns?

SPYI currently has the higher Sharpe Ratio (2.06 vs 1.61), 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.