TMFC vs. TMFM

Last updated Aug 2, 2026

TMFC (Motley Fool 100 Index ETF) and TMFM (Motley Fool Mid-Cap Growth ETF) are both exchange-traded funds - TMFC is a Large Cap Growth Equities fund tracking the Motley Fool 100 Index, while TMFM is a Mid Cap Growth Equities fund actively managed by Motley Fool. TMFC is passively managed, while TMFM is actively managed. Over the past 3 years, TMFC returned 22.84%/yr vs 1.83%/yr for TMFM. Their 0.68 correlation means they have sometimes moved together and sometimes differently. TMFC charges 0.50%/yr vs 0.85%/yr for TMFM.

Performance

TMFC vs. TMFM - Performance Comparison

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

Returns By Period

In the year-to-date period, TMFC achieves a 7.82% return, which is significantly higher than TMFM's -5.79% return.

TMFC

• 1D: 1.19%
• 1M: 1.16%
• 6M: 8.85%
• YTD: 7.82%
• 1Y: 19.27%
• 3Y*: 22.84%
• 5Y*: 13.97%
• 10Y*: —
• ALL TIME*: 17.71%

TMFM

• 1D: 0.43%
• 1M: -1.09%
• 6M: -2.45%
• YTD: -5.79%
• 1Y: -14.17%
• 3Y*: 1.83%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -2.04%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TMFC Motley Fool 100 Index ETF	$6.02M	$5.82M	$6.23M
TMFM Motley Fool Mid-Cap Growth ETF	$157.21K	$169.51K	$230.30K

TMFC vs. TMFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TMFC Motley Fool 100 Index ETF	7.82%	19.55%	35.17%	47.04%	-30.86%	0.15%
TMFM Motley Fool Mid-Cap Growth ETF	-5.79%	-8.98%	17.54%	21.81%	-27.36%	1.91%

Correlation

The correlation between TMFC and TMFM is 0.44, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.44
Correlation (3Y) Balances recent behavior with more history.	0.54
Correlation (All Time) Calculated using the full available price history since Dec 13, 2021	0.68

Over the past year, the correlation between TMFC and TMFM has dropped to 0.44 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

TMFC vs. TMFM - Sectors Allocation Comparison

Sectors	TMFC	TMFM
Technology	45.7%	29.7%
Financial Services	14.2%	14.2%
Communication Services	13.5%	-
Consumer Cyclical	10.0%	3.5%
Consumer Defensive	5.1%	2.6%
Healthcare	4.0%	24.5%
Industrials	3.6%	21.6%
Energy	1.6%	-
Real Estate	1.1%	3.9%
Basic Materials	0.5%	-
Utilities	0.4%	-

Return for Risk

TMFC vs. TMFM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMFC

TMFC Risk / Return Rank: 44
TMFC Sharpe Ratio Rank: 47
TMFC Sortino Ratio Rank: 45
TMFC Omega Ratio Rank: 44
TMFC Calmar Ratio Rank: 39
TMFC Martin Ratio Rank: 43

TMFM

TMFM Risk / Return Rank: 3
TMFM Sharpe Ratio Rank: 3
TMFM Sortino Ratio Rank: 3
TMFM Omega Ratio Rank: 3
TMFM Calmar Ratio Rank: 4
TMFM Martin Ratio Rank: 4

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TMFC vs. TMFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and Motley Fool Mid-Cap Growth ETF (TMFM). 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	TMFM	Difference
Sharpe ratio: Return per unit of total volatility	1.15	-0.80	+1.95
Sortino ratio: Return per unit of downside risk	1.64	-1.10	+2.74
Omega ratio: Gain probability vs. loss probability	1.20	0.88	+0.32
Calmar ratio: Return relative to maximum drawdown	1.35	-0.62	+1.97
Martin ratio: Return relative to average drawdown	4.68	-1.07	+5.76

TMFC vs. TMFM - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 1.15, which is higher than the TMFM Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of TMFC and TMFM, 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. TMFM - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, roughly equal to the maximum TMFM drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for TMFC and TMFM.

Drawdown Indicators

	TMFC	TMFM	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-31.75%	-1.31%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-25.13%	+12.49%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	-31.75%	+11.69%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	—	—
Current Drawdown Current decline from peak	-1.68%	-23.34%	+21.66%
Average Drawdown Average peak-to-trough decline	-6.70%	-16.16%	+9.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	14.51%	-10.87%

Volatility

TMFC vs. TMFM - Volatility Comparison

The current volatility for Motley Fool 100 Index ETF (TMFC) is 4.46%, while Motley Fool Mid-Cap Growth ETF (TMFM) has a volatility of 6.01%. This indicates that TMFC experiences smaller price fluctuations and is considered to be less risky than TMFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFC	TMFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	6.01%	-1.55%
Volatility (6M) Calculated over the trailing 6-month period	11.75%	16.23%	-4.48%
Volatility (1Y) Calculated over the trailing 1-year period	14.80%	19.69%	-4.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.53%	20.60%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.92%	20.60%	+1.32%

TMFC vs. TMFM - Expense Ratio Comparison

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

Dividends

TMFC vs. TMFM - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.13%, more than TMFM's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TMFC Motley Fool 100 Index ETF	0.13%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%
TMFM Motley Fool Mid-Cap Growth ETF	0.07%	0.06%	16.27%	2.55%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TMFC and TMFM in my portfolio?

TMFC and TMFM have a correlation of 0.44, 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 TMFM?

TMFM has higher volatility (6.01%) compared to TMFC (4.46%). In terms of maximum drawdown, TMFC dropped -33.06% vs TMFM's -31.75%.

Which ETF is better, TMFC or TMFM?

On 3-year performance, TMFC leads with 22.84% vs 1.83% for TMFM. On fees, TMFC is cheaper at 0.50% per year. On volatility, TMFC has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFC or TMFM?

Over the 3-year period, TMFC has performed better with a 22.84% return vs 1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFC or TMFM?

TMFC is cheaper with a 0.50% expense ratio, compared with 0.85% for TMFM.

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

TMFC has the higher dividend yield at 0.13%, compared with 0.07% for TMFM.

What is the main difference between TMFC and TMFM?

TMFC is categorized as Large Cap Growth Equities, while TMFM is Mid Cap Growth Equities. Their fees differ too: 0.50% for TMFC and 0.85% for TMFM.

Which has better risk-adjusted returns?

TMFC currently has the higher Sharpe Ratio (1.15 vs -0.80), 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.