TMFC vs. TMFS

Last updated Jun 24, 2026

TMFC (Motley Fool 100 Index ETF) and TMFS (Motley Fool Small-Cap Growth ETF) are both exchange-traded funds - TMFC is a Large Cap Growth Equities fund tracking the Motley Fool 100 Index, while TMFS is a Small Cap Growth Equities fund actively managed by Motley Fool. TMFC is passively managed, while TMFS is actively managed. Over the past 5 years, TMFC returned 14.15%/yr vs -2.26%/yr for TMFS. A 0.71 correlation means they provide meaningful diversification when combined. TMFC charges 0.50%/yr vs 0.85%/yr for TMFS.

Performance

TMFC vs. TMFS - Performance Comparison

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

Returns By Period

In the year-to-date period, TMFC achieves a 4.32% return, which is significantly higher than TMFS's -0.78% return.

TMFC

• 1D: -1.24%
• 1M: -3.39%
• YTD: 4.32%
• 6M: 3.34%
• 1Y: 20.43%
• 3Y*: 23.57%
• 5Y*: 14.15%
• 10Y*: —

TMFS

• 1D: -1.17%
• 1M: 0.84%
• YTD: -0.78%
• 6M: -4.22%
• 1Y: -1.24%
• 3Y*: 7.66%
• 5Y*: -2.26%
• 10Y*: —

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

TMFC vs. TMFS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TMFC Motley Fool 100 Index ETF	4.32%	19.55%	35.17%	47.04%	-30.86%	25.30%	42.00%	34.70%	-5.08%
TMFS Motley Fool Small-Cap Growth ETF	-0.78%	-1.59%	15.41%	25.40%	-33.15%	-2.38%	58.52%	40.19%	-6.14%

Correlation

The correlation between TMFC and TMFS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Oct 30, 2018	0.71

The correlation between TMFC and TMFS shifts across timeframes, from 0.57 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

TMFC vs. TMFS - Sectors Allocation Comparison

Sectors	TMFC	TMFS
Technology	44.5%	24.4%
Communication Services	16.6%	-
Financial Services	12.1%	13.2%
Consumer Cyclical	11.1%	6.7%
Healthcare	4.4%	20.7%
Industrials	4.0%	23.8%
Consumer Defensive	3.8%	0.0%
Energy	1.7%	3.1%
Real Estate	0.9%	5.5%
Basic Materials	0.6%	2.5%
Utilities	0.4%	-

Return for Risk

TMFC vs. TMFS — Risk / Return Rank

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

TMFC

TMFC Risk / Return Rank: 39
TMFC Sharpe Ratio Rank: 43
TMFC Sortino Ratio Rank: 41
TMFC Omega Ratio Rank: 40
TMFC Calmar Ratio Rank: 34
TMFC Martin Ratio Rank: 39

TMFS

TMFS Risk / Return Rank: 8
TMFS Sharpe Ratio Rank: 8
TMFS Sortino Ratio Rank: 8
TMFS Omega Ratio Rank: 8
TMFS Calmar Ratio Rank: 8
TMFS Martin Ratio Rank: 8

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. TMFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and Motley Fool Small-Cap Growth ETF (TMFS). 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	TMFS	Difference
Sharpe ratio: Return per unit of total volatility	1.44	-0.06	+1.50
Sortino ratio: Return per unit of downside risk	2.00	0.06	+1.95
Omega ratio: Gain probability vs. loss probability	1.25	1.01	+0.25
Calmar ratio: Return relative to maximum drawdown	1.62	-0.08	+1.70
Martin ratio: Return relative to average drawdown	5.87	-0.21	+6.08

TMFC vs. TMFS - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 1.44, which is higher than the TMFS Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of TMFC and TMFS, 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. TMFS - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, smaller than the maximum TMFS drawdown of -48.79%. Use the drawdown chart below to compare losses from any high point for TMFC and TMFS.

Drawdown Indicators

	TMFC	TMFS	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-48.79%	+15.73%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-15.73%	+3.09%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	-27.05%	+6.99%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	-45.68%	+12.62%
Current Drawdown Current decline from peak	-4.87%	-19.61%	+14.74%
Average Drawdown Average peak-to-trough decline	-6.75%	-19.47%	+12.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	5.91%	-2.42%

Volatility

TMFC vs. TMFS - Volatility Comparison

The current volatility for Motley Fool 100 Index ETF (TMFC) is 5.44%, while Motley Fool Small-Cap Growth ETF (TMFS) has a volatility of 5.81%. This indicates that TMFC experiences smaller price fluctuations and is considered to be less risky than TMFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFC	TMFS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	5.81%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	11.19%	14.28%	-3.09%
Volatility (1Y) Calculated over the trailing 1-year period	14.27%	20.01%	-5.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.48%	23.01%	-2.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.00%	25.50%	-3.50%

TMFC vs. TMFS - Expense Ratio Comparison

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

Dividends

TMFC vs. TMFS - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TMFC Motley Fool 100 Index ETF	0.14%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%
TMFS Motley Fool Small-Cap Growth ETF	0.00%	0.00%	0.00%	0.00%	0.34%	2.37%	5.57%	2.65%	0.00%

Frequently Asked Questions

Can I hold both TMFC and TMFS in my portfolio?

TMFC and TMFS have a correlation of 0.57, 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 TMFS?

TMFS has higher volatility (5.81%) compared to TMFC (5.44%). In terms of maximum drawdown, TMFC dropped -33.06% vs TMFS's -48.79%.

Which ETF is better, TMFC or TMFS?

On 5-year performance, TMFC leads with 14.15% vs -2.26% for TMFS. On fees, TMFC is cheaper at 0.50% per year. On volatility, TMFC has been the lower-risk option at 5.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFC or TMFS?

Over the 5-year period, TMFC has performed better with a 14.15% return vs -2.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFC or TMFS?

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

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

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

What is the main difference between TMFC and TMFS?

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

Which has better risk-adjusted returns?

TMFC currently has the higher Sharpe Ratio (1.44 vs -0.06), 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.