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TMFC vs. TMFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMFC and TMFX is 0.80, 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.


-0.50.00.51.00.8

Performance

TMFC vs. TMFX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
38.61%
0.14%
TMFC
TMFX

Key characteristics

Sharpe Ratio

TMFC:

2.37

TMFX:

1.26

Sortino Ratio

TMFC:

3.10

TMFX:

1.78

Omega Ratio

TMFC:

1.43

TMFX:

1.22

Calmar Ratio

TMFC:

3.33

TMFX:

1.13

Martin Ratio

TMFC:

14.01

TMFX:

7.40

Ulcer Index

TMFC:

2.68%

TMFX:

2.86%

Daily Std Dev

TMFC:

15.88%

TMFX:

16.84%

Max Drawdown

TMFC:

-33.06%

TMFX:

-34.30%

Current Drawdown

TMFC:

-2.76%

TMFX:

-4.98%

Returns By Period

In the year-to-date period, TMFC achieves a 36.34% return, which is significantly higher than TMFX's 18.18% return.


TMFC

YTD

36.34%

1M

2.99%

6M

13.51%

1Y

36.38%

5Y*

19.94%

10Y*

N/A

TMFX

YTD

18.18%

1M

-1.77%

6M

16.38%

1Y

18.39%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TMFC vs. TMFX - Expense Ratio Comparison

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


TMFC
Motley Fool 100 Index ETF
Expense ratio chart for TMFC: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for TMFX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

TMFC vs. TMFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and Motley Fool Next Index ETF (TMFX). 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.


Sharpe ratio
The chart of Sharpe ratio for TMFC, currently valued at 2.37, compared to the broader market0.002.004.002.371.26
The chart of Sortino ratio for TMFC, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.003.101.78
The chart of Omega ratio for TMFC, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.22
The chart of Calmar ratio for TMFC, currently valued at 3.33, compared to the broader market0.005.0010.0015.003.331.13
The chart of Martin ratio for TMFC, currently valued at 14.01, compared to the broader market0.0020.0040.0060.0080.00100.0014.017.40
TMFC
TMFX

The current TMFC Sharpe Ratio is 2.37, which is higher than the TMFX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TMFC and TMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.37
1.26
TMFC
TMFX

Dividends

TMFC vs. TMFX - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.40%, more than TMFX's 0.06% yield.


TTM202320222021202020192018
TMFC
Motley Fool 100 Index ETF
0.40%0.26%0.27%0.23%0.42%0.50%0.62%
TMFX
Motley Fool Next Index ETF
0.06%0.17%0.22%0.00%0.00%0.00%0.00%

Drawdowns

TMFC vs. TMFX - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, roughly equal to the maximum TMFX drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for TMFC and TMFX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.76%
-4.98%
TMFC
TMFX

Volatility

TMFC vs. TMFX - Volatility Comparison

The current volatility for Motley Fool 100 Index ETF (TMFC) is 4.59%, while Motley Fool Next Index ETF (TMFX) has a volatility of 6.07%. This indicates that TMFC experiences smaller price fluctuations and is considered to be less risky than TMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.59%
6.07%
TMFC
TMFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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