TMFG vs. BDVL

Last updated Jun 4, 2026

TMFG (Motley Fool Global Opportunities ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. TMFG is actively managed, while BDVL is passively managed. A 0.77 correlation means they provide meaningful diversification when combined. TMFG charges 0.85%/yr vs 0.40%/yr for BDVL.

Performance

TMFG vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFG achieves a 1.99% return, which is significantly lower than BDVL's 4.71% return.

TMFG

• 1D: -0.39%
• 1M: -0.08%
• YTD: 1.99%
• 6M: 2.14%
• 1Y: 3.83%
• 3Y*: 12.53%
• 5Y*: —
• 10Y*: —

BDVL

• 1D: -0.44%
• 1M: 0.91%
• YTD: 4.71%
• 6M: 5.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TMFG vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
TMFG Motley Fool Global Opportunities ETF	1.99%	-1.33%
BDVL iShares Disciplined Volatility Equity Active ETF	4.71%	1.97%

Correlation

The correlation between TMFG and BDVL is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	0.77

TMFG vs. BDVL - Sectors Allocation Comparison

Sectors	TMFG	BDVL
Industrials	21.4%	15.4%
Financial Services	18.2%	13.9%
Communication Services	14.3%	10.7%
Technology	12.0%	23.0%
Consumer Cyclical	11.9%	8.5%
Real Estate	8.8%	1.0%
Consumer Defensive	5.9%	6.3%
Healthcare	5.6%	11.1%
Basic Materials	1.8%	2.6%
Energy	-	2.8%
Utilities	-	4.8%

Return for Risk

TMFG vs. BDVL — Risk / Return Rank

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

TMFG

TMFG Risk / Return Rank: 13
TMFG Sharpe Ratio Rank: 13
TMFG Sortino Ratio Rank: 12
TMFG Omega Ratio Rank: 12
TMFG Calmar Ratio Rank: 13
TMFG Martin Ratio Rank: 14

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.

TMFG vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

	TMFG	BDVL	Difference
Sharpe ratio: Return per unit of total volatility	0.30	—	—
Sortino ratio: Return per unit of downside risk	0.51	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.33	—	—
Martin ratio: Return relative to average drawdown	1.10	—	—
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

	TMFG	BDVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	1.01	-0.82

Drawdowns

TMFG vs. BDVL - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for TMFG and BDVL.

Drawdown Indicators

	TMFG	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-7.71%	-25.95%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.60%	—	—
Current Drawdown Current decline from peak	-1.16%	-0.95%	-0.21%
Average Drawdown Average peak-to-trough decline	-10.49%	-1.19%	-9.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	—	—

Volatility

Volatility by Period

	TMFG	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	9.49%	+3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.60%	9.49%	+9.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.60%	9.49%	+9.11%

TMFG vs. BDVL - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

TMFG vs. BDVL - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.26%, less than BDVL's 2.66% yield.

Position	TTM	2025	2024	2023	2022
BDVL iShares Disciplined Volatility Equity Active ETF	2.66%	2.79%	0.00%	0.00%	0.00%
TMFG Motley Fool Global Opportunities ETF	0.26%	0.27%	13.94%	5.42%	0.70%

Frequently Asked Questions

Can I hold both TMFG and BDVL in my portfolio?

TMFG and BDVL have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TMFG or BDVL?

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TMFG or BDVL?

BDVL is cheaper with a 0.40% expense ratio, compared with 0.85% for TMFG.

Which ETF pays a higher dividend yield, TMFG or BDVL?

BDVL has the higher dividend yield at 2.66%, compared with 0.26% for TMFG.

What is the main difference between TMFG and BDVL?

They also come from different issuers: Motley Fool and iShares. Their fees differ too: 0.85% for TMFG and 0.40% for BDVL.