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TMFG vs. DFAI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMFG vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

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TMFG vs. DFAI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFG
Motley Fool Global Opportunities ETF
-6.31%6.75%15.45%28.36%-28.17%1.21%
DFAI
Dimensional International Core Equity Market ETF
2.50%34.04%4.68%17.60%-12.95%2.81%

Returns By Period

In the year-to-date period, TMFG achieves a -6.31% return, which is significantly lower than DFAI's 2.50% return.


TMFG

1D
2.54%
1M
-6.31%
YTD
-6.31%
6M
-5.36%
1Y
2.37%
3Y*
9.78%
5Y*
10Y*

DFAI

1D
2.96%
1M
-7.52%
YTD
2.50%
6M
8.18%
1Y
28.07%
3Y*
16.13%
5Y*
9.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMFG vs. DFAI - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than DFAI's 0.18% expense ratio.


Return for Risk

TMFG vs. DFAI — Risk / Return Rank

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

TMFG
TMFG Risk / Return Rank: 1616
Overall Rank
TMFG Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 1616
Sortino Ratio Rank
TMFG Omega Ratio Rank: 1515
Omega Ratio Rank
TMFG Calmar Ratio Rank: 1616
Calmar Ratio Rank
TMFG Martin Ratio Rank: 1616
Martin Ratio Rank

DFAI
DFAI Risk / Return Rank: 8787
Overall Rank
DFAI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFAI Sortino Ratio Rank: 8787
Sortino Ratio Rank
DFAI Omega Ratio Rank: 8888
Omega Ratio Rank
DFAI Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFAI Martin Ratio Rank: 8686
Martin Ratio Rank
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. DFAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) and Dimensional International Core Equity Market ETF (DFAI). 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.


TMFGDFAIDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.69

-1.55

Sortino ratio

Return per unit of downside risk

0.33

2.32

-1.99

Omega ratio

Gain probability vs. loss probability

1.04

1.35

-0.31

Calmar ratio

Return relative to maximum drawdown

0.17

2.46

-2.30

Martin ratio

Return relative to average drawdown

0.57

9.75

-9.18

TMFG vs. DFAI - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.14, which is lower than the DFAI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of TMFG and DFAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TMFGDFAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.69

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.73

-0.63

Correlation

The correlation between TMFG and DFAI is 0.78, 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.


Dividends

TMFG vs. DFAI - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.29%, less than DFAI's 2.41% yield.


TTM202520242023202220212020
TMFG
Motley Fool Global Opportunities ETF
0.29%0.27%13.94%5.42%0.70%0.00%0.00%
DFAI
Dimensional International Core Equity Market ETF
2.41%2.45%2.72%2.64%2.72%2.06%0.09%

Drawdowns

TMFG vs. DFAI - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for TMFG and DFAI.


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Drawdown Indicators


TMFGDFAIDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-27.44%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-10.95%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

Current Drawdown

Current decline from peak

-9.06%

-7.61%

-1.45%

Average Drawdown

Average peak-to-trough decline

-10.83%

-5.21%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.76%

+0.67%

Volatility

TMFG vs. DFAI - Volatility Comparison

The current volatility for Motley Fool Global Opportunities ETF (TMFG) is 5.64%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 7.35%. This indicates that TMFG experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFGDFAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

7.35%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

10.56%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

16.70%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

15.81%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

15.66%

+3.14%