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TMFG vs. DJIA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMFG vs. DJIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and Global X Dow 30 Covered Call ETF (DJIA). The values are adjusted to include any dividend payments, if applicable.

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TMFG vs. DJIA - Yearly Performance Comparison


2026 (YTD)2025202420232022
TMFG
Motley Fool Global Opportunities ETF
-5.71%6.75%15.45%28.36%-16.64%
DJIA
Global X Dow 30 Covered Call ETF
-1.83%9.11%14.52%9.15%-2.80%

Returns By Period

In the year-to-date period, TMFG achieves a -5.71% return, which is significantly lower than DJIA's -1.83% return.


TMFG

1D
0.64%
1M
-5.27%
YTD
-5.71%
6M
-5.23%
1Y
2.86%
3Y*
10.02%
5Y*
10Y*

DJIA

1D
0.38%
1M
-4.60%
YTD
-1.83%
6M
3.58%
1Y
6.73%
3Y*
9.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMFG vs. DJIA - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than DJIA's 0.60% expense ratio.


Return for Risk

TMFG vs. DJIA — 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: 1515
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 1515
Sortino Ratio Rank
TMFG Omega Ratio Rank: 1515
Omega Ratio Rank
TMFG Calmar Ratio Rank: 1717
Calmar Ratio Rank
TMFG Martin Ratio Rank: 1818
Martin Ratio Rank

DJIA
DJIA Risk / Return Rank: 3030
Overall Rank
DJIA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DJIA Sortino Ratio Rank: 2727
Sortino Ratio Rank
DJIA Omega Ratio Rank: 3535
Omega Ratio Rank
DJIA Calmar Ratio Rank: 3030
Calmar Ratio Rank
DJIA Martin Ratio Rank: 3333
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. DJIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) and Global X Dow 30 Covered Call ETF (DJIA). 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.


TMFGDJIADifference

Sharpe ratio

Return per unit of total volatility

0.17

0.52

-0.35

Sortino ratio

Return per unit of downside risk

0.37

0.83

-0.45

Omega ratio

Gain probability vs. loss probability

1.05

1.15

-0.10

Calmar ratio

Return relative to maximum drawdown

0.26

0.75

-0.49

Martin ratio

Return relative to average drawdown

0.87

3.05

-2.18

TMFG vs. DJIA - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.17, which is lower than the DJIA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of TMFG and DJIA, 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


TMFGDJIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.52

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.59

-0.49

Correlation

The correlation between TMFG and DJIA is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TMFG vs. DJIA - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.29%, less than DJIA's 11.42% yield.


TTM2025202420232022
TMFG
Motley Fool Global Opportunities ETF
0.29%0.27%13.94%5.42%0.70%
DJIA
Global X Dow 30 Covered Call ETF
11.42%10.60%11.44%7.16%9.18%

Drawdowns

TMFG vs. DJIA - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for TMFG and DJIA.


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Drawdown Indicators


TMFGDJIADifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-16.91%

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-9.20%

-2.61%

Current Drawdown

Current decline from peak

-8.47%

-5.23%

-3.24%

Average Drawdown

Average peak-to-trough decline

-10.82%

-3.63%

-7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.25%

+1.22%

Volatility

TMFG vs. DJIA - Volatility Comparison

Motley Fool Global Opportunities ETF (TMFG) has a higher volatility of 5.62% compared to Global X Dow 30 Covered Call ETF (DJIA) at 4.12%. This indicates that TMFG's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFGDJIADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

4.12%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

6.08%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

13.05%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

11.32%

+7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

11.32%

+7.47%