PortfoliosLab logoPortfoliosLab logo
TMFG vs. INFL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMFG vs. INFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and Horizon Kinetics Inflation Beneficiaries ETF (INFL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TMFG vs. INFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFG
Motley Fool Global Opportunities ETF
-6.31%6.75%15.45%28.36%-28.17%1.21%
INFL
Horizon Kinetics Inflation Beneficiaries ETF
17.28%18.30%23.34%1.62%2.65%3.73%

Returns By Period

In the year-to-date period, TMFG achieves a -6.31% return, which is significantly lower than INFL's 17.28% return.


TMFG

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

INFL

1D
2.12%
1M
-4.31%
YTD
17.28%
6M
16.92%
1Y
29.44%
3Y*
20.97%
5Y*
15.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TMFG vs. INFL - Expense Ratio Comparison

Both TMFG and INFL have an expense ratio of 0.85%.


Return for Risk

TMFG vs. INFL — 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

INFL
INFL Risk / Return Rank: 8282
Overall Rank
INFL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
INFL Sortino Ratio Rank: 7979
Sortino Ratio Rank
INFL Omega Ratio Rank: 7979
Omega Ratio Rank
INFL Calmar Ratio Rank: 8383
Calmar Ratio Rank
INFL 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. INFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) and Horizon Kinetics Inflation Beneficiaries ETF (INFL). 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.


TMFGINFLDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.51

-1.37

Sortino ratio

Return per unit of downside risk

0.33

1.99

-1.66

Omega ratio

Gain probability vs. loss probability

1.04

1.30

-0.25

Calmar ratio

Return relative to maximum drawdown

0.17

2.32

-2.15

Martin ratio

Return relative to average drawdown

0.57

9.88

-9.31

TMFG vs. INFL - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.14, which is lower than the INFL Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of TMFG and INFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TMFGINFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.51

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.94

-0.84

Correlation

The correlation between TMFG and INFL is 0.59, 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. INFL - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.29%, less than INFL's 0.91% yield.


TTM20252024202320222021
TMFG
Motley Fool Global Opportunities ETF
0.29%0.27%13.94%5.42%0.70%0.00%
INFL
Horizon Kinetics Inflation Beneficiaries ETF
0.91%1.26%1.77%1.60%1.65%0.91%

Drawdowns

TMFG vs. INFL - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than INFL's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for TMFG and INFL.


Loading graphics...

Drawdown Indicators


TMFGINFLDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-21.30%

-12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.89%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

Current Drawdown

Current decline from peak

-9.06%

-5.46%

-3.60%

Average Drawdown

Average peak-to-trough decline

-10.83%

-5.14%

-5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.02%

+0.41%

Volatility

TMFG vs. INFL - Volatility Comparison

Motley Fool Global Opportunities ETF (TMFG) and Horizon Kinetics Inflation Beneficiaries ETF (INFL) have volatilities of 5.64% and 5.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TMFGINFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

5.86%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

13.54%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

19.55%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

17.71%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

17.78%

+1.02%