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TMFG vs. MFIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFG vs. MFIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and Motley Fool Innovative Growth Factor ETF (MFIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMFG achieves a 1.99% return, which is significantly lower than MFIG's 4.31% return.


TMFG

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

MFIG

1D
-1.31%
1M
6.47%
YTD
4.31%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFG vs. MFIG - Yearly Performance Comparison


Correlation

The correlation between TMFG and MFIG is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.81

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Return for Risk

TMFG vs. MFIG — Risk / Return Rank

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

TMFG
TMFG Risk / Return Rank: 1313
Overall Rank
TMFG Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 1212
Sortino Ratio Rank
TMFG Omega Ratio Rank: 1212
Omega Ratio Rank
TMFG Calmar Ratio Rank: 1313
Calmar Ratio Rank
TMFG Martin Ratio Rank: 1414
Martin Ratio Rank

MFIG
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. MFIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) and Motley Fool Innovative Growth Factor ETF (MFIG). 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.


TMFGMFIGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.33

Martin ratioReturn relative to average drawdown

1.10

TMFG vs. MFIG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TMFGMFIGDifference

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

0.53

-0.33

Drawdowns

TMFG vs. MFIG - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, which is greater than MFIG's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TMFG and MFIG.


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Drawdown Indicators


TMFGMFIGDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-14.29%

-19.37%

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%

-2.15%

+0.99%

Average Drawdown

Average peak-to-trough decline

-10.49%

-4.63%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

Volatility

TMFG vs. MFIG - Volatility Comparison


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Volatility by Period


TMFGMFIGDifference

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%

16.58%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

16.58%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

16.58%

+2.02%

TMFG vs. MFIG - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than MFIG's 0.50% expense ratio.


Dividends

TMFG vs. MFIG - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.26%, while MFIG has not paid dividends to shareholders.


PositionTTM2025202420232022
MFIG
Motley Fool Innovative Growth Factor ETF
0.00%0.00%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


TMFG and MFIG have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MFIG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MFIG is cheaper with a 0.50% expense ratio, compared with 0.85% for TMFG.

TMFG has the higher dividend yield at 0.26%, compared with 0.00% for MFIG.

TMFG is categorized as Global Equities, while MFIG is Large Cap Growth Equities. Their fees differ too: 0.85% for TMFG and 0.50% for MFIG.

Portfolio Optimizer

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