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TMFG vs. SPGM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMFG vs. SPGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and SPDR Portfolio MSCI Global Stock Market ETF (SPGM). The values are adjusted to include any dividend payments, if applicable.

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TMFG vs. SPGM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFG
Motley Fool Global Opportunities ETF
-5.71%6.75%15.45%28.36%-28.17%1.21%
SPGM
SPDR Portfolio MSCI Global Stock Market ETF
-0.38%23.62%16.75%21.34%-17.53%2.10%

Returns By Period

In the year-to-date period, TMFG achieves a -5.71% return, which is significantly lower than SPGM's -0.38% return.


TMFG

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

SPGM

1D
0.94%
1M
-4.67%
YTD
-0.38%
6M
2.64%
1Y
24.52%
3Y*
17.72%
5Y*
9.90%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMFG vs. SPGM - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than SPGM's 0.09% expense ratio.


Return for Risk

TMFG vs. SPGM — 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

SPGM
SPGM Risk / Return Rank: 7878
Overall Rank
SPGM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPGM Sortino Ratio Rank: 7777
Sortino Ratio Rank
SPGM Omega Ratio Rank: 7878
Omega Ratio Rank
SPGM Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPGM Martin Ratio Rank: 8383
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. SPGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) and SPDR Portfolio MSCI Global Stock Market ETF (SPGM). 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.


TMFGSPGMDifference

Sharpe ratio

Return per unit of total volatility

0.17

1.41

-1.24

Sortino ratio

Return per unit of downside risk

0.37

2.03

-1.66

Omega ratio

Gain probability vs. loss probability

1.05

1.30

-0.26

Calmar ratio

Return relative to maximum drawdown

0.26

2.09

-1.83

Martin ratio

Return relative to average drawdown

0.87

9.76

-8.89

TMFG vs. SPGM - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.17, which is lower than the SPGM Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of TMFG and SPGM, 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


TMFGSPGMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

1.41

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.61

-0.51

Correlation

The correlation between TMFG and SPGM is 0.89, 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. SPGM - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.29%, less than SPGM's 1.90% yield.


TTM20252024202320222021202020192018201720162015
TMFG
Motley Fool Global Opportunities ETF
0.29%0.27%13.94%5.42%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPGM
SPDR Portfolio MSCI Global Stock Market ETF
1.90%1.89%1.98%2.09%2.37%1.94%1.45%2.46%1.89%2.29%1.87%3.70%

Drawdowns

TMFG vs. SPGM - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, roughly equal to the maximum SPGM drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for TMFG and SPGM.


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Drawdown Indicators


TMFGSPGMDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-33.97%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-11.96%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

Current Drawdown

Current decline from peak

-8.47%

-5.72%

-2.75%

Average Drawdown

Average peak-to-trough decline

-10.82%

-4.85%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.56%

+0.91%

Volatility

TMFG vs. SPGM - Volatility Comparison

The current volatility for Motley Fool Global Opportunities ETF (TMFG) is 5.62%, while SPDR Portfolio MSCI Global Stock Market ETF (SPGM) has a volatility of 6.33%. This indicates that TMFG experiences smaller price fluctuations and is considered to be less risky than SPGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFGSPGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

6.33%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

10.22%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

17.49%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

15.94%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

17.56%

+1.23%