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TMFM vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFM vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Mid-Cap Growth ETF (TMFM) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMFM achieves a -9.50% return, which is significantly lower than GSG's 42.58% return.


TMFM

1D
-1.60%
1M
2.81%
YTD
-9.50%
6M
-11.03%
1Y
-18.27%
3Y*
3.39%
5Y*
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFM vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFM
Motley Fool Mid-Cap Growth ETF
-9.50%-8.98%17.54%21.81%-27.36%2.08%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%24.08%3.57%

Correlation

The correlation between TMFM and GSG is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2021

0.07

The correlation between TMFM and GSG shifts across timeframes, from -0.17 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMFM vs. GSG — Risk / Return Rank

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

TMFM
TMFM Risk / Return Rank: 22
Overall Rank
TMFM Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TMFM Sortino Ratio Rank: 22
Sortino Ratio Rank
TMFM Omega Ratio Rank: 22
Omega Ratio Rank
TMFM Calmar Ratio Rank: 33
Calmar Ratio Rank
TMFM Martin Ratio Rank: 33
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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.

TMFM vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


TMFMGSGDifference
Sharpe ratioReturn per unit of total volatility

-3.23

Sortino ratioReturn per unit of downside risk

-4.26

Omega ratioGain probability vs. loss probability

0.85

1.40

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.67

5.47

-6.15

Martin ratioReturn relative to average drawdown

-1.25

14.39

-15.64

TMFM vs. GSG - Sharpe Ratio Comparison

The current TMFM Sharpe Ratio is -0.98, which is lower than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TMFM and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TMFMGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

2.26

-3.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

-0.09

-0.06

Drawdowns

TMFM vs. GSG - Drawdown Comparison

The maximum TMFM drawdown since its inception was -31.75%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for TMFM and GSG.


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Drawdown Indicators


TMFMGSGDifference

Max Drawdown

Largest peak-to-trough decline

-31.75%

-89.62%

+57.87%

Max Drawdown (1Y)

Largest decline over 1 year

-27.34%

-9.46%

-17.88%

Max Drawdown (3Y)

Largest decline over 3 years

-31.75%

-14.94%

-16.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-26.35%

-56.95%

+30.60%

Average Drawdown

Average peak-to-trough decline

-15.85%

-63.71%

+47.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.65%

3.59%

+11.06%

Volatility

TMFM vs. GSG - Volatility Comparison

Motley Fool Mid-Cap Growth ETF (TMFM) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 7.99% and 7.65%, 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.


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Volatility by Period


TMFMGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

7.65%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

20.42%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

22.95%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

22.61%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

22.03%

-1.40%

TMFM vs. GSG - Expense Ratio Comparison

TMFM has a 0.85% expense ratio, which is higher than GSG's 0.75% expense ratio.


Dividends

TMFM vs. GSG - Dividend Comparison

TMFM's dividend yield for the trailing twelve months is around 0.07%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%
TMFM
Motley Fool Mid-Cap Growth ETF
0.07%0.06%16.27%2.55%

Frequently Asked Questions


TMFM and GSG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMFM has higher volatility (7.99%) compared to GSG (7.65%). In terms of maximum drawdown, TMFM dropped -31.75% vs GSG's -89.62%.

On 3-year performance, GSG leads with 19.31% vs 3.39% for TMFM. On fees, GSG is cheaper at 0.75% per year. On volatility, GSG has been the lower-risk option at 7.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GSG has performed better with a 19.31% return vs 3.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 0.85% for TMFM.

TMFM has the higher dividend yield at 0.07%, compared with 0.00% for GSG.

TMFM is categorized as Mid Cap Growth Equities, while GSG is Commodities. They also come from different issuers: Motley Fool and iShares. Their fees differ too: 0.85% for TMFM and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs -0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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