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TMFM vs. IWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TMFM vs. IWR

Last updated Jun 4, 2026

TMFM (Motley Fool Mid-Cap Growth ETF) and IWR (iShares Russell Midcap ETF) are both Mid Cap Growth Equities funds. TMFM is actively managed, while IWR is passively managed. Over the past 3 years, TMFM returned 3.39%/yr vs 17.25%/yr for IWR. Their correlation of 0.88 suggests significant overlap in exposure. TMFM charges 0.85%/yr vs 0.19%/yr for IWR.

Performance

TMFM vs. IWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Mid-Cap Growth ETF (TMFM) and iShares Russell Midcap ETF (IWR). 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 IWR's 12.43% return.

TMFM

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

IWR

1D
-0.26%
1M
3.79%
YTD
12.43%
6M
12.21%
1Y
21.66%
3Y*
17.25%
5Y*
8.00%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFM vs. IWR - 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%
IWR
iShares Russell Midcap ETF		12.43%10.37%15.21%17.05%-17.48%2.74%

Correlation

The correlation between TMFM and IWR is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.71

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

0.83

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

0.88

The correlation between TMFM and IWR shifts across timeframes, from 0.71 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

TMFM vs. IWR - Sectors Allocation Comparison

Sectors
TMFM
IWR

Technology

28.5%
17.2%

Healthcare

23.9%
8.7%

Industrials

21.4%
18.4%

Financial Services

14.0%
12.5%

Real Estate

5.1%
7.0%

Consumer Cyclical

4.9%
11.2%

Consumer Defensive

2.2%
4.1%

Basic Materials

-

4.3%

Communication Services

-

3.4%

Energy

-

7.2%

Utilities

-

6.1%

Technology

TMFM
28.5%
IWR
17.2%

Healthcare

TMFM
23.9%
IWR
8.7%

Industrials

TMFM
21.4%
IWR
18.4%

Financial Services

TMFM
14.0%
IWR
12.5%

Real Estate

TMFM
5.1%
IWR
7.0%

Consumer Cyclical

TMFM
4.9%
IWR
11.2%

Consumer Defensive

TMFM
2.2%
IWR
4.1%

Basic Materials

TMFM

-

IWR
4.3%

Communication Services

TMFM

-

IWR
3.4%

Energy

TMFM

-

IWR
7.2%

Utilities

TMFM

-

IWR
6.1%

Compare stocks, funds, or ETFs

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

Motley Fool Mid-Cap Growth ETF

iShares Russell Midcap ETF

Often compared with TMFM:
TMFM vs. TMFCTMFM vs. SCHGTMFM vs. QQQTMFM vs. SPYTMFM vs. TMFXTMFM vs. FLQMTMFM vs. VOT
Often compared with IWR:
IWR vs. VOIWR vs. IWDIWR vs. SPMDIWR vs. IWNIWR vs. SCHMIWR vs. VXFIWR vs. REGL

Return for Risk

TMFM vs. IWR — 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
IWR
IWR Risk / Return Rank: 4949
Overall Rank
IWR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWR Omega Ratio Rank: 4444
Omega Ratio Rank
IWR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IWR Martin Ratio Rank: 5858
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. IWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) and iShares Russell Midcap ETF (IWR). 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.

TMFMIWRDifference
Sharpe ratioReturn per unit of total volatility
-0.98
1.63

-2.61

Sortino ratioReturn per unit of downside risk
-1.38
2.35

-3.73

Omega ratioGain probability vs. loss probability

0.85

1.28

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.67

2.66

-3.34

Martin ratioReturn relative to average drawdown

-1.25

10.28

-11.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TMFM vs. IWR - Sharpe Ratio Comparison

The current TMFM Sharpe Ratio is -0.98, which is lower than the IWR Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TMFM and IWR, 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

TMFMIWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

1.63

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.44

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.49

-0.64

Drawdowns

TMFM vs. IWR - Drawdown Comparison

The maximum TMFM drawdown since its inception was -31.75%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for TMFM and IWR.

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Drawdown Indicators

TMFMIWRDifference

Max Drawdown

Largest peak-to-trough decline

-31.75%

-58.78%

+27.03%

Max Drawdown (1Y)

Largest decline over 1 year

-27.34%

-8.17%

-19.17%

Max Drawdown (3Y)

Largest decline over 3 years

-31.75%

-21.09%

-10.66%

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.18%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.59%

—

Current Drawdown

Current decline from peak

-26.35%

-0.26%

-26.09%

Average Drawdown

Average peak-to-trough decline

-15.85%

-7.80%

-8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.65%

2.11%

+12.54%

Volatility

TMFM vs. IWR - Volatility Comparison

Motley Fool Mid-Cap Growth ETF (TMFM) has a higher volatility of 7.99% compared to iShares Russell Midcap ETF (IWR) at 3.26%. This indicates that TMFM's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TMFMIWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

3.26%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

9.84%

+5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

13.39%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

18.23%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

19.36%

+1.27%

TMFM vs. IWR - Expense Ratio Comparison

TMFM has a 0.85% expense ratio, which is higher than IWR's 0.19% expense ratio.

Dividends

TMFM vs. IWR - Dividend Comparison

TMFM's dividend yield for the trailing twelve months is around 0.07%, less than IWR's 1.15% yield.

PositionTTM20252024202320222021202020192018201720162015
IWR
iShares Russell Midcap ETF		1.15%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%
TMFM
Motley Fool Mid-Cap Growth ETF		0.07%0.06%16.27%2.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

TMFM and IWR have a correlation of 0.71, 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 IWR (3.26%). In terms of maximum drawdown, TMFM dropped -31.75% vs IWR's -58.78%.

On 3-year performance, IWR leads with 17.25% vs 3.39% for TMFM. On fees, IWR is cheaper at 0.19% per year. On volatility, IWR has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IWR has performed better with a 17.25% return vs 3.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWR is cheaper with a 0.19% expense ratio, compared with 0.85% for TMFM.

IWR has the higher dividend yield at 1.15%, compared with 0.07% for TMFM.

They also come from different issuers: Motley Fool and iShares. Their fees differ too: 0.85% for TMFM and 0.19% for IWR.

IWR currently has the higher Sharpe Ratio (1.63 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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