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TMFM vs. MFMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFM vs. MFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Mid-Cap Growth ETF (TMFM) and Motley Fool Momentum Factor ETF (MFMO). 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 -8.40% return, which is significantly lower than MFMO's 24.93% return.


TMFM

1D
1.21%
1M
3.69%
YTD
-8.40%
6M
-9.85%
1Y
-18.32%
3Y*
3.93%
5Y*
10Y*

MFMO

1D
-0.44%
1M
8.66%
YTD
24.93%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFM vs. MFMO - Yearly Performance Comparison


2026 (YTD)2025
TMFM
Motley Fool Mid-Cap Growth ETF
-8.40%-0.40%
MFMO
Motley Fool Momentum Factor ETF
24.93%-1.90%

Correlation

The correlation between TMFM and MFMO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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Return for Risk

TMFM vs. MFMO — 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

MFMO
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. MFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) and Motley Fool Momentum Factor ETF (MFMO). 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.


TMFMMFMODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.67

Martin ratioReturn relative to average drawdown

-1.25

TMFM vs. MFMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TMFMMFMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

2.17

-2.30

Drawdowns

TMFM vs. MFMO - Drawdown Comparison

The maximum TMFM drawdown since its inception was -31.75%, which is greater than MFMO's maximum drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for TMFM and MFMO.


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Drawdown Indicators


TMFMMFMODifference

Max Drawdown

Largest peak-to-trough decline

-31.75%

-12.05%

-19.70%

Max Drawdown (1Y)

Largest decline over 1 year

-27.34%

Max Drawdown (3Y)

Largest decline over 3 years

-31.75%

Current Drawdown

Current decline from peak

-25.46%

-0.44%

-25.02%

Average Drawdown

Average peak-to-trough decline

-15.86%

-2.41%

-13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.70%

Volatility

TMFM vs. MFMO - Volatility Comparison


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Volatility by Period


TMFMMFMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

24.42%

-5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

24.42%

-3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

24.42%

-3.79%

TMFM vs. MFMO - Expense Ratio Comparison

TMFM has a 0.85% expense ratio, which is higher than MFMO's 0.50% expense ratio.


Dividends

TMFM vs. MFMO - Dividend Comparison

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


PositionTTM202520242023
MFMO
Motley Fool Momentum Factor ETF
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 MFMO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MFMO is cheaper with a 0.50% expense ratio, compared with 0.85% for TMFM.

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

TMFM is categorized as Mid Cap Growth Equities, while MFMO is Momentum. Their fees differ too: 0.85% for TMFM and 0.50% for MFMO.

Portfolio Optimizer

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