TMFM vs. MFMO

Last updated Apr 1, 2026

Compare and contrast key facts about Motley Fool Mid-Cap Growth ETF (TMFM) and Motley Fool Momentum Factor ETF (MFMO).

TMFM and MFMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TMFM is an actively managed fund by Motley Fool. It was launched on Jun 17, 2014. MFMO is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025.

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.

TMFM vs. MFMO - Yearly Performance Comparison

	2026 (YTD)	2025
TMFM Motley Fool Mid-Cap Growth ETF	-14.00%	-0.40%
MFMO Motley Fool Momentum Factor ETF	-3.60%	-1.90%

Returns By Period

In the year-to-date period, TMFM achieves a -14.00% return, which is significantly lower than MFMO's -3.60% return.

TMFM

• 1D: 2.00%
• 1M: -10.04%
• YTD: -14.00%
• 6M: -18.69%
• 1Y: -19.31%
• 3Y*: 2.05%
• 5Y*: —
• 10Y*: —

MFMO

• 1D: 4.34%
• 1M: -4.98%
• YTD: -3.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFM vs. MFMO - Expense Ratio Comparison

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

TMFM

Motley Fool Mid-Cap Growth ETF

MFMO

Motley Fool Momentum Factor ETF

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: 1
TMFM Sharpe Ratio Rank: 1
TMFM Sortino Ratio Rank: 1
TMFM Omega Ratio Rank: 1
TMFM Calmar Ratio Rank: 2
TMFM Martin Ratio Rank: 1

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.

	TMFM	MFMO	Difference
Sharpe ratio Return per unit of total volatility	-0.91	—	—
Sortino ratio Return per unit of downside risk	-1.29	—	—
Omega ratio Gain probability vs. loss probability	0.85	—	—
Calmar ratio Return relative to maximum drawdown	-0.69	—	—
Martin ratio Return relative to average drawdown	-1.67	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TMFM	MFMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	-0.70	+0.50

Correlation

The correlation between TMFM and MFMO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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.

	TTM	2025	2024	2023
TMFM Motley Fool Mid-Cap Growth ETF	0.07%	0.06%	16.27%	2.55%
MFMO Motley Fool Momentum Factor ETF	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	TMFM	MFMO	Difference
Max Drawdown Largest peak-to-trough decline	-31.75%	-12.05%	-19.70%
Max Drawdown (1Y) Largest decline over 1 year	-27.34%	—	—
Current Drawdown Current decline from peak	-30.02%	-8.23%	-21.79%
Average Drawdown Average peak-to-trough decline	-15.38%	-3.04%	-12.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.28%	—	—

Volatility

Volatility by Period

	TMFM	MFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.27%	24.19%	-2.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.48%	24.19%	-3.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	24.19%	-3.71%