TMFM vs. PAMC

Last updated Aug 2, 2026

TMFM (Motley Fool Mid-Cap Growth ETF) and PAMC (Pacer Lunt MidCap Multi-Factor Alternator ETF) are both Mid Cap Growth Equities funds. TMFM is actively managed, while PAMC is passively managed. Over the past 3 years, TMFM returned 1.83%/yr vs 15.21%/yr for PAMC. Their 0.77 correlation means they have sometimes moved together and sometimes differently. TMFM charges 0.85%/yr vs 0.60%/yr for PAMC.

Performance

TMFM vs. PAMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Mid-Cap Growth ETF (TMFM) and Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFM achieves a -5.79% return, which is significantly lower than PAMC's 15.63% return.

TMFM

• 1D: 0.43%
• 1M: -1.09%
• 6M: -2.45%
• YTD: -5.79%
• 1Y: -14.17%
• 3Y*: 1.83%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -2.04%

PAMC

• 1D: -0.04%
• 1M: -0.96%
• 6M: 11.11%
• YTD: 15.63%
• 1Y: 25.97%
• 3Y*: 15.21%
• 5Y*: 9.60%
• 10Y*: —
• ALL TIME*: 15.20%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	$146.26K	$127.92K	$342.42K
TMFM Motley Fool Mid-Cap Growth ETF	$157.21K	$169.51K	$230.30K

TMFM vs. PAMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TMFM Motley Fool Mid-Cap Growth ETF	-5.79%	-8.98%	17.54%	21.81%	-27.36%	1.91%
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	15.63%	1.54%	26.20%	19.30%	-12.15%	1.62%

Correlation

The correlation between TMFM and PAMC is 0.43, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.43
Correlation (3Y) Balances recent behavior with more history.	0.68
Correlation (All Time) Calculated using the full available price history since Dec 13, 2021	0.77

Over the past year, the correlation between TMFM and PAMC has dropped to 0.43 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

TMFM vs. PAMC - Sectors Allocation Comparison

Sectors	TMFM	PAMC
Technology	29.7%	10.8%
Healthcare	24.5%	5.8%
Industrials	21.6%	23.2%
Financial Services	14.2%	19.8%
Real Estate	3.9%	6.8%
Consumer Cyclical	3.5%	12.5%
Consumer Defensive	2.6%	3.4%
Basic Materials	-	5.5%
Communication Services	-	0.8%
Energy	-	7.8%
Utilities	-	3.5%

Return for Risk

TMFM vs. PAMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMFM

TMFM Risk / Return Rank: 3
TMFM Sharpe Ratio Rank: 3
TMFM Sortino Ratio Rank: 3
TMFM Omega Ratio Rank: 3
TMFM Calmar Ratio Rank: 4
TMFM Martin Ratio Rank: 4

PAMC

PAMC Risk / Return Rank: 58
PAMC Sharpe Ratio Rank: 51
PAMC Sortino Ratio Rank: 54
PAMC Omega Ratio Rank: 52
PAMC Calmar Ratio Rank: 67
PAMC Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TMFM vs. PAMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) and Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TMFM	PAMC	Difference
Sharpe ratio: Return per unit of total volatility	-0.80	1.26	-2.06
Sortino ratio: Return per unit of downside risk	-1.10	1.88	-2.98
Omega ratio: Gain probability vs. loss probability	0.88	1.24	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.62	2.33	-2.95
Martin ratio: Return relative to average drawdown	-1.07	8.42	-9.50

TMFM vs. PAMC - Sharpe Ratio Comparison

The current TMFM Sharpe Ratio is -0.80, which is lower than the PAMC Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TMFM and PAMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TMFM vs. PAMC - Drawdown Comparison

The maximum TMFM drawdown since its inception was -31.75%, which is greater than PAMC's maximum drawdown of -27.04%. Use the drawdown chart below to compare losses from any high point for TMFM and PAMC.

Drawdown Indicators

	TMFM	PAMC	Difference
Max Drawdown Largest peak-to-trough decline	-31.75%	-27.04%	-4.71%
Max Drawdown (1Y) Largest decline over 1 year	-25.13%	-10.24%	-14.89%
Max Drawdown (3Y) Largest decline over 3 years	-31.75%	-26.07%	-5.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.61%	—
Current Drawdown Current decline from peak	-23.34%	-3.30%	-20.04%
Average Drawdown Average peak-to-trough decline	-16.16%	-7.32%	-8.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.51%	2.83%	+11.68%

Volatility

TMFM vs. PAMC - Volatility Comparison

Motley Fool Mid-Cap Growth ETF (TMFM) has a higher volatility of 6.01% compared to Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) at 4.30%. This indicates that TMFM's price experiences larger fluctuations and is considered to be riskier than PAMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFM	PAMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	4.30%	+1.71%
Volatility (6M) Calculated over the trailing 6-month period	16.23%	14.15%	+2.08%
Volatility (1Y) Calculated over the trailing 1-year period	19.69%	18.94%	+0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.60%	20.21%	+0.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.60%	20.62%	-0.02%

TMFM vs. PAMC - Expense Ratio Comparison

TMFM has a 0.85% expense ratio, which is higher than PAMC's 0.60% expense ratio.

Dividends

TMFM vs. PAMC - Dividend Comparison

TMFM's dividend yield for the trailing twelve months is around 0.07%, less than PAMC's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	1.12%	1.11%	0.97%	0.69%	1.29%	0.36%	0.30%
TMFM Motley Fool Mid-Cap Growth ETF	0.07%	0.06%	16.27%	2.55%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TMFM and PAMC in my portfolio?

TMFM and PAMC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFM or PAMC?

TMFM has higher volatility (6.01%) compared to PAMC (4.30%). In terms of maximum drawdown, TMFM dropped -31.75% vs PAMC's -27.04%.

Which ETF is better, TMFM or PAMC?

On 3-year performance, PAMC leads with 15.21% vs 1.83% for TMFM. On fees, PAMC is cheaper at 0.60% per year. On volatility, PAMC has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFM or PAMC?

Over the 3-year period, PAMC has performed better with a 15.21% return vs 1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFM or PAMC?

PAMC is cheaper with a 0.60% expense ratio, compared with 0.85% for TMFM.

Which ETF pays a higher dividend yield, TMFM or PAMC?

PAMC has the higher dividend yield at 1.12%, compared with 0.07% for TMFM.

What is the main difference between TMFM and PAMC?

They also come from different issuers: Motley Fool and Pacer. Their fees differ too: 0.85% for TMFM and 0.60% for PAMC.

Which has better risk-adjusted returns?

PAMC currently has the higher Sharpe Ratio (1.26 vs -0.80), 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.