TMFM vs. SPY

In the year-to-date period, TMFM achieves a 1.29% return, which is significantly higher than SPY's 0.43% return.

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TMFM has a 0.85% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) and SPDR S&P 500 ETF (SPY). 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.

The current TMFM Sharpe Ratio is 0.69, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TMFM and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TMFM's dividend yield for the trailing twelve months is around 16.06%, more than SPY's 1.22% yield.

The maximum TMFM drawdown since its inception was -31.75%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TMFM and SPY. For additional features, visit the drawdowns tool.

Motley Fool Mid-Cap Growth ETF (TMFM) and SPDR S&P 500 ETF (SPY) have volatilities of 6.16% and 6.25%, 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.