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TMFM vs. TMFG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMFM vs. TMFG - 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 Global Opportunities ETF (TMFG). The values are adjusted to include any dividend payments, if applicable.

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TMFM vs. TMFG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFM
Motley Fool Mid-Cap Growth ETF
-14.00%-8.98%17.54%21.81%-27.36%2.08%
TMFG
Motley Fool Global Opportunities ETF
-6.31%6.75%15.45%28.36%-28.17%1.21%

Returns By Period

In the year-to-date period, TMFM achieves a -14.00% return, which is significantly lower than TMFG's -6.31% return.


TMFM

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

TMFG

1D
2.54%
1M
-6.31%
YTD
-6.31%
6M
-5.36%
1Y
2.37%
3Y*
9.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMFM vs. TMFG - Expense Ratio Comparison

Both TMFM and TMFG have an expense ratio of 0.85%.


Return for Risk

TMFM vs. TMFG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMFM
TMFM Risk / Return Rank: 11
Overall Rank
TMFM Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TMFM Sortino Ratio Rank: 11
Sortino Ratio Rank
TMFM Omega Ratio Rank: 11
Omega Ratio Rank
TMFM Calmar Ratio Rank: 22
Calmar Ratio Rank
TMFM Martin Ratio Rank: 11
Martin Ratio Rank

TMFG
TMFG Risk / Return Rank: 1616
Overall Rank
TMFG Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TMFG Sortino Ratio Rank: 1616
Sortino Ratio Rank
TMFG Omega Ratio Rank: 1515
Omega Ratio Rank
TMFG Calmar Ratio Rank: 1616
Calmar Ratio Rank
TMFG Martin Ratio Rank: 1616
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. TMFG - 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 Global Opportunities ETF (TMFG). 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.


TMFMTMFGDifference

Sharpe ratio

Return per unit of total volatility

-0.91

0.14

-1.05

Sortino ratio

Return per unit of downside risk

-1.29

0.33

-1.62

Omega ratio

Gain probability vs. loss probability

0.85

1.04

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.69

0.17

-0.86

Martin ratio

Return relative to average drawdown

-1.67

0.57

-2.24

TMFM vs. TMFG - Sharpe Ratio Comparison

The current TMFM Sharpe Ratio is -0.91, which is lower than the TMFG Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of TMFM and TMFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TMFMTMFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

0.14

-1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.09

-0.30

Correlation

The correlation between TMFM and TMFG is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TMFM vs. TMFG - Dividend Comparison

TMFM's dividend yield for the trailing twelve months is around 0.07%, less than TMFG's 0.29% yield.


TTM2025202420232022
TMFM
Motley Fool Mid-Cap Growth ETF
0.07%0.06%16.27%2.55%0.00%
TMFG
Motley Fool Global Opportunities ETF
0.29%0.27%13.94%5.42%0.70%

Drawdowns

TMFM vs. TMFG - Drawdown Comparison

The maximum TMFM drawdown since its inception was -31.75%, smaller than the maximum TMFG drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for TMFM and TMFG.


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Drawdown Indicators


TMFMTMFGDifference

Max Drawdown

Largest peak-to-trough decline

-31.75%

-33.66%

+1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-27.34%

-11.81%

-15.53%

Current Drawdown

Current decline from peak

-30.02%

-9.06%

-20.96%

Average Drawdown

Average peak-to-trough decline

-15.38%

-10.83%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.28%

3.43%

+7.85%

Volatility

TMFM vs. TMFG - Volatility Comparison

Motley Fool Mid-Cap Growth ETF (TMFM) and Motley Fool Global Opportunities ETF (TMFG) have volatilities of 5.83% and 5.64%, 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.


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Volatility by Period


TMFMTMFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

5.64%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.76%

10.25%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.27%

16.98%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

18.80%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

18.80%

+1.68%