TMFM vs. VOE

In the year-to-date period, TMFM achieves a 1.29% return, which is significantly higher than VOE's 0.66% return.

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TMFM has a 0.85% expense ratio, which is higher than VOE's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) and Vanguard Mid-Cap Value ETF (VOE). 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 higher than the VOE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of TMFM and VOE, 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 VOE's 2.31% yield.

The maximum TMFM drawdown since its inception was -31.75%, smaller than the maximum VOE drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for TMFM and VOE. For additional features, visit the drawdowns tool.

Motley Fool Mid-Cap Growth ETF (TMFM) has a higher volatility of 6.16% compared to Vanguard Mid-Cap Value ETF (VOE) at 4.75%. This indicates that TMFM's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.