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TMFM vs. VOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMFM and VOT is 0.83, 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.


Performance

TMFM vs. VOT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TMFM:

0.63

VOT:

0.72

Sortino Ratio

TMFM:

1.14

VOT:

1.16

Omega Ratio

TMFM:

1.15

VOT:

1.16

Calmar Ratio

TMFM:

0.61

VOT:

0.75

Martin Ratio

TMFM:

1.86

VOT:

2.68

Ulcer Index

TMFM:

7.50%

VOT:

6.13%

Daily Std Dev

TMFM:

20.16%

VOT:

22.13%

Max Drawdown

TMFM:

-31.75%

VOT:

-60.17%

Current Drawdown

TMFM:

-9.94%

VOT:

-4.23%

Returns By Period

In the year-to-date period, TMFM achieves a 0.74% return, which is significantly lower than VOT's 4.54% return.


TMFM

YTD

0.74%

1M

8.32%

6M

-6.92%

1Y

12.69%

5Y*

N/A

10Y*

N/A

VOT

YTD

4.54%

1M

13.61%

6M

0.44%

1Y

15.76%

5Y*

13.48%

10Y*

10.16%

*Annualized

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TMFM vs. VOT - Expense Ratio Comparison

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


Risk-Adjusted Performance

TMFM vs. VOT — Risk-Adjusted Performance Rank

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

TMFM
The Risk-Adjusted Performance Rank of TMFM is 6161
Overall Rank
The Sharpe Ratio Rank of TMFM is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of TMFM is 6767
Sortino Ratio Rank
The Omega Ratio Rank of TMFM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TMFM is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TMFM is 5252
Martin Ratio Rank

VOT
The Risk-Adjusted Performance Rank of VOT is 6969
Overall Rank
The Sharpe Ratio Rank of VOT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOT is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VOT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOT is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOT is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMFM vs. VOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) and Vanguard Mid-Cap Growth ETF (VOT). 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 0.63, which is comparable to the VOT Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TMFM and VOT, 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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Dividends

TMFM vs. VOT - Dividend Comparison

TMFM's dividend yield for the trailing twelve months is around 16.15%, more than VOT's 0.66% yield.


TTM20242023202220212020201920182017201620152014
TMFM
Motley Fool Mid-Cap Growth ETF
16.15%16.27%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOT
Vanguard Mid-Cap Growth ETF
0.66%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%

Drawdowns

TMFM vs. VOT - Drawdown Comparison

The maximum TMFM drawdown since its inception was -31.75%, smaller than the maximum VOT drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for TMFM and VOT. For additional features, visit the drawdowns tool.


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Volatility

TMFM vs. VOT - Volatility Comparison

Motley Fool Mid-Cap Growth ETF (TMFM) and Vanguard Mid-Cap Growth ETF (VOT) have volatilities of 6.29% and 6.37%, 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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