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TMFS vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFS vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Small-Cap Growth ETF (TMFS) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMFS achieves a -0.78% return, which is significantly lower than CMDT's 13.43% return.


TMFS

1D
-1.17%
1M
0.84%
YTD
-0.78%
6M
-4.22%
1Y
-1.24%
3Y*
7.66%
5Y*
-2.26%
10Y*

CMDT

1D
-1.14%
1M
-8.86%
YTD
13.43%
6M
13.42%
1Y
21.34%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFS vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
TMFS
Motley Fool Small-Cap Growth ETF
-0.78%-1.59%15.41%12.95%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
13.43%12.78%6.93%5.37%

Correlation

The correlation between TMFS and CMDT is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.10

The correlation between TMFS and CMDT shifts across timeframes, from -0.04 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMFS vs. CMDT — Risk / Return Rank

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

TMFS
TMFS Risk / Return Rank: 88
Overall Rank
TMFS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMFS Sortino Ratio Rank: 88
Sortino Ratio Rank
TMFS Omega Ratio Rank: 88
Omega Ratio Rank
TMFS Calmar Ratio Rank: 88
Calmar Ratio Rank
TMFS Martin Ratio Rank: 88
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5050
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4848
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5858
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.

TMFS vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Small-Cap Growth ETF (TMFS) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


TMFSCMDTDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.01

1.29

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.08

1.93

-2.01

Martin ratioReturn relative to average drawdown

-0.21

9.62

-9.83

TMFS vs. CMDT - Sharpe Ratio Comparison

The current TMFS Sharpe Ratio is -0.06, which is lower than the CMDT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TMFS and CMDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMFS vs. CMDT - Drawdown Comparison

The maximum TMFS drawdown since its inception was -48.79%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for TMFS and CMDT.


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Drawdown Indicators


TMFSCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-48.79%

-11.11%

-37.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-11.11%

-4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-27.05%

-11.11%

-15.94%

Max Drawdown (5Y)

Largest decline over 5 years

-45.68%

Current Drawdown

Current decline from peak

-19.61%

-11.11%

-8.50%

Average Drawdown

Average peak-to-trough decline

-19.47%

-2.77%

-16.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

2.25%

+3.66%

Volatility

TMFS vs. CMDT - Volatility Comparison

Motley Fool Small-Cap Growth ETF (TMFS) has a higher volatility of 5.81% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 3.26%. This indicates that TMFS's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFSCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

3.26%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

10.60%

+3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

12.65%

+7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.01%

12.24%

+10.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

12.24%

+13.26%

TMFS vs. CMDT - Expense Ratio Comparison

TMFS has a 0.85% expense ratio, which is higher than CMDT's 0.65% expense ratio.


Dividends

TMFS vs. CMDT - Dividend Comparison

TMFS has not paid dividends to shareholders, while CMDT's dividend yield for the trailing twelve months is around 2.67%.


PositionTTM2025202420232022202120202019
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.67%3.04%8.80%2.71%0.00%0.00%0.00%0.00%
TMFS
Motley Fool Small-Cap Growth ETF
0.00%0.00%0.00%0.00%0.34%2.37%5.57%2.65%

Frequently Asked Questions


TMFS and CMDT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMFS has higher volatility (5.81%) compared to CMDT (3.26%). In terms of maximum drawdown, TMFS dropped -48.79% vs CMDT's -11.11%.

On 3-year performance, CMDT leads with 12.77% vs 7.66% for TMFS. On fees, CMDT is cheaper at 0.65% per year. On volatility, CMDT has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CMDT has performed better with a 12.77% return vs 7.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMDT is cheaper with a 0.65% expense ratio, compared with 0.85% for TMFS.

CMDT has the higher dividend yield at 2.67%, compared with 0.00% for TMFS.

TMFS is categorized as Small Cap Growth Equities, while CMDT is Commodities. They also come from different issuers: Motley Fool and PIMCO. Their fees differ too: 0.85% for TMFS and 0.65% for CMDT.

CMDT currently has the higher Sharpe Ratio (1.71 vs -0.06), 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.

Portfolio Optimizer

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