TMFS vs. GRPZ

Last updated Jul 17, 2026

TMFS (Motley Fool Small-Cap Growth ETF) and GRPZ (Invesco S&P Smallcap 600 GARP ETF) are both Small Cap Growth Equities funds. TMFS is actively managed, while GRPZ is passively managed. Over the past year, TMFS returned 2.85% vs 30.97% for GRPZ. Their correlation of 0.82 suggests significant overlap in exposure. TMFS charges 0.85%/yr vs 0.35%/yr for GRPZ.

Performance

TMFS vs. GRPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Small-Cap Growth ETF (TMFS) and Invesco S&P Smallcap 600 GARP ETF (GRPZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFS achieves a 3.23% return, which is significantly lower than GRPZ's 23.85% return.

TMFS

• 1D: 0.62%
• 1M: 4.04%
• 6M: -0.74%
• YTD: 3.23%
• 1Y: 2.85%
• 3Y*: 7.00%
• 5Y*: -0.79%
• 10Y*: —

GRPZ

• 1D: 0.92%
• 1M: 7.28%
• 6M: 16.11%
• YTD: 23.85%
• 1Y: 30.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFS vs. GRPZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TMFS Motley Fool Small-Cap Growth ETF	3.23%	-1.59%	14.47%
GRPZ Invesco S&P Smallcap 600 GARP ETF	23.85%	3.09%	4.27%

Correlation

The correlation between TMFS and GRPZ is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024	0.82

The correlation between TMFS and GRPZ has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

TMFS vs. GRPZ - Sectors Allocation Comparison

Sectors	TMFS	GRPZ
Technology	24.4%	7.6%
Industrials	23.8%	16.1%
Healthcare	20.7%	15.8%
Financial Services	13.2%	28.3%
Consumer Cyclical	6.7%	11.8%
Real Estate	5.5%	-
Energy	3.1%	12.2%
Basic Materials	2.5%	2.3%
Consumer Defensive	0.0%	5.3%
Communication Services	-	0.8%
Utilities	-	-

Return for Risk

TMFS vs. GRPZ — Risk / Return Rank

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

TMFS

TMFS Risk / Return Rank: 12
TMFS Sharpe Ratio Rank: 12
TMFS Sortino Ratio Rank: 12
TMFS Omega Ratio Rank: 11
TMFS Calmar Ratio Rank: 12
TMFS Martin Ratio Rank: 12

GRPZ

GRPZ Risk / Return Rank: 70
GRPZ Sharpe Ratio Rank: 69
GRPZ Sortino Ratio Rank: 75
GRPZ Omega Ratio Rank: 62
GRPZ Calmar Ratio Rank: 79
GRPZ Martin Ratio Rank: 66

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. GRPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Small-Cap Growth ETF (TMFS) and Invesco S&P Smallcap 600 GARP ETF (GRPZ). 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.

	TMFS	GRPZ	Difference
Sharpe ratio: Return per unit of total volatility	0.14	1.77	-1.63
Sortino ratio: Return per unit of downside risk	0.37	2.70	-2.34
Omega ratio: Gain probability vs. loss probability	1.04	1.30	-0.26
Calmar ratio: Return relative to maximum drawdown	0.18	3.27	-3.08
Martin ratio: Return relative to average drawdown	0.50	9.39	-8.89

TMFS vs. GRPZ - Sharpe Ratio Comparison

The current TMFS Sharpe Ratio is 0.14, which is lower than the GRPZ Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TMFS and GRPZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TMFS vs. GRPZ - Drawdown Comparison

The maximum TMFS drawdown since its inception was -48.79%, which is greater than GRPZ's maximum drawdown of -27.87%. Use the drawdown chart below to compare losses from any high point for TMFS and GRPZ.

Drawdown Indicators

	TMFS	GRPZ	Difference
Max Drawdown Largest peak-to-trough decline	-48.79%	-27.87%	-20.92%
Max Drawdown (1Y) Largest decline over 1 year	-15.73%	-9.53%	-6.20%
Max Drawdown (3Y) Largest decline over 3 years	-27.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-45.68%	—	—
Current Drawdown Current decline from peak	-16.36%	0.00%	-16.36%
Average Drawdown Average peak-to-trough decline	-19.44%	-6.68%	-12.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.74%	3.31%	+2.43%

Volatility

TMFS vs. GRPZ - Volatility Comparison

Motley Fool Small-Cap Growth ETF (TMFS) has a higher volatility of 4.85% compared to Invesco S&P Smallcap 600 GARP ETF (GRPZ) at 3.78%. This indicates that TMFS's price experiences larger fluctuations and is considered to be riskier than GRPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMFS	GRPZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	3.78%	+1.07%
Volatility (6M) Calculated over the trailing 6-month period	14.02%	11.77%	+2.25%
Volatility (1Y) Calculated over the trailing 1-year period	19.78%	17.53%	+2.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.03%	20.87%	+2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.43%	20.87%	+4.56%

TMFS vs. GRPZ - Expense Ratio Comparison

TMFS has a 0.85% expense ratio, which is higher than GRPZ's 0.35% expense ratio.

Dividends

TMFS vs. GRPZ - Dividend Comparison

TMFS has not paid dividends to shareholders, while GRPZ's dividend yield for the trailing twelve months is around 0.87%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
GRPZ Invesco S&P Smallcap 600 GARP ETF	0.87%	0.97%	0.73%	0.00%	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

Can I hold both TMFS and GRPZ in my portfolio?

TMFS and GRPZ have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFS or GRPZ?

TMFS has higher volatility (4.85%) compared to GRPZ (3.78%). In terms of maximum drawdown, TMFS dropped -48.79% vs GRPZ's -27.87%.

Which ETF is better, TMFS or GRPZ?

On 1-year performance, GRPZ leads with 30.97% vs 2.85% for TMFS. On fees, GRPZ is cheaper at 0.35% per year. On volatility, GRPZ has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFS or GRPZ?

Over the 1-year period, GRPZ has performed better with a 30.97% return vs 2.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFS or GRPZ?

GRPZ is cheaper with a 0.35% expense ratio, compared with 0.85% for TMFS.

Which ETF pays a higher dividend yield, TMFS or GRPZ?

GRPZ has the higher dividend yield at 0.87%, compared with 0.00% for TMFS.

What is the main difference between TMFS and GRPZ?

They also come from different issuers: Motley Fool and Invesco. Their fees differ too: 0.85% for TMFS and 0.35% for GRPZ.

Which has better risk-adjusted returns?

GRPZ currently has the higher Sharpe Ratio (1.77 vs 0.14), 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.