PortfoliosLab logoPortfoliosLab logo
TMFS vs. MFVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFS vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Small-Cap Growth ETF (TMFS) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TMFS achieves a -4.69% return, which is significantly lower than MFVL's 0.39% return.


TMFS

1D
-1.11%
1M
-3.92%
YTD
-4.69%
6M
-6.04%
1Y
-3.97%
3Y*
6.32%
5Y*
-1.68%
10Y*

MFVL

1D
-1.06%
1M
0.90%
YTD
0.39%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFS vs. MFVL - Yearly Performance Comparison


2026 (YTD)2025
TMFS
Motley Fool Small-Cap Growth ETF
-4.69%-1.11%
MFVL
Motley Fool Value Factor ETF
0.39%1.39%

Correlation

The correlation between TMFS and MFVL is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.68

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TMFS vs. MFVL — Risk / Return Rank

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

TMFS
TMFS Risk / Return Rank: 66
Overall Rank
TMFS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMFS Sortino Ratio Rank: 66
Sortino Ratio Rank
TMFS Omega Ratio Rank: 66
Omega Ratio Rank
TMFS Calmar Ratio Rank: 66
Calmar Ratio Rank
TMFS Martin Ratio Rank: 66
Martin Ratio Rank

MFVL
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. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Small-Cap Growth ETF (TMFS) and Motley Fool Value Factor ETF (MFVL). 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.


TMFSMFVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.25

Martin ratioReturn relative to average drawdown

-0.70

TMFS vs. MFVL - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


TMFSMFVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.31

+0.01

Drawdowns

TMFS vs. MFVL - Drawdown Comparison

The maximum TMFS drawdown since its inception was -48.79%, which is greater than MFVL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for TMFS and MFVL.


Loading charts...

Drawdown Indicators


TMFSMFVLDifference

Max Drawdown

Largest peak-to-trough decline

-48.79%

-7.03%

-41.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

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

-22.78%

-3.29%

-19.49%

Average Drawdown

Average peak-to-trough decline

-19.47%

-2.42%

-17.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

Volatility

TMFS vs. MFVL - Volatility Comparison


Loading charts...

Volatility by Period


TMFSMFVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

12.15%

+7.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.93%

12.15%

+10.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.52%

12.15%

+13.37%

TMFS vs. MFVL - Expense Ratio Comparison

TMFS has a 0.85% expense ratio, which is higher than MFVL's 0.50% expense ratio.


Dividends

TMFS vs. MFVL - Dividend Comparison

Neither TMFS nor MFVL has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
MFVL
Motley Fool Value Factor ETF
0.00%0.00%0.00%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


TMFS and MFVL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MFVL is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MFVL is cheaper with a 0.50% expense ratio, compared with 0.85% for TMFS.

TMFS and MFVL have nearly identical dividend yields, around 0.00%.

TMFS is categorized as Small Cap Growth Equities, while MFVL is Large Cap Value Equities. Their fees differ too: 0.85% for TMFS and 0.50% for MFVL.

Portfolio Optimizer

Find the right allocation for TMFS and MFVL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer