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

Performance

TMFS vs. TMFM - 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 Mid-Cap Growth ETF (TMFM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TMFS vs. TMFM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFS
Motley Fool Small-Cap Growth ETF
-8.10%-1.59%15.41%25.40%-33.15%4.03%
TMFM
Motley Fool Mid-Cap Growth ETF
-14.00%-8.98%17.54%21.81%-27.36%2.08%

Returns By Period

In the year-to-date period, TMFS achieves a -8.10% return, which is significantly higher than TMFM's -14.00% return.


TMFS

1D
3.19%
1M
-9.83%
YTD
-8.10%
6M
-7.25%
1Y
-1.30%
3Y*
6.23%
5Y*
-3.08%
10Y*

TMFM

1D
2.00%
1M
-10.04%
YTD
-14.00%
6M
-18.69%
1Y
-19.31%
3Y*
2.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TMFS vs. TMFM - Expense Ratio Comparison

Both TMFS and TMFM have an expense ratio of 0.85%.


Return for Risk

TMFS vs. TMFM — Risk / Return Rank

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

TMFS
TMFS Risk / Return Rank: 1111
Overall Rank
TMFS Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TMFS Sortino Ratio Rank: 1111
Sortino Ratio Rank
TMFS Omega Ratio Rank: 1111
Omega Ratio Rank
TMFS Calmar Ratio Rank: 1111
Calmar Ratio Rank
TMFS Martin Ratio Rank: 1010
Martin Ratio Rank

TMFM
TMFM Risk / Return Rank: 11
Overall Rank
TMFM Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TMFM Sortino Ratio Rank: 11
Sortino Ratio Rank
TMFM Omega Ratio Rank: 11
Omega Ratio Rank
TMFM Calmar Ratio Rank: 22
Calmar Ratio Rank
TMFM Martin Ratio Rank: 11
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. TMFM - 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 Mid-Cap Growth ETF (TMFM). 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.


TMFSTMFMDifference

Sharpe ratio

Return per unit of total volatility

-0.05

-0.91

+0.86

Sortino ratio

Return per unit of downside risk

0.10

-1.29

+1.39

Omega ratio

Gain probability vs. loss probability

1.01

0.85

+0.16

Calmar ratio

Return relative to maximum drawdown

-0.09

-0.69

+0.60

Martin ratio

Return relative to average drawdown

-0.25

-1.67

+1.42

TMFS vs. TMFM - Sharpe Ratio Comparison

The current TMFS Sharpe Ratio is -0.05, which is higher than the TMFM Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of TMFS and TMFM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TMFSTMFMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

-0.91

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.21

+0.51

Correlation

The correlation between TMFS and TMFM is 0.90, 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.


Dividends

TMFS vs. TMFM - Dividend Comparison

TMFS has not paid dividends to shareholders, while TMFM's dividend yield for the trailing twelve months is around 0.07%.


TTM2025202420232022202120202019
TMFS
Motley Fool Small-Cap Growth ETF
0.00%0.00%0.00%0.00%0.34%2.37%5.57%2.65%
TMFM
Motley Fool Mid-Cap Growth ETF
0.07%0.06%16.27%2.55%0.00%0.00%0.00%0.00%

Drawdowns

TMFS vs. TMFM - Drawdown Comparison

The maximum TMFS drawdown since its inception was -48.79%, which is greater than TMFM's maximum drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for TMFS and TMFM.


Loading graphics...

Drawdown Indicators


TMFSTMFMDifference

Max Drawdown

Largest peak-to-trough decline

-48.79%

-31.75%

-17.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-27.34%

+11.61%

Max Drawdown (5Y)

Largest decline over 5 years

-45.68%

Current Drawdown

Current decline from peak

-25.54%

-30.02%

+4.48%

Average Drawdown

Average peak-to-trough decline

-19.45%

-15.38%

-4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

11.28%

-6.01%

Volatility

TMFS vs. TMFM - Volatility Comparison

Motley Fool Small-Cap Growth ETF (TMFS) has a higher volatility of 6.89% compared to Motley Fool Mid-Cap Growth ETF (TMFM) at 5.83%. This indicates that TMFS's price experiences larger fluctuations and is considered to be riskier than TMFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TMFSTMFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

5.83%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

13.76%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

24.44%

21.27%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

20.48%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.65%

20.48%

+5.17%