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TMFX vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMFX and SPYD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

TMFX vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Next Index ETF (TMFX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.49%
8.92%
TMFX
SPYD

Key characteristics

Sharpe Ratio

TMFX:

1.26

SPYD:

1.38

Sortino Ratio

TMFX:

1.78

SPYD:

1.93

Omega Ratio

TMFX:

1.22

SPYD:

1.25

Calmar Ratio

TMFX:

1.13

SPYD:

1.77

Martin Ratio

TMFX:

7.40

SPYD:

7.63

Ulcer Index

TMFX:

2.86%

SPYD:

2.30%

Daily Std Dev

TMFX:

16.84%

SPYD:

12.68%

Max Drawdown

TMFX:

-34.30%

SPYD:

-46.42%

Current Drawdown

TMFX:

-4.98%

SPYD:

-7.51%

Returns By Period

In the year-to-date period, TMFX achieves a 18.18% return, which is significantly higher than SPYD's 15.26% return.


TMFX

YTD

18.18%

1M

-1.77%

6M

16.38%

1Y

18.39%

5Y*

N/A

10Y*

N/A

SPYD

YTD

15.26%

1M

-5.68%

6M

10.33%

1Y

16.00%

5Y*

6.87%

10Y*

N/A

Compare stocks, funds, or ETFs

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


TMFX vs. SPYD - Expense Ratio Comparison

TMFX has a 0.50% expense ratio, which is higher than SPYD's 0.07% expense ratio.


TMFX
Motley Fool Next Index ETF
Expense ratio chart for TMFX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SPYD: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

TMFX vs. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Next Index ETF (TMFX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


Sharpe ratio
The chart of Sharpe ratio for TMFX, currently valued at 1.25, compared to the broader market0.002.004.001.261.38
The chart of Sortino ratio for TMFX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.781.93
The chart of Omega ratio for TMFX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.25
The chart of Calmar ratio for TMFX, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.131.77
The chart of Martin ratio for TMFX, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.00100.007.407.63
TMFX
SPYD

The current TMFX Sharpe Ratio is 1.26, which is comparable to the SPYD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TMFX and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.26
1.38
TMFX
SPYD

Dividends

TMFX vs. SPYD - Dividend Comparison

TMFX's dividend yield for the trailing twelve months is around 0.06%, less than SPYD's 4.31% yield.


TTM202320222021202020192018201720162015
TMFX
Motley Fool Next Index ETF
0.06%0.17%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%

Drawdowns

TMFX vs. SPYD - Drawdown Comparison

The maximum TMFX drawdown since its inception was -34.30%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for TMFX and SPYD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.98%
-7.51%
TMFX
SPYD

Volatility

TMFX vs. SPYD - Volatility Comparison

Motley Fool Next Index ETF (TMFX) has a higher volatility of 6.07% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 4.44%. This indicates that TMFX's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.07%
4.44%
TMFX
SPYD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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