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TMFX vs. SPYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMFX achieves a 1.68% return, which is significantly lower than SPYD's 12.56% return.


TMFX

1D
-0.47%
1M
0.30%
YTD
1.68%
6M
-0.26%
1Y
10.28%
3Y*
12.37%
5Y*
10Y*

SPYD

1D
0.93%
1M
1.01%
YTD
12.56%
6M
12.79%
1Y
18.22%
3Y*
15.16%
5Y*
8.06%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFX vs. SPYD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFX
Motley Fool Next Index ETF
1.68%10.41%16.04%17.95%-28.16%-0.65%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
12.56%4.65%15.34%3.91%-1.17%0.12%

Correlation

The correlation between TMFX and SPYD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.55

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2021

0.61

The correlation between TMFX and SPYD shifts across timeframes, from 0.43 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMFX vs. SPYD — Risk / Return Rank

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

TMFX
TMFX Risk / Return Rank: 1818
Overall Rank
TMFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TMFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TMFX Omega Ratio Rank: 1717
Omega Ratio Rank
TMFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TMFX Martin Ratio Rank: 2020
Martin Ratio Rank

SPYD
SPYD Risk / Return Rank: 4747
Overall Rank
SPYD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPYD Omega Ratio Rank: 4242
Omega Ratio Rank
SPYD Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPYD Martin Ratio Rank: 4646
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.

TMFX vs. SPYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Next Index ETF (TMFX) and State Street 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.

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.


TMFXSPYDDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.16

Calmar ratioReturn relative to maximum drawdown

0.74

2.59

-1.85

Martin ratioReturn relative to average drawdown

2.34

7.47

-5.13

TMFX vs. SPYD - Sharpe Ratio Comparison

The current TMFX Sharpe Ratio is 0.60, which is lower than the SPYD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of TMFX and SPYD, 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

TMFX vs. SPYD - Drawdown Comparison

The maximum TMFX drawdown since its inception was -34.72%, 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.


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Drawdown Indicators


TMFXSPYDDifference

Max Drawdown

Largest peak-to-trough decline

-34.72%

-46.42%

+11.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-7.05%

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

-16.13%

-7.92%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

Current Drawdown

Current decline from peak

-4.06%

-1.89%

-2.17%

Average Drawdown

Average peak-to-trough decline

-14.57%

-6.14%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

2.44%

+1.96%

Volatility

TMFX vs. SPYD - Volatility Comparison

Motley Fool Next Index ETF (TMFX) has a higher volatility of 5.40% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.68%. 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.


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Volatility by Period


TMFXSPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

3.68%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

8.05%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

11.87%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

16.07%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

19.78%

+3.55%

TMFX vs. SPYD - Expense Ratio Comparison

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


Dividends

TMFX vs. SPYD - Dividend Comparison

TMFX's dividend yield for the trailing twelve months is around 0.05%, less than SPYD's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
4.26%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%
TMFX
Motley Fool Next Index ETF
0.05%0.05%0.06%0.16%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMFX and SPYD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMFX has higher volatility (5.40%) compared to SPYD (3.68%). In terms of maximum drawdown, TMFX dropped -34.72% vs SPYD's -46.42%.

On 3-year performance, SPYD leads with 15.16% vs 12.37% for TMFX. On fees, SPYD is cheaper at 0.07% per year. On volatility, SPYD has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPYD has performed better with a 15.16% return vs 12.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYD is cheaper with a 0.07% expense ratio, compared with 0.50% for TMFX.

SPYD has the higher dividend yield at 4.26%, compared with 0.05% for TMFX.

TMFX is categorized as Mid Cap Growth Equities, while SPYD is S&P 500. TMFX tracks Motley Fool Next Index, while SPYD tracks S&P 500 High Dividend Index. They also come from different issuers: Motley Fool and State Street. Their fees differ too: 0.50% for TMFX and 0.07% for SPYD.

SPYD currently has the higher Sharpe Ratio (1.54 vs 0.60), 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

Find the right allocation for TMFX and SPYD

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