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

Correlation

The correlation between TMFX and VO is 0.92, 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.


-0.50.00.51.00.9

Performance

TMFX vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Next Index ETF (TMFX) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.14%
10.24%
TMFX
VO

Key characteristics

Sharpe Ratio

TMFX:

1.26

VO:

1.56

Sortino Ratio

TMFX:

1.78

VO:

2.15

Omega Ratio

TMFX:

1.22

VO:

1.27

Calmar Ratio

TMFX:

1.13

VO:

1.88

Martin Ratio

TMFX:

7.40

VO:

8.76

Ulcer Index

TMFX:

2.86%

VO:

2.23%

Daily Std Dev

TMFX:

16.84%

VO:

12.55%

Max Drawdown

TMFX:

-34.30%

VO:

-58.88%

Current Drawdown

TMFX:

-4.98%

VO:

-5.87%

Returns By Period

In the year-to-date period, TMFX achieves a 18.18% return, which is significantly higher than VO's 16.91% return.


TMFX

YTD

18.18%

1M

-1.77%

6M

16.38%

1Y

18.39%

5Y*

N/A

10Y*

N/A

VO

YTD

16.91%

1M

-4.07%

6M

11.14%

1Y

17.45%

5Y*

10.28%

10Y*

9.64%

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. VO - Expense Ratio Comparison

TMFX has a 0.50% expense ratio, which is higher than VO's 0.04% 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 VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

TMFX vs. VO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Next Index ETF (TMFX) and Vanguard Mid-Cap ETF (VO). 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 market0.002.004.001.261.56
The chart of Sortino ratio for TMFX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.782.15
The chart of Omega ratio for TMFX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.27
The chart of Calmar ratio for TMFX, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.132.31
The chart of Martin ratio for TMFX, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.00100.007.408.76
TMFX
VO

The current TMFX Sharpe Ratio is 1.26, which is comparable to the VO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of TMFX and VO, 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
1.56
TMFX
VO

Dividends

TMFX vs. VO - Dividend Comparison

TMFX's dividend yield for the trailing twelve months is around 0.06%, less than VO's 1.42% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
VO
Vanguard Mid-Cap ETF
1.42%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.18%

Drawdowns

TMFX vs. VO - Drawdown Comparison

The maximum TMFX drawdown since its inception was -34.30%, smaller than the maximum VO drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for TMFX and VO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.98%
-5.87%
TMFX
VO

Volatility

TMFX vs. VO - Volatility Comparison

Motley Fool Next Index ETF (TMFX) has a higher volatility of 6.07% compared to Vanguard Mid-Cap ETF (VO) at 4.72%. This indicates that TMFX's price experiences larger fluctuations and is considered to be riskier than VO 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%
4.72%
TMFX
VO
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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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