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

Correlation

The correlation between TMFX and VOO is 0.86, 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. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
0.14%
30.26%
TMFX
VOO

Key characteristics

Sharpe Ratio

TMFX:

1.26

VOO:

2.25

Sortino Ratio

TMFX:

1.78

VOO:

2.98

Omega Ratio

TMFX:

1.22

VOO:

1.42

Calmar Ratio

TMFX:

1.13

VOO:

3.31

Martin Ratio

TMFX:

7.40

VOO:

14.77

Ulcer Index

TMFX:

2.86%

VOO:

1.90%

Daily Std Dev

TMFX:

16.84%

VOO:

12.46%

Max Drawdown

TMFX:

-34.30%

VOO:

-33.99%

Current Drawdown

TMFX:

-4.98%

VOO:

-2.47%

Returns By Period

In the year-to-date period, TMFX achieves a 18.18% return, which is significantly lower than VOO's 26.02% return.


TMFX

YTD

18.18%

1M

-1.77%

6M

16.38%

1Y

18.39%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

TMFX has a 0.50% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TMFX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Next Index ETF (TMFX) and Vanguard S&P 500 ETF (VOO). 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 market0.002.004.001.262.25
The chart of Sortino ratio for TMFX, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.782.98
The chart of Omega ratio for TMFX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.42
The chart of Calmar ratio for TMFX, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.133.31
The chart of Martin ratio for TMFX, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.00100.007.4014.77
TMFX
VOO

The current TMFX Sharpe Ratio is 1.26, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TMFX and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.26
2.25
TMFX
VOO

Dividends

TMFX vs. VOO - Dividend Comparison

TMFX's dividend yield for the trailing twelve months is around 0.06%, less than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TMFX vs. VOO - Drawdown Comparison

The maximum TMFX drawdown since its inception was -34.30%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TMFX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.98%
-2.47%
TMFX
VOO

Volatility

TMFX vs. VOO - Volatility Comparison

Motley Fool Next Index ETF (TMFX) has a higher volatility of 6.07% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that TMFX's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.75%
TMFX
VOO
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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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