TVAL vs. MFVL

Last updated Jun 4, 2026

TVAL (T. Rowe Price Value ETF) and MFVL (Motley Fool Value Factor ETF) are both Large Cap Value Equities funds. Both are actively managed. At a 0.47 correlation, their price movements are largely independent. TVAL charges 0.33%/yr vs 0.50%/yr for MFVL.

Performance

TVAL vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Value ETF (TVAL) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TVAL achieves a 15.42% return, which is significantly higher than MFVL's 0.39% return.

TVAL

• 1D: -0.05%
• 1M: 3.86%
• YTD: 15.42%
• 6M: 16.79%
• 1Y: 28.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MFVL

• 1D: -1.06%
• 1M: 0.90%
• YTD: 0.39%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TVAL vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
TVAL T. Rowe Price Value ETF	15.42%	1.87%
MFVL Motley Fool Value Factor ETF	0.39%	1.39%

Correlation

The correlation between TVAL and MFVL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025	0.47

Return for Risk

TVAL vs. MFVL — Risk / Return Rank

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

TVAL

TVAL Risk / Return Rank: 82
TVAL Sharpe Ratio Rank: 82
TVAL Sortino Ratio Rank: 84
TVAL Omega Ratio Rank: 81
TVAL Calmar Ratio Rank: 78
TVAL Martin Ratio Rank: 83

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.

TVAL vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value ETF (TVAL) and Motley Fool Value Factor ETF (MFVL). 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.

	TVAL	MFVL	Difference
Sharpe ratio: Return per unit of total volatility	2.69	—	—
Sortino ratio: Return per unit of downside risk	3.78	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	4.00	—	—
Martin ratio: Return relative to average drawdown	16.80	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TVAL	MFVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.48	0.31	+1.17

Drawdowns

TVAL vs. MFVL - Drawdown Comparison

The maximum TVAL drawdown since its inception was -14.84%, which is greater than MFVL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for TVAL and MFVL.

Drawdown Indicators

	TVAL	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-14.84%	-7.03%	-7.81%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	—	—
Current Drawdown Current decline from peak	-0.39%	-3.29%	+2.90%
Average Drawdown Average peak-to-trough decline	-2.06%	-2.42%	+0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	—	—

Volatility

Volatility by Period

	TVAL	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.65%	12.15%	-1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.59%	12.15%	+0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.59%	12.15%	+0.44%

TVAL vs. MFVL - Expense Ratio Comparison

TVAL has a 0.33% expense ratio, which is lower than MFVL's 0.50% expense ratio.

Dividends

TVAL vs. MFVL - Dividend Comparison

TVAL's dividend yield for the trailing twelve months is around 1.00%, while MFVL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%
TVAL T. Rowe Price Value ETF	1.00%	1.15%	1.16%	0.64%

Frequently Asked Questions

Can I hold both TVAL and MFVL in my portfolio?

TVAL and MFVL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TVAL or MFVL?

On fees, TVAL is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TVAL or MFVL?

TVAL is cheaper with a 0.33% expense ratio, compared with 0.50% for MFVL.

Which ETF pays a higher dividend yield, TVAL or MFVL?

TVAL has the higher dividend yield at 1.00%, compared with 0.00% for MFVL.

What is the main difference between TVAL and MFVL?

They also come from different issuers: T. Rowe Price and Motley Fool. Their fees differ too: 0.33% for TVAL and 0.50% for MFVL.