Abstarct: Abstract The purpose of this research is to evaluate the performance of the obtained portfolios baxsed on fundamental factors and ranked baxsed on multi-criteria decision making methods. The research sample includes 244 companies of the Iran stock market in 1397 and 1398. To rank companies in each industry, Net Profit Margin, P/E, DPS/EPS, ROA, ROE, P/B, Debt Ratio, Free Float and Asset Turnover variables have been used. The best-worst method (BWM) has been used to weight the variables and the TOPSIS and COCOSO methods have been used to rank the companies. Then companies were decimated baxsed on the obtained rankings and different portfolios were created. Finally, the differences in the annual returns of different portfolios with each other were analyzed. The results showed, in 1397 the simultaneous return of superior portfolios is higher than weaker portfolios, but the future return of superior portfolios is not higher than weaker portfolios, in 1398 the simultaneous return of superior portfolios is not higher than weaker portfolios, but the future return of superior portfolios is higher than weaker portfolios which shows the earlier use of information in 1397 and the lack of market attention to fundamental factors in 1398 and the rise in prices of weaker companies without logic and baxsed on incorrect reasons. But the superior portfolios of 1398 in the future year (1399), despite the special conditions of the market and sharp decline, had higher returns than the weaker portfolios, which indicates that the superior portfolios are less risky.