^XCI vs. TMFC

Last updated Jun 4, 2026

^XCI (ARCA Computer Technology Index) is an index, while TMFC (Motley Fool 100 Index ETF) is Large Cap Growth Equities fund tracking the Motley Fool 100 Index. Over the past 5 years, ^XCI returned 25.82%/yr vs 15.96%/yr for TMFC. Their correlation of 0.94 suggests significant overlap in exposure.

Performance

^XCI vs. TMFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARCA Computer Technology Index (^XCI) and Motley Fool 100 Index ETF (TMFC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^XCI achieves a 22.61% return, which is significantly higher than TMFC's 8.44% return.

^XCI

• 1D: -1.30%
• 1M: 13.40%
• YTD: 22.61%
• 6M: 21.61%
• 1Y: 54.93%
• 3Y*: 36.34%
• 5Y*: 25.82%
• 10Y*: 27.48%

TMFC

• 1D: -0.85%
• 1M: 4.54%
• YTD: 8.44%
• 6M: 8.14%
• 1Y: 25.76%
• 3Y*: 26.20%
• 5Y*: 15.96%
• 10Y*: —

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

^XCI vs. TMFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
^XCI ARCA Computer Technology Index	22.61%	26.59%	42.26%	66.65%	-32.43%	41.49%	43.93%	49.12%	-8.79%
TMFC Motley Fool 100 Index ETF	8.44%	19.55%	35.17%	47.04%	-30.86%	25.30%	42.00%	34.70%	-5.66%

Correlation

The correlation between ^XCI and TMFC is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 31, 2018	0.94

The correlation between ^XCI and TMFC has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

Return for Risk

^XCI vs. TMFC — Risk / Return Rank

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

^XCI

^XCI Risk / Return Rank: 79
^XCI Sharpe Ratio Rank: 89
^XCI Sortino Ratio Rank: 88
^XCI Omega Ratio Rank: 86
^XCI Calmar Ratio Rank: 72
^XCI Martin Ratio Rank: 60

TMFC

TMFC Risk / Return Rank: 49
TMFC Sharpe Ratio Rank: 55
TMFC Sortino Ratio Rank: 53
TMFC Omega Ratio Rank: 53
TMFC Calmar Ratio Rank: 40
TMFC Martin Ratio Rank: 46

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.

^XCI vs. TMFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) and Motley Fool 100 Index ETF (TMFC). 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.

	^XCI	TMFC	Difference
Sharpe ratio: Return per unit of total volatility	2.81	1.91	+0.90
Sortino ratio: Return per unit of downside risk	3.57	2.63	+0.94
Omega ratio: Gain probability vs. loss probability	1.45	1.33	+0.12
Calmar ratio: Return relative to maximum drawdown	2.93	2.05	+0.88
Martin ratio: Return relative to average drawdown	9.26	7.63	+1.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^XCI vs. TMFC - Sharpe Ratio Comparison

The current ^XCI Sharpe Ratio is 2.81, which is higher than the TMFC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ^XCI and TMFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^XCI	TMFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.81	1.91	+0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	0.79	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.83	-0.41

Drawdowns

^XCI vs. TMFC - Drawdown Comparison

The maximum ^XCI drawdown since its inception was -77.19%, which is greater than TMFC's maximum drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for ^XCI and TMFC.

Drawdown Indicators

	^XCI	TMFC	Difference
Max Drawdown Largest peak-to-trough decline	-77.19%	-33.06%	-44.13%
Max Drawdown (1Y) Largest decline over 1 year	-18.85%	-12.64%	-6.21%
Max Drawdown (3Y) Largest decline over 3 years	-26.74%	-20.06%	-6.68%
Max Drawdown (5Y) Largest decline over 5 years	-37.04%	-33.06%	-3.98%
Max Drawdown (10Y) Largest decline over 10 years	-37.04%	—	—
Current Drawdown Current decline from peak	-1.30%	-1.11%	-0.19%
Average Drawdown Average peak-to-trough decline	-31.26%	-6.77%	-24.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.95%	3.39%	+2.56%

Volatility

^XCI vs. TMFC - Volatility Comparison

ARCA Computer Technology Index (^XCI) has a higher volatility of 5.70% compared to Motley Fool 100 Index ETF (TMFC) at 3.21%. This indicates that ^XCI's price experiences larger fluctuations and is considered to be riskier than TMFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^XCI	TMFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	3.21%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	15.15%	10.11%	+5.04%
Volatility (1Y) Calculated over the trailing 1-year period	19.67%	13.52%	+6.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.65%	20.37%	+5.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.19%	21.99%	+3.20%

Frequently Asked Questions

Can I hold both ^XCI and TMFC in my portfolio?

^XCI and TMFC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^XCI or TMFC?

^XCI has higher volatility (5.70%) compared to TMFC (3.21%). In terms of maximum drawdown, ^XCI dropped -77.19% vs TMFC's -33.06%.

Which has better risk-adjusted returns?

^XCI currently has the higher Sharpe Ratio (2.81 vs 1.91), 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.