TFSL vs. BOTZ

Last updated Jun 4, 2026

TFSL (TFS Financial Corporation) is a stock, while BOTZ (Global X Robotics & Artificial Intelligence Thematic ETF) is Robotics fund tracking the Indxx Global Robotics & Artificial Intelligence Thematic Index. Over the past 5 years, TFSL returned 0.96%/yr vs 3.18%/yr for BOTZ. At a 0.35 correlation, their price movements are largely independent.

Performance

TFSL vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TFS Financial Corporation (TFSL) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TFSL achieves a 21.01% return, which is significantly higher than BOTZ's 11.15% return.

TFSL

• 1D: -1.18%
• 1M: 6.30%
• YTD: 21.01%
• 6M: 14.83%
• 1Y: 31.06%
• 3Y*: 18.27%
• 5Y*: 0.96%
• 10Y*: 5.20%

BOTZ

• 1D: -0.91%
• 1M: 4.92%
• YTD: 11.15%
• 6M: 13.89%
• 1Y: 29.53%
• 3Y*: 12.97%
• 5Y*: 3.18%
• 10Y*: —

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

TFSL vs. BOTZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFSL TFS Financial Corporation	21.01%	15.95%	-6.73%	11.18%	-12.98%	7.13%	-4.53%	29.24%	13.93%	-18.48%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	11.15%	14.17%	12.26%	38.97%	-42.69%	8.65%	51.92%	31.80%	-28.34%	58.01%

Correlation

The correlation between TFSL and BOTZ is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Sep 14, 2016	0.35

Return for Risk

TFSL vs. BOTZ — Risk / Return Rank

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

TFSL

TFSL Risk / Return Rank: 78
TFSL Sharpe Ratio Rank: 80
TFSL Sortino Ratio Rank: 74
TFSL Omega Ratio Rank: 73
TFSL Calmar Ratio Rank: 82
TFSL Martin Ratio Rank: 82

BOTZ

BOTZ Risk / Return Rank: 33
BOTZ Sharpe Ratio Rank: 33
BOTZ Sortino Ratio Rank: 34
BOTZ Omega Ratio Rank: 31
BOTZ Calmar Ratio Rank: 31
BOTZ Martin Ratio Rank: 34

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.

TFSL vs. BOTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TFS Financial Corporation (TFSL) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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.

	TFSL	BOTZ	Difference
Sharpe ratio Return per unit of total volatility	1.40	1.24	+0.16
Sortino ratio Return per unit of downside risk	1.99	1.87	+0.12
Omega ratio Gain probability vs. loss probability	1.25	1.22	+0.03
Calmar ratio Return relative to maximum drawdown	2.88	1.53	+1.35
Martin ratio Return relative to average drawdown	7.56	5.26	+2.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFSL vs. BOTZ - Sharpe Ratio Comparison

The current TFSL Sharpe Ratio is 1.40, which is comparable to the BOTZ Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of TFSL and BOTZ, 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

	TFSL	BOTZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.24	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.12	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.44	-0.21

Drawdowns

TFSL vs. BOTZ - Drawdown Comparison

The maximum TFSL drawdown since its inception was -45.52%, smaller than the maximum BOTZ drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for TFSL and BOTZ.

Drawdown Indicators

	TFSL	BOTZ	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-55.54%	+10.02%
Max Drawdown (1Y) Largest decline over 1 year	-10.83%	-19.34%	+8.51%
Max Drawdown (3Y) Largest decline over 3 years	-24.68%	-29.02%	+4.34%
Max Drawdown (5Y) Largest decline over 5 years	-42.95%	-55.54%	+12.59%
Max Drawdown (10Y) Largest decline over 10 years	-42.95%	—	—
Current Drawdown Current decline from peak	-1.18%	-3.27%	+2.09%
Average Drawdown Average peak-to-trough decline	-17.21%	-18.32%	+1.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	5.63%	-1.51%

Volatility

TFSL vs. BOTZ - Volatility Comparison

The current volatility for TFS Financial Corporation (TFSL) is 5.05%, while Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) has a volatility of 7.77%. This indicates that TFSL experiences smaller price fluctuations and is considered to be less risky than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TFSL	BOTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	7.77%	-2.72%
Volatility (6M) Calculated over the trailing 6-month period	16.41%	18.40%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	22.26%	23.98%	-1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.65%	26.73%	-3.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.51%	25.73%	-1.22%

Dividends

TFSL vs. BOTZ - Dividend Comparison

TFSL's dividend yield for the trailing twelve months is around 7.12%, more than BOTZ's 0.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.59%	0.66%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%	0.00%
TFSL TFS Financial Corporation	7.12%	8.45%	9.00%	7.69%	7.84%	6.30%	6.35%	5.28%	5.21%	3.95%	2.36%	1.81%

Frequently Asked Questions

Can I hold both TFSL and BOTZ in my portfolio?

TFSL and BOTZ have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TFSL or BOTZ?

BOTZ has higher volatility (7.77%) compared to TFSL (5.05%). In terms of maximum drawdown, TFSL dropped -45.52% vs BOTZ's -55.54%.

Which has better risk-adjusted returns?

TFSL currently has the higher Sharpe Ratio (1.40 vs 1.24), 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.