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TIME vs. TMFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIME and TMFE is 0.84, 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.


-0.50.00.51.00.8

Performance

TIME vs. TMFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clockwise Core Equity & Innovation ETF (TIME) and The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.92%
6.36%
TIME
TMFE

Key characteristics

Sharpe Ratio

TIME:

0.99

TMFE:

1.22

Sortino Ratio

TIME:

1.37

TMFE:

1.76

Omega Ratio

TIME:

1.18

TMFE:

1.22

Calmar Ratio

TIME:

1.46

TMFE:

2.18

Martin Ratio

TIME:

5.16

TMFE:

6.98

Ulcer Index

TIME:

3.77%

TMFE:

2.61%

Daily Std Dev

TIME:

19.69%

TMFE:

14.89%

Max Drawdown

TIME:

-42.24%

TMFE:

-31.07%

Current Drawdown

TIME:

-9.43%

TMFE:

-4.90%

Returns By Period

In the year-to-date period, TIME achieves a 0.80% return, which is significantly lower than TMFE's 2.37% return.


TIME

YTD

0.80%

1M

-3.59%

6M

8.92%

1Y

19.11%

5Y*

N/A

10Y*

N/A

TMFE

YTD

2.37%

1M

-3.04%

6M

6.35%

1Y

18.55%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIME vs. TMFE - Expense Ratio Comparison

TIME has a 1.00% expense ratio, which is higher than TMFE's 0.50% expense ratio.


Expense ratio chart for TIME: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for TMFE: 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%

Risk-Adjusted Performance

TIME vs. TMFE — Risk-Adjusted Performance Rank

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

TIME
The Risk-Adjusted Performance Rank of TIME is 4848
Overall Rank
The Sharpe Ratio Rank of TIME is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TIME is 4141
Sortino Ratio Rank
The Omega Ratio Rank of TIME is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TIME is 5959
Calmar Ratio Rank
The Martin Ratio Rank of TIME is 5555
Martin Ratio Rank

TMFE
The Risk-Adjusted Performance Rank of TMFE is 6262
Overall Rank
The Sharpe Ratio Rank of TMFE is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TMFE is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TMFE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TMFE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of TMFE is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TIME vs. TMFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clockwise Core Equity & Innovation ETF (TIME) and The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE). 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.


The chart of Sharpe ratio for TIME, currently valued at 0.99, compared to the broader market0.002.004.000.991.22
The chart of Sortino ratio for TIME, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.0012.001.371.76
The chart of Omega ratio for TIME, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.22
The chart of Calmar ratio for TIME, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.462.18
The chart of Martin ratio for TIME, currently valued at 5.16, compared to the broader market0.0020.0040.0060.0080.00100.005.166.98
TIME
TMFE

The current TIME Sharpe Ratio is 0.99, which is comparable to the TMFE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TIME and TMFE, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.99
1.22
TIME
TMFE

Dividends

TIME vs. TMFE - Dividend Comparison

TIME's dividend yield for the trailing twelve months is around 15.72%, more than TMFE's 0.43% yield.


Drawdowns

TIME vs. TMFE - Drawdown Comparison

The maximum TIME drawdown since its inception was -42.24%, which is greater than TMFE's maximum drawdown of -31.07%. Use the drawdown chart below to compare losses from any high point for TIME and TMFE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.43%
-4.90%
TIME
TMFE

Volatility

TIME vs. TMFE - Volatility Comparison

Clockwise Core Equity & Innovation ETF (TIME) has a higher volatility of 6.51% compared to The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) at 3.27%. This indicates that TIME's price experiences larger fluctuations and is considered to be riskier than TMFE 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%8.00%SeptemberOctoberNovemberDecember2025February
6.51%
3.27%
TIME
TMFE