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TIME vs. TMFE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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TIME vs. TMFE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TIME achieves a -7.92% return, which is significantly lower than TMFE's -6.68% return.


TIME

1D
2.20%
1M
-5.68%
YTD
-7.92%
6M
-6.35%
1Y
11.40%
3Y*
5Y*
10Y*

TMFE

1D
2.87%
1M
-5.55%
YTD
-6.68%
6M
-6.17%
1Y
6.75%
3Y*
18.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIME vs. TMFE - Expense Ratio Comparison

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


Return for Risk

TIME vs. TMFE — Risk / Return Rank

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

TIME
TIME Risk / Return Rank: 4040
Overall Rank
TIME Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TIME Sortino Ratio Rank: 4242
Sortino Ratio Rank
TIME Omega Ratio Rank: 3939
Omega Ratio Rank
TIME Calmar Ratio Rank: 3737
Calmar Ratio Rank
TIME Martin Ratio Rank: 3939
Martin Ratio Rank

TMFE
TMFE Risk / Return Rank: 2727
Overall Rank
TMFE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 2626
Sortino Ratio Rank
TMFE Omega Ratio Rank: 2525
Omega Ratio Rank
TMFE Calmar Ratio Rank: 2929
Calmar Ratio Rank
TMFE Martin Ratio Rank: 3030
Martin Ratio Rank
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.

TIME vs. TMFE - Risk-Adjusted Trends 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.


TIMETMFEDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.39

+0.37

Sortino ratio

Return per unit of downside risk

1.13

0.71

+0.42

Omega ratio

Gain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratio

Return relative to maximum drawdown

0.90

0.67

+0.23

Martin ratio

Return relative to average drawdown

3.48

2.45

+1.02

TIME vs. TMFE - Sharpe Ratio Comparison

The current TIME Sharpe Ratio is 0.76, which is higher than the TMFE Sharpe Ratio of 0.39. 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.


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Sharpe Ratios by Period


TIMETMFEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.39

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.41

-0.16

Correlation

The correlation between TIME and TMFE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TIME vs. TMFE - Dividend Comparison

TIME's dividend yield for the trailing twelve months is around 10.88%, more than TMFE's 0.34% yield.


TTM2025202420232022
TIME
Clockwise Core Equity & Innovation ETF
10.88%10.02%15.84%0.00%0.00%
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
0.34%0.32%0.44%0.45%0.40%

Drawdowns

TIME vs. TMFE - Drawdown Comparison

The maximum TIME drawdown since its inception was -24.26%, smaller than the maximum TMFE drawdown of -31.07%. Use the drawdown chart below to compare losses from any high point for TIME and TMFE.


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Drawdown Indicators


TIMETMFEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-31.07%

+6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-11.30%

-1.79%

Current Drawdown

Current decline from peak

-11.18%

-8.62%

-2.56%

Average Drawdown

Average peak-to-trough decline

-5.94%

-8.51%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.08%

+0.31%

Volatility

TIME vs. TMFE - Volatility Comparison

Clockwise Core Equity & Innovation ETF (TIME) and The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) have volatilities of 5.31% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIMETMFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.11%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

9.29%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

17.42%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

19.50%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

19.50%

-1.51%