TMFC vs. ^XCI
TMFC (Motley Fool 100 Index ETF) is Large Cap Growth Equities fund tracking the Motley Fool 100 Index, while ^XCI (ARCA Computer Technology Index) is an index. Over the past 5 years, TMFC returned 14.15%/yr vs 22.85%/yr for ^XCI. Their correlation of 0.94 suggests significant overlap in exposure.
Performance
TMFC vs. ^XCI - Performance Comparison
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Returns By Period
In the year-to-date period, TMFC achieves a 4.32% return, which is significantly lower than ^XCI's 13.47% return.
TMFC
- 1D
- -1.24%
- 1M
- -3.39%
- YTD
- 4.32%
- 6M
- 3.34%
- 1Y
- 20.43%
- 3Y*
- 23.57%
- 5Y*
- 14.15%
- 10Y*
- —
^XCI
- 1D
- -2.93%
- 1M
- -2.92%
- YTD
- 13.47%
- 6M
- 12.60%
- 1Y
- 39.38%
- 3Y*
- 31.87%
- 5Y*
- 22.85%
- 10Y*
- 27.00%
TMFC vs. ^XCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TMFC Motley Fool 100 Index ETF | 4.32% | 19.55% | 35.17% | 47.04% | -30.86% | 25.30% | 42.00% | 34.70% | -5.85% |
^XCI ARCA Computer Technology Index | 13.47% | 26.59% | 42.26% | 66.65% | -32.43% | 41.49% | 43.93% | 49.12% | -9.79% |
Correlation
The correlation between TMFC and ^XCI is 0.88, 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 | 0.88 |
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 30, 2018 | 0.94 |
The correlation between TMFC and ^XCI has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
TMFC vs. ^XCI — Risk / Return Rank
TMFC
^XCI
TMFC vs. ^XCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) and ARCA Computer Technology Index (^XCI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TMFC | ^XCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.10 | -0.48 |
| Martin ratioReturn relative to average drawdown | 5.87 | 6.41 | -0.54 |
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Drawdowns
TMFC vs. ^XCI - Drawdown Comparison
The maximum TMFC drawdown since its inception was -33.06%, smaller than the maximum ^XCI drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for TMFC and ^XCI.
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Drawdown Indicators
| TMFC | ^XCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.06% | -77.19% | +44.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.64% | -18.85% | +6.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -26.74% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -33.06% | -37.04% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.04% | — |
Current DrawdownCurrent decline from peak | -4.87% | -8.66% | +3.79% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -25.25% | +18.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 6.16% | -2.67% |
Volatility
TMFC vs. ^XCI - Volatility Comparison
The current volatility for Motley Fool 100 Index ETF (TMFC) is 5.44%, while ARCA Computer Technology Index (^XCI) has a volatility of 9.42%. This indicates that TMFC experiences smaller price fluctuations and is considered to be less risky than ^XCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMFC | ^XCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 9.42% | -3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 16.97% | -5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.27% | 21.33% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 25.91% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 25.32% | -3.32% |
Frequently Asked Questions
TMFC and ^XCI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^XCI has higher volatility (9.42%) compared to TMFC (5.44%). In terms of maximum drawdown, TMFC dropped -33.06% vs ^XCI's -77.19%.
^XCI currently has the higher Sharpe Ratio (1.86 vs 1.44), 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.
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