TMFC vs. TMFE

Last updated Jun 23, 2026

TMFC (Motley Fool 100 Index ETF) and TMFE (The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF) are both exchange-traded funds - TMFC is a Large Cap Growth Equities fund tracking the Motley Fool 100 Index, while TMFE is a Large Cap Blend Equities fund tracking the Motley Fool Capital Efficiency 100 Index. Both are passively managed. Over the past 3 years, TMFC returned 24.09%/yr vs 17.10%/yr for TMFE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.50% expense ratio.

Performance

TMFC vs. TMFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool 100 Index ETF (TMFC) and The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFC achieves a 5.63% return, which is significantly higher than TMFE's -0.66% return.

TMFC

• 1D: -0.84%
• 1M: -2.18%
• YTD: 5.63%
• 6M: 5.27%
• 1Y: 23.51%
• 3Y*: 24.09%
• 5Y*: 14.51%
• 10Y*: —

TMFE

• 1D: -1.15%
• 1M: -3.09%
• YTD: -0.66%
• 6M: -1.05%
• 1Y: 7.47%
• 3Y*: 17.10%
• 5Y*: —
• 10Y*: —

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

TMFC vs. TMFE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TMFC Motley Fool 100 Index ETF	5.63%	19.55%	35.17%	47.04%	-30.86%	-0.72%
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF	-0.66%	11.10%	27.95%	41.12%	-25.84%	-0.21%

Correlation

The correlation between TMFC and TMFE 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	0.89
Correlation (All Time) Calculated using the full available price history since Dec 31, 2021	0.92

The correlation between TMFC and TMFE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

TMFC vs. TMFE - Sectors Allocation Comparison

Sectors	TMFC	TMFE
Technology	44.5%	33.6%
Communication Services	16.6%	15.3%
Financial Services	12.1%	9.0%
Consumer Cyclical	11.1%	17.2%
Healthcare	4.4%	8.8%
Industrials	4.0%	4.3%
Consumer Defensive	3.8%	10.0%
Energy	1.7%	-
Real Estate	0.9%	-
Basic Materials	0.6%	1.8%
Utilities	0.4%	-

Return for Risk

TMFC vs. TMFE — Risk / Return Rank

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

TMFC

TMFC Risk / Return Rank: 45
TMFC Sharpe Ratio Rank: 50
TMFC Sortino Ratio Rank: 47
TMFC Omega Ratio Rank: 47
TMFC Calmar Ratio Rank: 38
TMFC Martin Ratio Rank: 43

TMFE

TMFE Risk / Return Rank: 18
TMFE Sharpe Ratio Rank: 18
TMFE Sortino Ratio Rank: 17
TMFE Omega Ratio Rank: 16
TMFE Calmar Ratio Rank: 16
TMFE Martin Ratio Rank: 20

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.

TMFC vs. TMFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool 100 Index ETF (TMFC) 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.

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	TMFE	Difference
Sharpe ratio: Return per unit of total volatility	1.66	0.60	+1.06
Sortino ratio: Return per unit of downside risk	2.28	0.92	+1.36
Omega ratio: Gain probability vs. loss probability	1.29	1.11	+0.18
Calmar ratio: Return relative to maximum drawdown	1.87	0.66	+1.20
Martin ratio: Return relative to average drawdown	6.78	2.44	+4.33

TMFC vs. TMFE - Sharpe Ratio Comparison

The current TMFC Sharpe Ratio is 1.66, which is higher than the TMFE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of TMFC and TMFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TMFC vs. TMFE - Drawdown Comparison

The maximum TMFC drawdown since its inception was -33.06%, which is greater than TMFE's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for TMFC and TMFE.

Drawdown Indicators

	TMFC	TMFE	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-31.21%	-1.85%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-11.30%	-1.34%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	-18.81%	-1.25%
Max Drawdown (5Y) Largest decline over 5 years	-33.06%	—	—
Current Drawdown Current decline from peak	-3.67%	-3.91%	+0.24%
Average Drawdown Average peak-to-trough decline	-6.75%	-8.28%	+1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	3.07%	+0.41%

Volatility

TMFC vs. TMFE - Volatility Comparison

Motley Fool 100 Index ETF (TMFC) has a higher volatility of 5.31% compared to The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) at 4.31%. This indicates that TMFC'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.

Volatility by Period

	TMFC	TMFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	4.31%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	11.15%	9.85%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	14.24%	12.58%	+1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.48%	19.24%	+1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.00%	19.24%	+2.76%

TMFC vs. TMFE - Expense Ratio Comparison

Both TMFC and TMFE have an expense ratio of 0.50%.

Dividends

TMFC vs. TMFE - Dividend Comparison

TMFC's dividend yield for the trailing twelve months is around 0.14%, less than TMFE's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TMFC Motley Fool 100 Index ETF	0.14%	0.14%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.61%
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF	0.32%	0.32%	0.44%	0.45%	0.40%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TMFC and TMFE in my portfolio?

TMFC and TMFE 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, TMFC or TMFE?

TMFC has higher volatility (5.31%) compared to TMFE (4.31%). In terms of maximum drawdown, TMFC dropped -33.06% vs TMFE's -31.21%.

Which ETF is better, TMFC or TMFE?

On 3-year performance, TMFC leads with 24.09% vs 17.10% for TMFE. Both ETFs have the same 0.50% expense ratio. On volatility, TMFE has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFC or TMFE?

Over the 3-year period, TMFC has performed better with a 24.09% return vs 17.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFC or TMFE?

TMFC and TMFE have the same expense ratio: 0.50% per year.

Which ETF pays a higher dividend yield, TMFC or TMFE?

TMFE has the higher dividend yield at 0.32%, compared with 0.14% for TMFC.

What is the main difference between TMFC and TMFE?

TMFC is categorized as Large Cap Growth Equities, while TMFE is Large Cap Blend Equities. TMFC tracks Motley Fool 100 Index, while TMFE tracks Motley Fool Capital Efficiency 100 Index. They also come from different issuers: Motley Fool and RBB Fund.

Which has better risk-adjusted returns?

TMFC currently has the higher Sharpe Ratio (1.66 vs 0.60), 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.