TMFE vs. ^GSPC
Compare and contrast key facts about The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and S&P 500 (^GSPC).
TMFE is a passively managed fund by RBB Fund that tracks the performance of the Motley Fool Capital Efficiency 100 Index. It was launched on Dec 30, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMFE or ^GSPC.
Performance
TMFE vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, TMFE achieves a 30.68% return, which is significantly higher than ^GSPC's 25.15% return.
TMFE
30.68%
3.93%
14.69%
36.81%
N/A
N/A
^GSPC
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Key characteristics
| TMFE | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.53 |
| Sortino Ratio | 3.40 | 3.39 |
| Omega Ratio | 1.43 | 1.47 |
| Calmar Ratio | 4.41 | 3.65 |
| Martin Ratio | 17.33 | 16.21 |
| Ulcer Index | 2.12% | 1.91% |
| Daily Std Dev | 15.22% | 12.23% |
| Max Drawdown | -31.07% | -56.78% |
| Current Drawdown | -0.57% | -0.53% |
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Correlation
The correlation between TMFE and ^GSPC is 0.92, 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.
Risk-Adjusted Performance
TMFE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and S&P 500 (^GSPC). 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.
Drawdowns
TMFE vs. ^GSPC - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TMFE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
TMFE vs. ^GSPC - Volatility Comparison
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and S&P 500 (^GSPC) have volatilities of 4.13% and 3.97%, 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.