TMFE vs. ARKK
Compare and contrast key facts about The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and ARK Innovation ETF (ARKK).
TMFE and ARKK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMFE or ARKK.
Performance
TMFE vs. ARKK - Performance Comparison
Returns By Period
In the year-to-date period, TMFE achieves a 29.30% return, which is significantly higher than ARKK's 5.56% return.
TMFE
29.30%
1.80%
13.45%
36.29%
N/A
N/A
ARKK
5.56%
16.67%
22.87%
26.01%
3.44%
11.71%
Key characteristics
| TMFE | ARKK | |
|---|---|---|
| Sharpe Ratio | 2.37 | 0.65 |
| Sortino Ratio | 3.34 | 1.12 |
| Omega Ratio | 1.42 | 1.13 |
| Calmar Ratio | 4.32 | 0.31 |
| Martin Ratio | 16.99 | 1.61 |
| Ulcer Index | 2.12% | 14.38% |
| Daily Std Dev | 15.20% | 35.60% |
| Max Drawdown | -31.07% | -80.91% |
| Current Drawdown | -1.62% | -64.11% |
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TMFE vs. ARKK - Expense Ratio Comparison
TMFE has a 0.50% expense ratio, which is lower than ARKK's 0.75% expense ratio.
Correlation
The correlation between TMFE and ARKK is 0.71, 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. ARKK - 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 ARK Innovation ETF (ARKK). 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.
Dividends
TMFE vs. ARKK - Dividend Comparison
TMFE's dividend yield for the trailing twelve months is around 0.35%, while ARKK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF | 0.35% | 0.45% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
Drawdowns
TMFE vs. ARKK - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for TMFE and ARKK. For additional features, visit the drawdowns tool.
Volatility
TMFE vs. ARKK - Volatility Comparison
The current volatility for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) is 4.17%, while ARK Innovation ETF (ARKK) has a volatility of 14.40%. This indicates that TMFE experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.