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TMFE vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMFE and ARKK is 0.70, 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.


-0.50.00.51.00.7

Performance

TMFE vs. ARKK - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
9.21%
37.38%
TMFE
ARKK

Key characteristics

Sharpe Ratio

TMFE:

2.00

ARKK:

0.46

Sortino Ratio

TMFE:

2.83

ARKK:

0.86

Omega Ratio

TMFE:

1.36

ARKK:

1.10

Calmar Ratio

TMFE:

3.69

ARKK:

0.22

Martin Ratio

TMFE:

14.08

ARKK:

1.14

Ulcer Index

TMFE:

2.19%

ARKK:

14.41%

Daily Std Dev

TMFE:

15.43%

ARKK:

35.78%

Max Drawdown

TMFE:

-31.07%

ARKK:

-80.91%

Current Drawdown

TMFE:

-4.33%

ARKK:

-61.43%

Returns By Period

In the year-to-date period, TMFE achieves a 29.67% return, which is significantly higher than ARKK's 13.42% return.


TMFE

YTD

29.67%

1M

-0.83%

6M

8.35%

1Y

29.77%

5Y*

N/A

10Y*

N/A

ARKK

YTD

13.42%

1M

7.45%

6M

37.12%

1Y

13.55%

5Y*

3.87%

10Y*

12.53%

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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.


ARKK
ARK Innovation ETF
Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for TMFE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

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.


Sharpe ratio
The chart of Sharpe ratio for TMFE, currently valued at 2.00, compared to the broader market0.002.004.002.000.46
The chart of Sortino ratio for TMFE, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.002.830.86
The chart of Omega ratio for TMFE, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.10
The chart of Calmar ratio for TMFE, currently valued at 3.69, compared to the broader market0.005.0010.0015.003.690.28
The chart of Martin ratio for TMFE, currently valued at 14.08, compared to the broader market0.0020.0040.0060.0080.00100.0014.081.14
TMFE
ARKK

The current TMFE Sharpe Ratio is 2.00, which is higher than the ARKK Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TMFE and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.00
0.46
TMFE
ARKK

Dividends

TMFE vs. ARKK - Dividend Comparison

TMFE's dividend yield for the trailing twelve months is around 0.43%, while ARKK has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
0.43%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.33%
-38.25%
TMFE
ARKK

Volatility

TMFE vs. ARKK - Volatility Comparison

The current volatility for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) is 3.97%, while ARK Innovation ETF (ARKK) has a volatility of 11.55%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
11.55%
TMFE
ARKK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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