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TMFE vs. BSV-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TMFE vs. BSV-USD - 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 BitcoinSV (BSV-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMFE achieves a 2.23% return, which is significantly higher than BSV-USD's -24.72% return.


TMFE

1D
0.73%
1M
2.30%
YTD
2.23%
6M
2.24%
1Y
7.73%
3Y*
19.15%
5Y*
10Y*

BSV-USD

1D
-4.74%
1M
-20.22%
YTD
-24.72%
6M
-37.19%
1Y
-60.90%
3Y*
-24.70%
5Y*
-40.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFE vs. BSV-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
2.23%11.10%27.95%41.12%-25.84%
BSV-USD
BitcoinSV
-24.72%-65.61%-47.41%131.66%-65.89%

Correlation

The correlation between TMFE and BSV-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 1, 2022

0.20

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Return for Risk

TMFE vs. BSV-USD — Risk / Return Rank

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

TMFE
TMFE Risk / Return Rank: 2020
Overall Rank
TMFE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 2020
Sortino Ratio Rank
TMFE Omega Ratio Rank: 1919
Omega Ratio Rank
TMFE Calmar Ratio Rank: 1818
Calmar Ratio Rank
TMFE Martin Ratio Rank: 2121
Martin Ratio Rank

BSV-USD
BSV-USD Risk / Return Rank: 2323
Overall Rank
BSV-USD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BSV-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BSV-USD Omega Ratio Rank: 2727
Omega Ratio Rank
BSV-USD Calmar Ratio Rank: 1717
Calmar Ratio Rank
BSV-USD Martin Ratio Rank: 1313
Martin Ratio Rank
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.

TMFE vs. BSV-USD - Risk-Adjusted Trends 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 BitcoinSV (BSV-USD). 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.


TMFEBSV-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.11

0.85

+0.26

Calmar ratioReturn relative to maximum drawdown

0.69

-0.95

+1.64

Martin ratioReturn relative to average drawdown

2.56

-1.44

+4.00

TMFE vs. BSV-USD - Sharpe Ratio Comparison

The current TMFE Sharpe Ratio is 0.64, which is higher than the BSV-USD Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of TMFE and BSV-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TMFEBSV-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

-0.86

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

-0.15

+0.67

Drawdowns

TMFE vs. BSV-USD - Drawdown Comparison

The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum BSV-USD drawdown of -97.17%. Use the drawdown chart below to compare losses from any high point for TMFE and BSV-USD.


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Drawdown Indicators


TMFEBSV-USDDifference

Max Drawdown

Largest peak-to-trough decline

-31.07%

-97.17%

+66.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-64.17%

+52.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-89.27%

+70.46%

Max Drawdown (5Y)

Largest decline over 5 years

-93.60%

Current Drawdown

Current decline from peak

-1.11%

-97.04%

+95.93%

Average Drawdown

Average peak-to-trough decline

-8.26%

-75.00%

+66.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

38.41%

-35.38%

Volatility

TMFE vs. BSV-USD - Volatility Comparison

The current volatility for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) is 2.89%, while BitcoinSV (BSV-USD) has a volatility of 14.29%. This indicates that TMFE experiences smaller price fluctuations and is considered to be less risky than BSV-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFEBSV-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

14.29%

-11.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

46.95%

-37.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

58.82%

-46.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

74.65%

-55.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

108.81%

-89.56%

Frequently Asked Questions


TMFE and BSV-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV-USD has higher volatility (14.29%) compared to TMFE (2.89%). In terms of maximum drawdown, TMFE dropped -31.07% vs BSV-USD's -97.17%.

TMFE currently has the higher Sharpe Ratio (0.64 vs -0.86), 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.

Portfolio Optimizer

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