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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 4.45% return, which is significantly higher than BSV-USD's -24.08% return.


TMFE

1D
0.68%
1M
2.48%
6M
4.18%
YTD
4.45%
1Y
10.30%
3Y*
17.31%
5Y*
10Y*

BSV-USD

1D
-1.69%
1M
4.57%
6M
-33.62%
YTD
-24.08%
1Y
-55.39%
3Y*
-28.95%
5Y*
-36.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFE vs. BSV-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
4.45%11.10%27.95%41.12%-25.84%-0.21%
BSV-USD
BitcoinSV
-24.08%-65.61%-47.41%131.66%-65.89%-1.13%

Correlation

The correlation between TMFE and BSV-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2021

0.21

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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: 2626
Overall Rank
TMFE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 2727
Sortino Ratio Rank
TMFE Omega Ratio Rank: 2525
Omega Ratio Rank
TMFE Calmar Ratio Rank: 2424
Calmar Ratio Rank
TMFE Martin Ratio Rank: 3030
Martin Ratio Rank

BSV-USD
BSV-USD Risk / Return Rank: 4444
Overall Rank
BSV-USD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BSV-USD Sortino Ratio Rank: 5050
Sortino Ratio Rank
BSV-USD Omega Ratio Rank: 5050
Omega Ratio Rank
BSV-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BSV-USD Martin Ratio Rank: 2222
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.

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.


TMFEBSV-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.15

0.87

+0.27

Calmar ratioReturn relative to maximum drawdown

0.92

-0.85

+1.76

Martin ratioReturn relative to average drawdown

3.34

-1.32

+4.65

TMFE vs. BSV-USD - Sharpe Ratio Comparison

The current TMFE Sharpe Ratio is 0.83, which is higher than the BSV-USD Sharpe Ratio of -0.80. 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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Drawdowns

TMFE vs. BSV-USD - Drawdown Comparison

The maximum TMFE drawdown since its inception was -31.21%, smaller than the maximum BSV-USD drawdown of -97.53%. 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

-31.21%

-97.53%

+66.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-65.37%

+54.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-90.64%

+71.83%

Max Drawdown (5Y)

Largest decline over 5 years

-94.42%

Current Drawdown

Current decline from peak

0.00%

-97.01%

+97.01%

Average Drawdown

Average peak-to-trough decline

-8.18%

-75.32%

+67.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

36.64%

-33.55%

Volatility

TMFE vs. BSV-USD - Volatility Comparison

The current volatility for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) is 3.90%, while BitcoinSV (BSV-USD) has a volatility of 21.15%. 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

3.90%

21.15%

-17.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

49.05%

-39.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

57.74%

-45.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

74.14%

-55.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

108.41%

-89.27%

Frequently Asked Questions


TMFE and BSV-USD have a correlation of 0.23, 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 (21.15%) compared to TMFE (3.90%). In terms of maximum drawdown, TMFE dropped -31.21% vs BSV-USD's -97.53%.

TMFE currently has the higher Sharpe Ratio (0.83 vs -0.80), 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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