TMFE vs. BUFH
TMFE (The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - TMFE is a Large Cap Blend Equities fund tracking the Motley Fool Capital Efficiency 100 Index, while BUFH is a Defined Outcome fund managed by First Trust. A 0.64 correlation means they provide meaningful diversification when combined. TMFE charges 0.50%/yr vs 0.95%/yr for BUFH.
Performance
TMFE vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, TMFE achieves a 1.48% return, which is significantly lower than BUFH's 2.45% return.
TMFE
- 1D
- -0.63%
- 1M
- 1.94%
- YTD
- 1.48%
- 6M
- 1.24%
- 1Y
- 7.52%
- 3Y*
- 18.83%
- 5Y*
- —
- 10Y*
- —
BUFH
- 1D
- -0.05%
- 1M
- 0.75%
- YTD
- 2.45%
- 6M
- 2.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TMFE vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF | 1.48% | 5.93% |
BUFH FT Vest Laddered Max Buffer ETF | 2.45% | 3.89% |
Correlation
The correlation between TMFE and BUFH is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.64 |
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Return for Risk
TMFE vs. BUFH — Risk / Return Rank
TMFE
BUFH
TMFE vs. BUFH - 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 FT Vest Laddered Max Buffer ETF (BUFH). 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.
| TMFE | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | — | — |
| Martin ratioReturn relative to average drawdown | 2.49 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TMFE | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 2.91 | -2.40 |
Drawdowns
TMFE vs. BUFH - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for TMFE and BUFH.
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Drawdown Indicators
| TMFE | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.07% | -1.53% | -29.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.81% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | -0.05% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -0.18% | -8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | — | — |
Volatility
TMFE vs. BUFH - Volatility Comparison
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Volatility by Period
| TMFE | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 2.37% | +9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 2.37% | +16.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 2.37% | +16.89% |
TMFE vs. BUFH - Expense Ratio Comparison
TMFE has a 0.50% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
TMFE vs. BUFH - Dividend Comparison
TMFE's dividend yield for the trailing twelve months is around 0.31%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BUFH FT Vest Laddered Max Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF | 0.31% | 0.32% | 0.44% | 0.45% | 0.40% |
Frequently Asked Questions
TMFE and BUFH have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TMFE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TMFE is cheaper with a 0.50% expense ratio, compared with 0.95% for BUFH.
TMFE has the higher dividend yield at 0.31%, compared with 0.00% for BUFH.
TMFE is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: RBB Fund and First Trust. Their fees differ too: 0.50% for TMFE and 0.95% for BUFH.
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