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TMFE vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMFE vs. BUFH - 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 FT Vest Laddered Max Buffer ETF (BUFH). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFE vs. BUFH - Yearly Performance Comparison


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

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

TMFE
TMFE Risk / Return Rank: 1919
Overall Rank
TMFE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 1818
Sortino Ratio Rank
TMFE Omega Ratio Rank: 1818
Omega Ratio Rank
TMFE Calmar Ratio Rank: 1717
Calmar Ratio Rank
TMFE Martin Ratio Rank: 2121
Martin Ratio Rank

BUFH
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. 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.


TMFEBUFHDifference
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

TMFE vs. BUFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TMFEBUFHDifference

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


TMFEBUFHDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.83%

-0.05%

-1.78%

Average Drawdown

Average peak-to-trough decline

-8.27%

-0.18%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

Volatility

TMFE vs. BUFH - Volatility Comparison


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Volatility by Period


TMFEBUFHDifference

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.


PositionTTM2025202420232022
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.

Portfolio Optimizer

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