TMFE vs. GXLC

Last updated Jun 25, 2026

TMFE (The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - TMFE tracks the Motley Fool Capital Efficiency 100 Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their correlation of 0.85 suggests significant overlap in exposure. TMFE charges 0.50%/yr vs 0.02%/yr for GXLC.

Performance

TMFE vs. GXLC - 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 Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMFE achieves a -0.93% return, which is significantly lower than GXLC's 7.95% return.

TMFE

• 1D: 0.22%
• 1M: -3.36%
• YTD: -0.93%
• 6M: -1.93%
• 1Y: 4.62%
• 3Y*: 16.99%
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -0.33%
• 1M: -1.44%
• YTD: 7.95%
• 6M: 6.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFE vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF	-0.93%	0.21%
GXLC Global X U.S. 500 ETF	7.95%	3.22%

Correlation

The correlation between TMFE and GXLC is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.85

Return for Risk

TMFE vs. GXLC — Risk / Return Rank

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

TMFE

TMFE Risk / Return Rank: 14
TMFE Sharpe Ratio Rank: 15
TMFE Sortino Ratio Rank: 13
TMFE Omega Ratio Rank: 13
TMFE Calmar Ratio Rank: 13
TMFE Martin Ratio Rank: 16

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXLC - 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 Global X U.S. 500 ETF (GXLC). 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.

	TMFE	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	0.37	—	—
Sortino ratio: Return per unit of downside risk	0.61	—	—
Omega ratio: Gain probability vs. loss probability	1.07	—	—
Calmar ratio: Return relative to maximum drawdown	0.41	—	—
Martin ratio: Return relative to average drawdown	1.50	—	—

Drawdowns

TMFE vs. GXLC - Drawdown Comparison

The maximum TMFE drawdown since its inception was -31.21%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for TMFE and GXLC.

Drawdown Indicators

	TMFE	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-31.21%	-9.08%	-22.13%
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	-4.17%	-3.37%	-0.80%
Average Drawdown Average peak-to-trough decline	-8.27%	-1.55%	-6.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	—	—

Volatility

Volatility by Period

	TMFE	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	13.82%	-1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.23%	13.82%	+5.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.23%	13.82%	+5.41%

TMFE vs. GXLC - Expense Ratio Comparison

TMFE has a 0.50% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

TMFE vs. GXLC - Dividend Comparison

TMFE's dividend yield for the trailing twelve months is around 0.32%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF	0.32%	0.32%	0.44%	0.45%	0.40%

Frequently Asked Questions

Can I hold both TMFE and GXLC in my portfolio?

TMFE and GXLC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TMFE or GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TMFE or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.50% for TMFE.

Which ETF pays a higher dividend yield, TMFE or GXLC?

GXLC has the higher dividend yield at 0.65%, compared with 0.32% for TMFE.

What is the main difference between TMFE and GXLC?

TMFE tracks Motley Fool Capital Efficiency 100 Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: RBB Fund and Global X. Their fees differ too: 0.50% for TMFE and 0.02% for GXLC.