TMFE vs. SCHG
Compare and contrast key facts about The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TMFE and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TMFE is a passively managed fund by RBB Fund that tracks the performance of the Motley Fool Capital Efficiency 100 Index. It was launched on Dec 30, 2021. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both TMFE and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMFE or SCHG.
Performance
TMFE vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, TMFE achieves a 29.30% return, which is significantly lower than SCHG's 32.53% return.
TMFE
29.30%
1.80%
13.45%
36.29%
N/A
N/A
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| TMFE | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.37 | 2.25 |
| Sortino Ratio | 3.34 | 2.93 |
| Omega Ratio | 1.42 | 1.41 |
| Calmar Ratio | 4.32 | 3.09 |
| Martin Ratio | 16.99 | 12.27 |
| Ulcer Index | 2.12% | 3.11% |
| Daily Std Dev | 15.20% | 17.00% |
| Max Drawdown | -31.07% | -34.59% |
| Current Drawdown | -1.62% | -1.51% |
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TMFE vs. SCHG - Expense Ratio Comparison
TMFE has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between TMFE and SCHG is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
TMFE vs. SCHG - Risk-Adjusted Performance 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
TMFE vs. SCHG - Dividend Comparison
TMFE's dividend yield for the trailing twelve months is around 0.35%, less than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF | 0.35% | 0.45% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TMFE vs. SCHG - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TMFE and SCHG. For additional features, visit the drawdowns tool.
Volatility
TMFE vs. SCHG - Volatility Comparison
The current volatility for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) is 4.17%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that TMFE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.