TMFE vs. SPYV
Compare and contrast key facts about The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and SPDR Portfolio S&P 500 Value ETF (SPYV).
TMFE and SPYV 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. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000. Both TMFE and SPYV 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 SPYV.
Key characteristics
| TMFE | SPYV | |
|---|---|---|
| YTD Return | 30.89% | 18.02% |
| 1Y Return | 44.18% | 32.16% |
| Sharpe Ratio | 2.80 | 3.05 |
| Sortino Ratio | 3.92 | 4.33 |
| Omega Ratio | 1.50 | 1.56 |
| Calmar Ratio | 5.12 | 5.28 |
| Martin Ratio | 20.35 | 18.55 |
| Ulcer Index | 2.10% | 1.68% |
| Daily Std Dev | 15.23% | 10.24% |
| Max Drawdown | -31.07% | -58.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TMFE and SPYV is 0.75, 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.
Performance
TMFE vs. SPYV - Performance Comparison
In the year-to-date period, TMFE achieves a 30.89% return, which is significantly higher than SPYV's 18.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TMFE vs. SPYV - Expense Ratio Comparison
TMFE has a 0.50% expense ratio, which is higher than SPYV's 0.04% expense ratio.
Risk-Adjusted Performance
TMFE vs. SPYV - 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 SPDR Portfolio S&P 500 Value ETF (SPYV). 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. SPYV - Dividend Comparison
TMFE's dividend yield for the trailing twelve months is around 0.34%, less than SPYV's 1.94% 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 | 0.34% | 0.45% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.94% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
Drawdowns
TMFE vs. SPYV - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for TMFE and SPYV. For additional features, visit the drawdowns tool.
Volatility
TMFE vs. SPYV - Volatility Comparison
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) has a higher volatility of 3.78% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.56%. This indicates that TMFE's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.