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TMFE vs. TIME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TMFE and TIME is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TMFE vs. TIME - 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 Clockwise Core Equity & Innovation ETF (TIME). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
46.54%
23.88%
TMFE
TIME

Key characteristics

Sharpe Ratio

TMFE:

0.84

TIME:

0.23

Sortino Ratio

TMFE:

1.30

TIME:

0.45

Omega Ratio

TMFE:

1.18

TIME:

1.06

Calmar Ratio

TMFE:

0.88

TIME:

0.20

Martin Ratio

TMFE:

3.41

TIME:

0.62

Ulcer Index

TMFE:

4.86%

TIME:

7.95%

Daily Std Dev

TMFE:

19.88%

TIME:

21.16%

Max Drawdown

TMFE:

-31.07%

TIME:

-42.24%

Current Drawdown

TMFE:

-8.66%

TIME:

-18.22%

Returns By Period

In the year-to-date period, TMFE achieves a -1.67% return, which is significantly higher than TIME's -8.98% return.


TMFE

YTD

-1.67%

1M

2.01%

6M

0.07%

1Y

15.95%

5Y*

N/A

10Y*

N/A

TIME

YTD

-8.98%

1M

0.28%

6M

-8.07%

1Y

3.42%

5Y*

N/A

10Y*

N/A

*Annualized

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TMFE vs. TIME - Expense Ratio Comparison

TMFE has a 0.50% expense ratio, which is lower than TIME's 1.00% expense ratio.


Expense ratio chart for TIME: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIME: 1.00%
Expense ratio chart for TMFE: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TMFE: 0.50%

Risk-Adjusted Performance

TMFE vs. TIME — Risk-Adjusted Performance Rank

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

TMFE
The Risk-Adjusted Performance Rank of TMFE is 7777
Overall Rank
The Sharpe Ratio Rank of TMFE is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of TMFE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TMFE is 7676
Omega Ratio Rank
The Calmar Ratio Rank of TMFE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TMFE is 7777
Martin Ratio Rank

TIME
The Risk-Adjusted Performance Rank of TIME is 3838
Overall Rank
The Sharpe Ratio Rank of TIME is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TIME is 3939
Sortino Ratio Rank
The Omega Ratio Rank of TIME is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TIME is 4040
Calmar Ratio Rank
The Martin Ratio Rank of TIME is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMFE vs. TIME - 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 Clockwise Core Equity & Innovation ETF (TIME). 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.


The chart of Sharpe ratio for TMFE, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.00
TMFE: 0.84
TIME: 0.23
The chart of Sortino ratio for TMFE, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.00
TMFE: 1.30
TIME: 0.45
The chart of Omega ratio for TMFE, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
TMFE: 1.18
TIME: 1.06
The chart of Calmar ratio for TMFE, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.0012.00
TMFE: 0.88
TIME: 0.20
The chart of Martin ratio for TMFE, currently valued at 3.41, compared to the broader market0.0020.0040.0060.00
TMFE: 3.41
TIME: 0.62

The current TMFE Sharpe Ratio is 0.84, which is higher than the TIME Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of TMFE and TIME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.84
0.23
TMFE
TIME

Dividends

TMFE vs. TIME - Dividend Comparison

TMFE's dividend yield for the trailing twelve months is around 0.45%, less than TIME's 17.41% yield.


Drawdowns

TMFE vs. TIME - Drawdown Comparison

The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum TIME drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for TMFE and TIME. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.66%
-18.22%
TMFE
TIME

Volatility

TMFE vs. TIME - Volatility Comparison

The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) has a higher volatility of 13.02% compared to Clockwise Core Equity & Innovation ETF (TIME) at 8.65%. This indicates that TMFE's price experiences larger fluctuations and is considered to be riskier than TIME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.02%
8.65%
TMFE
TIME