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TMFE vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMFE vs. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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TMFE vs. VTSAX - Yearly Performance Comparison


2026 (YTD)2025202420232022
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
-6.68%11.10%27.95%41.12%-25.84%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%

Returns By Period

The year-to-date returns for both stocks are quite close, with TMFE having a -6.68% return and VTSAX slightly lower at -6.75%.


TMFE

1D
2.87%
1M
-5.55%
YTD
-6.68%
6M
-6.17%
1Y
6.75%
3Y*
18.73%
5Y*
10Y*

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMFE vs. VTSAX - Expense Ratio Comparison

TMFE has a 0.50% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Return for Risk

TMFE vs. VTSAX — Risk / Return Rank

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

TMFE
TMFE Risk / Return Rank: 2727
Overall Rank
TMFE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 2626
Sortino Ratio Rank
TMFE Omega Ratio Rank: 2525
Omega Ratio Rank
TMFE Calmar Ratio Rank: 2929
Calmar Ratio Rank
TMFE Martin Ratio Rank: 3030
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
Martin Ratio Rank
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. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


TMFEVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.84

-0.45

Sortino ratio

Return per unit of downside risk

0.71

1.29

-0.59

Omega ratio

Gain probability vs. loss probability

1.09

1.20

-0.10

Calmar ratio

Return relative to maximum drawdown

0.67

1.05

-0.38

Martin ratio

Return relative to average drawdown

2.45

5.08

-2.63

TMFE vs. VTSAX - Sharpe Ratio Comparison

The current TMFE Sharpe Ratio is 0.39, which is lower than the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TMFE and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TMFEVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.84

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.43

-0.02

Correlation

The correlation between TMFE and VTSAX is 0.90, 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.


Dividends

TMFE vs. VTSAX - Dividend Comparison

TMFE's dividend yield for the trailing twelve months is around 0.34%, less than VTSAX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
0.34%0.32%0.44%0.45%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

TMFE vs. VTSAX - Drawdown Comparison

The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for TMFE and VTSAX.


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Drawdown Indicators


TMFEVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.07%

-55.33%

+24.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-12.41%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-8.62%

-8.92%

+0.30%

Average Drawdown

Average peak-to-trough decline

-8.51%

-9.06%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.56%

+0.52%

Volatility

TMFE vs. VTSAX - Volatility Comparison

The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) has a higher volatility of 5.11% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that TMFE's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFEVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

4.39%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

9.33%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

18.42%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.50%

17.32%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

18.37%

+1.13%