TMFE vs. VTSAX
Compare and contrast key facts about The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
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. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMFE or VTSAX.
Performance
TMFE vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, TMFE achieves a 27.76% return, which is significantly higher than VTSAX's 24.09% return.
TMFE
27.76%
0.16%
11.83%
35.70%
N/A
N/A
VTSAX
24.09%
0.90%
11.75%
32.49%
14.83%
12.58%
Key characteristics
| TMFE | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.37 | 2.62 |
| Sortino Ratio | 3.33 | 3.50 |
| Omega Ratio | 1.42 | 1.48 |
| Calmar Ratio | 4.31 | 3.84 |
| Martin Ratio | 17.01 | 16.73 |
| Ulcer Index | 2.12% | 1.96% |
| Daily Std Dev | 15.24% | 12.58% |
| Max Drawdown | -31.07% | -55.34% |
| Current Drawdown | -2.79% | -2.01% |
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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.
Correlation
The correlation between TMFE and VTSAX is 0.91, 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. VTSAX - 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 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.
Dividends
TMFE vs. VTSAX - Dividend Comparison
TMFE's dividend yield for the trailing twelve months is around 0.35%, less than VTSAX's 1.27% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
TMFE vs. VTSAX - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for TMFE and VTSAX. For additional features, visit the drawdowns tool.
Volatility
TMFE vs. VTSAX - Volatility Comparison
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.12% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.