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

Correlation

The correlation between TMFE and VTSAX is 0.92, 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. 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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Key characteristics

Sharpe Ratio

TMFE:

0.79

VTSAX:

0.64

Sortino Ratio

TMFE:

1.26

VTSAX:

1.04

Omega Ratio

TMFE:

1.17

VTSAX:

1.15

Calmar Ratio

TMFE:

0.85

VTSAX:

0.67

Martin Ratio

TMFE:

3.16

VTSAX:

2.53

Ulcer Index

TMFE:

5.06%

VTSAX:

5.12%

Daily Std Dev

TMFE:

19.99%

VTSAX:

19.92%

Max Drawdown

TMFE:

-31.07%

VTSAX:

-55.34%

Current Drawdown

TMFE:

-4.00%

VTSAX:

-3.36%

Returns By Period

In the year-to-date period, TMFE achieves a 3.34% return, which is significantly higher than VTSAX's 1.10% return.


TMFE

YTD

3.34%

1M

12.52%

6M

2.26%

1Y

15.67%

3Y*

22.12%

5Y*

N/A

10Y*

N/A

VTSAX

YTD

1.10%

1M

15.50%

6M

0.29%

1Y

12.46%

3Y*

16.07%

5Y*

16.14%

10Y*

12.11%

*Annualized

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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.


Risk-Adjusted Performance

TMFE vs. VTSAX — 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 7474
Overall Rank
The Sharpe Ratio Rank of TMFE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TMFE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of TMFE is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TMFE is 7676
Calmar Ratio Rank
The Martin Ratio Rank of TMFE is 7474
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6767
Overall Rank
The Sharpe Ratio Rank of VTSAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6767
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. 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.


The current TMFE Sharpe Ratio is 0.79, which is comparable to the VTSAX Sharpe Ratio of 0.64. 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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Dividends

TMFE vs. VTSAX - Dividend Comparison

TMFE's dividend yield for the trailing twelve months is around 0.43%, less than VTSAX's 1.28% yield.


TTM20242023202220212020201920182017201620152014
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
0.43%0.44%0.45%0.40%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
1.28%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

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.


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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 4.61% and 4.73%, 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.


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