TMFE vs. VTSAX

Last updated Jun 4, 2026

TMFE (The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both Large Cap Blend Equities funds. Over the past 3 years, TMFE returned 18.83%/yr vs 22.34%/yr for VTSAX. Their correlation of 0.90 suggests significant overlap in exposure. TMFE charges 0.50%/yr vs 0.04%/yr for VTSAX.

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.

Returns By Period

In the year-to-date period, TMFE achieves a 1.48% return, which is significantly lower than VTSAX's 11.98% return.

TMFE

• 1D: -0.63%
• 1M: 1.94%
• YTD: 1.48%
• 6M: 1.24%
• 1Y: 7.52%
• 3Y*: 18.83%
• 5Y*: —
• 10Y*: —

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFE vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF	1.48%	11.10%	27.95%	41.12%	-25.84%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	26.51%	-19.52%

Correlation

The correlation between TMFE and VTSAX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jan 3, 2022	0.90

The correlation between TMFE and VTSAX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

TMFE vs. VTSAX - Sectors Allocation Comparison

Sectors	TMFE	VTSAX
Technology	30.0%	33.3%
Consumer Cyclical	18.1%	9.8%
Communication Services	16.1%	10.1%
Consumer Defensive	10.8%	4.7%
Financial Services	9.4%	11.9%
Healthcare	9.3%	9.1%
Industrials	4.5%	9.5%
Basic Materials	1.9%	2.0%
Energy	-	3.8%
Real Estate	-	2.4%
Utilities	-	2.7%

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: 19
TMFE Sharpe Ratio Rank: 19
TMFE Sortino Ratio Rank: 18
TMFE Omega Ratio Rank: 18
TMFE Calmar Ratio Rank: 17
TMFE Martin Ratio Rank: 21

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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.

	TMFE	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	0.62	2.47	-1.85
Sortino ratio: Return per unit of downside risk	0.95	3.36	-2.41
Omega ratio: Gain probability vs. loss probability	1.11	1.44	-0.33
Calmar ratio: Return relative to maximum drawdown	0.67	3.37	-2.70
Martin ratio: Return relative to average drawdown	2.49	15.56	-13.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TMFE vs. VTSAX - Sharpe Ratio Comparison

The current TMFE Sharpe Ratio is 0.62, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of TMFE and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TMFE	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	2.47	-1.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.47	+0.04

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.

Drawdown Indicators

	TMFE	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-31.07%	-55.33%	+24.26%
Max Drawdown (1Y) Largest decline over 1 year	-11.30%	-8.92%	-2.38%
Max Drawdown (3Y) Largest decline over 3 years	-18.81%	-19.36%	+0.55%
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	-1.83%	0.00%	-1.83%
Average Drawdown Average peak-to-trough decline	-8.27%	-9.01%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	1.93%	+1.09%

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 2.84% and 2.95%, 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.

Volatility by Period

	TMFE	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.84%	2.95%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	9.16%	9.19%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	12.17%	12.19%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	17.36%	+1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.26%	18.41%	+0.85%

TMFE vs. VTSAX - Expense Ratio Comparison

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

Dividends

TMFE vs. VTSAX - Dividend Comparison

TMFE's dividend yield for the trailing twelve months is around 0.31%, less than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF	0.31%	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	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both TMFE and VTSAX in my portfolio?

TMFE and VTSAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFE or VTSAX?

VTSAX has higher volatility (2.95%) compared to TMFE (2.84%). In terms of maximum drawdown, TMFE dropped -31.07% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.47 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.