PortfoliosLab logoPortfoliosLab logo
ACTS vs. CORO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACTS vs. CORO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Tactical Equity ETF (ACTS) and iShares International Country Rotation Active ETF (CORO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


ACTS

1D
0.15%
1M
-5.75%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

CORO

1D
0.25%
1M
-1.15%
6M
8.49%
YTD
14.87%
1Y
27.43%
3Y*
5Y*
10Y*
ALL TIME*
27.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$494.51K$343.54K$216.82K
$28.55M$31.62M$89.15M

ACTS vs. CORO - Yearly Performance Comparison


Correlation

The correlation between ACTS and CORO is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

0.78

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACTS vs. CORO — Risk / Return Rank

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

ACTS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CORO
CORO Risk / Return Rank: 7070
Overall Rank
CORO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CORO Sortino Ratio Rank: 6868
Sortino Ratio Rank
CORO Omega Ratio Rank: 7171
Omega Ratio Rank
CORO Calmar Ratio Rank: 6969
Calmar Ratio Rank
CORO Martin Ratio Rank: 7373
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.

ACTS vs. CORO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Tactical Equity ETF (ACTS) and iShares International Country Rotation Active ETF (CORO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACTSCORODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.45

Martin ratioReturn relative to average drawdown

9.13

ACTS vs. CORO - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ACTS vs. CORO - Drawdown Comparison

The maximum ACTS drawdown since its inception was -10.31%, smaller than the maximum CORO drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for ACTS and CORO.


Loading charts...

Drawdown Indicators


ACTSCORODifference

Max Drawdown

Largest peak-to-trough decline

-10.31%

-14.13%

+3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

Current Drawdown

Current decline from peak

-10.18%

-4.36%

-5.82%

Average Drawdown

Average peak-to-trough decline

-3.44%

-1.83%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

Volatility

ACTS vs. CORO - Volatility Comparison


Loading charts...

Volatility by Period


ACTSCORODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

Volatility (1Y)

Calculated over the trailing 1-year period

26.71%

17.10%

+9.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.71%

17.18%

+9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.71%

17.18%

+9.53%

ACTS vs. CORO - Expense Ratio Comparison

ACTS has a 0.69% expense ratio, which is higher than CORO's 0.55% expense ratio.


Dividends

ACTS vs. CORO - Dividend Comparison

ACTS has not paid dividends to shareholders, while CORO's dividend yield for the trailing twelve months is around 2.86%.


PositionTTM20252024
ACTS
FIS Tactical Equity ETF
0.00%0.00%0.00%
CORO
iShares International Country Rotation Active ETF
2.86%3.20%1.53%

Frequently Asked Questions


ACTS and CORO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CORO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CORO is cheaper with a 0.55% expense ratio, compared with 0.69% for ACTS.

CORO has the higher dividend yield at 2.86%, compared with 0.00% for ACTS.

They also come from different issuers: Faith Investor Services and iShares. Their fees differ too: 0.69% for ACTS and 0.55% for CORO.

Portfolio Optimizer

Find the right allocation for ACTS and CORO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer