ACTS vs. ELM

Last updated Jul 8, 2026

ACTS (FIS Tactical Equity ETF) and ELM (Elm Market Navigator ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.84 suggests significant overlap in exposure. ACTS charges 0.69%/yr vs 0.24%/yr for ELM.

Performance

ACTS vs. ELM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Tactical Equity ETF (ACTS) and Elm Market Navigator ETF (ELM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ACTS

• 1D: -2.76%
• 1M: 2.48%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ELM

• 1D: -0.56%
• 1M: 1.73%
• 6M: 5.52%
• YTD: 7.25%
• 1Y: 16.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ACTS vs. ELM - Yearly Performance Comparison

	2026 (YTD)
ACTS FIS Tactical Equity ETF	13.11%
ELM Elm Market Navigator ETF	7.25%

Correlation

The correlation between ACTS and ELM 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 (All Time) Calculated using the full available price history since Mar 19, 2026	0.84

Return for Risk

ACTS vs. ELM — 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.

ELM

ELM Risk / Return Rank: 59
ELM Sharpe Ratio Rank: 61
ELM Sortino Ratio Rank: 60
ELM Omega Ratio Rank: 63
ELM Calmar Ratio Rank: 52
ELM Martin Ratio Rank: 60

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. ELM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Tactical Equity ETF (ACTS) and Elm Market Navigator ETF (ELM). 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.

	ACTS	ELM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.68	—
Sortino ratio: Return per unit of downside risk	—	2.35	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.19	—
Martin ratio: Return relative to average drawdown	—	8.85	—

Drawdowns

ACTS vs. ELM - Drawdown Comparison

The maximum ACTS drawdown since its inception was -8.03%, smaller than the maximum ELM drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for ACTS and ELM.

Drawdown Indicators

	ACTS	ELM	Difference
Max Drawdown Largest peak-to-trough decline	-8.03%	-9.02%	+0.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.52%	—
Current Drawdown Current decline from peak	-6.06%	-0.87%	-5.19%
Average Drawdown Average peak-to-trough decline	-2.56%	-1.31%	-1.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.85%	—

Volatility

Volatility by Period

	ACTS	ELM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.74%	9.78%	+17.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.74%	10.39%	+17.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.74%	10.39%	+17.35%

ACTS vs. ELM - Expense Ratio Comparison

ACTS has a 0.69% expense ratio, which is higher than ELM's 0.24% expense ratio.

Dividends

ACTS vs. ELM - Dividend Comparison

ACTS has not paid dividends to shareholders, while ELM's dividend yield for the trailing twelve months is around 2.53%.

Position	TTM	2025
ACTS FIS Tactical Equity ETF	0.00%	0.00%
ELM Elm Market Navigator ETF	2.53%	2.71%

Frequently Asked Questions

Can I hold both ACTS and ELM in my portfolio?

ACTS and ELM 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 ETF is better, ACTS or ELM?

On fees, ELM is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ACTS or ELM?

ELM is cheaper with a 0.24% expense ratio, compared with 0.69% for ACTS.

Which ETF pays a higher dividend yield, ACTS or ELM?

ELM has the higher dividend yield at 2.53%, compared with 0.00% for ACTS.

What is the main difference between ACTS and ELM?

They also come from different issuers: Faith Investor Services and Elm. Their fees differ too: 0.69% for ACTS and 0.24% for ELM.