ACTS vs. TACK

Last updated Jul 8, 2026

ACTS (FIS Tactical Equity ETF) and TACK (Fairlead Tactical Sector Fund) are both Tactical Allocation funds. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. ACTS charges 0.69%/yr vs 0.76%/yr for TACK.

Performance

ACTS vs. TACK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Tactical Equity ETF (ACTS) and Fairlead Tactical Sector Fund (TACK). 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*: —

TACK

• 1D: 0.40%
• 1M: 2.17%
• 6M: 5.26%
• YTD: 7.00%
• 1Y: 13.75%
• 3Y*: 12.03%
• 5Y*: —
• 10Y*: —

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

ACTS vs. TACK - Yearly Performance Comparison

	2026 (YTD)
ACTS FIS Tactical Equity ETF	13.11%
TACK Fairlead Tactical Sector Fund	4.90%

Correlation

The correlation between ACTS and TACK is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.53

Return for Risk

ACTS vs. TACK — 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.

TACK

TACK Risk / Return Rank: 50
TACK Sharpe Ratio Rank: 49
TACK Sortino Ratio Rank: 48
TACK Omega Ratio Rank: 43
TACK Calmar Ratio Rank: 57
TACK Martin Ratio Rank: 51

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. TACK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Tactical Equity ETF (ACTS) and Fairlead Tactical Sector Fund (TACK). 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	TACK	Difference
Sharpe ratio: Return per unit of total volatility	—	1.44	—
Sortino ratio: Return per unit of downside risk	—	2.06	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	2.36	—
Martin ratio: Return relative to average drawdown	—	7.39	—

Drawdowns

ACTS vs. TACK - Drawdown Comparison

The maximum ACTS drawdown since its inception was -8.03%, smaller than the maximum TACK drawdown of -14.49%. Use the drawdown chart below to compare losses from any high point for ACTS and TACK.

Drawdown Indicators

	ACTS	TACK	Difference
Max Drawdown Largest peak-to-trough decline	-8.03%	-14.49%	+6.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.49%	—
Current Drawdown Current decline from peak	-6.06%	0.00%	-6.06%
Average Drawdown Average peak-to-trough decline	-2.56%	-4.16%	+1.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.87%	—

Volatility

Volatility by Period

	ACTS	TACK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.74%	9.64%	+18.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.74%	11.21%	+16.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.74%	11.21%	+16.53%

ACTS vs. TACK - Expense Ratio Comparison

ACTS has a 0.69% expense ratio, which is lower than TACK's 0.76% expense ratio.

Dividends

ACTS vs. TACK - Dividend Comparison

ACTS has not paid dividends to shareholders, while TACK's dividend yield for the trailing twelve months is around 1.30%.

Position	TTM	2025	2024	2023	2022
ACTS FIS Tactical Equity ETF	0.00%	0.00%	0.00%	0.00%	0.00%
TACK Fairlead Tactical Sector Fund	1.30%	1.18%	1.26%	1.29%	0.89%

Frequently Asked Questions

Can I hold both ACTS and TACK in my portfolio?

ACTS and TACK have a correlation of 0.53, 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 TACK?

On fees, ACTS is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ACTS or TACK?

ACTS is cheaper with a 0.69% expense ratio, compared with 0.76% for TACK.

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

TACK has the higher dividend yield at 1.30%, compared with 0.00% for ACTS.

What is the main difference between ACTS and TACK?

They also come from different issuers: Faith Investor Services and Fairlead. Their fees differ too: 0.69% for ACTS and 0.76% for TACK.