ACTS vs. TDSC

Last updated Jul 8, 2026

ACTS (FIS Tactical Equity ETF) and TDSC (Cabana Target Drawdown 10 ETF) are both Tactical Allocation funds. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.69% expense ratio.

Performance

ACTS vs. TDSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Tactical Equity ETF (ACTS) and Cabana Target Drawdown 10 ETF (TDSC). 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*: —

TDSC

• 1D: -0.07%
• 1M: 0.84%
• 6M: 8.30%
• YTD: 10.18%
• 1Y: 15.75%
• 3Y*: 10.47%
• 5Y*: 2.65%
• 10Y*: —

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

ACTS vs. TDSC - Yearly Performance Comparison

	2026 (YTD)
ACTS FIS Tactical Equity ETF	13.11%
TDSC Cabana Target Drawdown 10 ETF	6.34%

Correlation

The correlation between ACTS and TDSC is 0.70, 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	0.70

Return for Risk

ACTS vs. TDSC — 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.

TDSC

TDSC Risk / Return Rank: 65
TDSC Sharpe Ratio Rank: 62
TDSC Sortino Ratio Rank: 60
TDSC Omega Ratio Rank: 59
TDSC Calmar Ratio Rank: 71
TDSC Martin Ratio Rank: 71

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. TDSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Tactical Equity ETF (ACTS) and Cabana Target Drawdown 10 ETF (TDSC). 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	TDSC	Difference
Sharpe ratio: Return per unit of total volatility	—	1.70	—
Sortino ratio: Return per unit of downside risk	—	2.37	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.96	—
Martin ratio: Return relative to average drawdown	—	10.73	—

Drawdowns

ACTS vs. TDSC - Drawdown Comparison

The maximum ACTS drawdown since its inception was -8.03%, smaller than the maximum TDSC drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for ACTS and TDSC.

Drawdown Indicators

	ACTS	TDSC	Difference
Max Drawdown Largest peak-to-trough decline	-8.03%	-21.51%	+13.48%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.35%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.24%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.51%	—
Current Drawdown Current decline from peak	-6.06%	-1.40%	-4.66%
Average Drawdown Average peak-to-trough decline	-2.56%	-9.26%	+6.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.47%	—

Volatility

Volatility by Period

	ACTS	TDSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.30%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.74%	9.34%	+18.40%
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%	10.26%	+17.48%

ACTS vs. TDSC - Expense Ratio Comparison

Both ACTS and TDSC have an expense ratio of 0.69%.

Dividends

ACTS vs. TDSC - Dividend Comparison

ACTS has not paid dividends to shareholders, while TDSC's dividend yield for the trailing twelve months is around 1.61%.

Position	TTM	2025	2024	2023	2022	2021	2020
ACTS FIS Tactical Equity ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TDSC Cabana Target Drawdown 10 ETF	1.61%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%

Frequently Asked Questions

Can I hold both ACTS and TDSC in my portfolio?

ACTS and TDSC have a correlation of 0.70, 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 TDSC?

Both ETFs have the same 0.69% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ACTS or TDSC?

ACTS and TDSC have the same expense ratio: 0.69% per year.

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

TDSC has the higher dividend yield at 1.61%, compared with 0.00% for ACTS.

What is the main difference between ACTS and TDSC?

They also come from different issuers: Faith Investor Services and Exchange Traded Concepts.