ACTS vs. TYLD

Last updated Jul 28, 2026

ACTS (FIS Tactical Equity ETF) and TYLD (Cambria Tactical Yield ETF) are both Tactical Allocation funds. Both are actively managed. Their 0.07 correlation means their historical movements had little consistent relationship. ACTS charges 0.69%/yr vs 0.59%/yr for TYLD.

Performance

ACTS vs. TYLD - Performance Comparison

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

Returns By Period

ACTS

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

TYLD

• 1D: 0.02%
• 1M: 0.06%
• 6M: 1.56%
• YTD: 1.84%
• 1Y: 3.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.29%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ACTS FIS Tactical Equity ETF	$494.51K	$343.54K	$216.82K
TYLD Cambria Tactical Yield ETF	$208.25K	$137.18K	$78.97K

ACTS vs. TYLD - Yearly Performance Comparison

	2026 (YTD)
ACTS FIS Tactical Equity ETF	8.16%
TYLD Cambria Tactical Yield ETF	1.16%

Correlation

The correlation between ACTS and TYLD is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.07

Return for Risk

ACTS vs. TYLD — 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.

TYLD

TYLD Risk / Return Rank: 99
TYLD Sharpe Ratio Rank: 99
TYLD Sortino Ratio Rank: 99
TYLD Omega Ratio Rank: 99
TYLD Calmar Ratio Rank: 99
TYLD Martin Ratio Rank: 99

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. TYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Tactical Equity ETF (ACTS) and Cambria Tactical Yield ETF (TYLD). 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	TYLD	Difference
Sharpe ratio: Return per unit of total volatility	—	5.15	—
Sortino ratio: Return per unit of downside risk	—	9.80	—
Omega ratio: Gain probability vs. loss probability	—	2.53	—
Calmar ratio: Return relative to maximum drawdown	—	21.32	—
Martin ratio: Return relative to average drawdown	—	111.42	—

Drawdowns

ACTS vs. TYLD - Drawdown Comparison

The maximum ACTS drawdown since its inception was -10.31%, which is greater than TYLD's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for ACTS and TYLD.

Drawdown Indicators

	ACTS	TYLD	Difference
Max Drawdown Largest peak-to-trough decline	-10.31%	-1.06%	-9.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.18%	—
Current Drawdown Current decline from peak	-10.18%	0.00%	-10.18%
Average Drawdown Average peak-to-trough decline	-3.44%	-0.10%	-3.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.03%	—

Volatility

Volatility by Period

	ACTS	TYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.28%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	26.71%	0.74%	+25.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.71%	1.73%	+24.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.71%	1.73%	+24.98%

ACTS vs. TYLD - Expense Ratio Comparison

ACTS has a 0.69% expense ratio, which is higher than TYLD's 0.59% expense ratio.

Dividends

ACTS vs. TYLD - Dividend Comparison

ACTS has not paid dividends to shareholders, while TYLD's dividend yield for the trailing twelve months is around 3.73%.

Position	TTM	2025	2024
ACTS FIS Tactical Equity ETF	0.00%	0.00%	0.00%
TYLD Cambria Tactical Yield ETF	3.73%	4.38%	4.24%

Frequently Asked Questions

Can I hold both ACTS and TYLD in my portfolio?

ACTS and TYLD have a correlation of 0.07, 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 TYLD?

On fees, TYLD is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ACTS or TYLD?

TYLD is cheaper with a 0.59% expense ratio, compared with 0.69% for ACTS.

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

TYLD has the higher dividend yield at 3.73%, compared with 0.00% for ACTS.

What is the main difference between ACTS and TYLD?

They also come from different issuers: Faith Investor Services and Cambria. Their fees differ too: 0.69% for ACTS and 0.59% for TYLD.