AIFD vs. ARMH

Last updated Jun 4, 2026

AIFD (TCW Artificial Intelligence ETF) and ARMH (Arm Holdings PLC ADRhedged ETF) are both Technology Equities funds. Both are actively managed. At a 0.40 correlation, their price movements are largely independent. AIFD charges 0.75%/yr vs 0.19%/yr for ARMH.

Performance

AIFD vs. ARMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Artificial Intelligence ETF (AIFD) and Arm Holdings PLC ADRhedged ETF (ARMH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AIFD

• 1D: -1.63%
• 1M: 17.54%
• YTD: 49.97%
• 6M: 50.25%
• 1Y: 98.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARMH

• 1D: 2.87%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIFD vs. ARMH - Yearly Performance Comparison

	2026 (YTD)
AIFD TCW Artificial Intelligence ETF	8.19%
ARMH Arm Holdings PLC ADRhedged ETF	23.00%

Correlation

The correlation between AIFD and ARMH is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	0.40

Return for Risk

AIFD vs. ARMH — Risk / Return Rank

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

AIFD

AIFD Risk / Return Rank: 93
AIFD Sharpe Ratio Rank: 95
AIFD Sortino Ratio Rank: 91
AIFD Omega Ratio Rank: 90
AIFD Calmar Ratio Rank: 95
AIFD Martin Ratio Rank: 96

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.

AIFD vs. ARMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Artificial Intelligence ETF (AIFD) and Arm Holdings PLC ADRhedged ETF (ARMH). 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.

	AIFD	ARMH	Difference
Sharpe ratio Return per unit of total volatility	3.89	—	—
Sortino ratio Return per unit of downside risk	4.36	—	—
Omega ratio Gain probability vs. loss probability	1.58	—	—
Calmar ratio Return relative to maximum drawdown	8.44	—	—
Martin ratio Return relative to average drawdown	35.74	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AIFD	ARMH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.89	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.59	471,500.14	-471,498.55

Drawdowns

AIFD vs. ARMH - Drawdown Comparison

The maximum AIFD drawdown since its inception was -33.20%, which is greater than ARMH's maximum drawdown of -1.61%. Use the drawdown chart below to compare losses from any high point for AIFD and ARMH.

Drawdown Indicators

	AIFD	ARMH	Difference
Max Drawdown Largest peak-to-trough decline	-33.20%	-1.61%	-31.59%
Max Drawdown (1Y) Largest decline over 1 year	-11.75%	—	—
Current Drawdown Current decline from peak	-1.63%	0.00%	-1.63%
Average Drawdown Average peak-to-trough decline	-5.73%	-0.40%	-5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	—	—

Volatility

Volatility by Period

	AIFD	ARMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.54%	113.00%	-87.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.34%	113.00%	-83.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.34%	113.00%	-83.66%

AIFD vs. ARMH - Expense Ratio Comparison

AIFD has a 0.75% expense ratio, which is higher than ARMH's 0.19% expense ratio.

Dividends

AIFD vs. ARMH - Dividend Comparison

Neither AIFD nor ARMH has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AIFD and ARMH in my portfolio?

AIFD and ARMH have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AIFD or ARMH?

On fees, ARMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIFD or ARMH?

ARMH is cheaper with a 0.19% expense ratio, compared with 0.75% for AIFD.

Which ETF pays a higher dividend yield, AIFD or ARMH?

AIFD and ARMH have nearly identical dividend yields, around 0.00%.

What is the main difference between AIFD and ARMH?

They also come from different issuers: TCW and Precidian. Their fees differ too: 0.75% for AIFD and 0.19% for ARMH.