AMOM vs. TDSC

Last updated Jun 3, 2026

AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) and TDSC (Cabana Target Drawdown 10 ETF) are both exchange-traded funds - AMOM is a Momentum fund actively managed by Exchange Traded Concepts, while TDSC is a Tactical Allocation fund actively managed by Exchange Traded Concepts. Both are actively managed. Over the past 5 years, AMOM returned 12.57%/yr vs 3.44%/yr for TDSC. A 0.62 correlation means they provide meaningful diversification when combined. AMOM charges 0.75%/yr vs 0.69%/yr for TDSC.

Performance

AMOM vs. TDSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Cabana Target Drawdown 10 ETF (TDSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMOM achieves a 26.64% return, which is significantly higher than TDSC's 11.58% return.

AMOM

• 1D: 1.65%
• 1M: 10.64%
• YTD: 26.64%
• 6M: 27.60%
• 1Y: 43.44%
• 3Y*: 27.79%
• 5Y*: 12.57%
• 10Y*: —

TDSC

• 1D: 0.55%
• 1M: 3.52%
• YTD: 11.58%
• 6M: 11.52%
• 1Y: 20.40%
• 3Y*: 11.06%
• 5Y*: 3.44%
• 10Y*: —

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

AMOM vs. TDSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	26.64%	7.69%	35.79%	27.06%	-26.29%	13.08%	16.82%
TDSC Cabana Target Drawdown 10 ETF	11.58%	6.56%	7.10%	7.63%	-19.67%	14.81%	-0.11%

Correlation

The correlation between AMOM and TDSC is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020	0.62

The correlation between AMOM and TDSC has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.

AMOM vs. TDSC - Sectors Allocation Comparison

Sectors	AMOM	TDSC
Technology	41.9%	28.5%
Industrials	14.5%	2.0%
Communication Services	14.3%	4.7%
Healthcare	7.7%	19.9%
Financial Services	6.2%	3.9%
Consumer Cyclical	5.8%	4.3%
Consumer Defensive	5.0%	3.4%
Utilities	3.8%	15.0%
Basic Materials	2.7%	0.7%
Real Estate	1.9%	0.1%
Energy	1.2%	17.6%

Return for Risk

AMOM vs. TDSC — Risk / Return Rank

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

AMOM

AMOM Risk / Return Rank: 61
AMOM Sharpe Ratio Rank: 59
AMOM Sortino Ratio Rank: 55
AMOM Omega Ratio Rank: 57
AMOM Calmar Ratio Rank: 67
AMOM Martin Ratio Rank: 66

TDSC

TDSC Risk / Return Rank: 71
TDSC Sharpe Ratio Rank: 68
TDSC Sortino Ratio Rank: 70
TDSC Omega Ratio Rank: 67
TDSC Calmar Ratio Rank: 75
TDSC Martin Ratio Rank: 76

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.

AMOM vs. TDSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) 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.

	AMOM	TDSC	Difference
Sharpe ratio Return per unit of total volatility	2.02	2.30	-0.28
Sortino ratio Return per unit of downside risk	2.68	3.24	-0.57
Omega ratio Gain probability vs. loss probability	1.35	1.41	-0.06
Calmar ratio Return relative to maximum drawdown	3.40	3.85	-0.45
Martin ratio Return relative to average drawdown	12.24	15.00	-2.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMOM vs. TDSC - Sharpe Ratio Comparison

The current AMOM Sharpe Ratio is 2.02, which is comparable to the TDSC Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of AMOM and TDSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AMOM	TDSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	2.30	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.34	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.41	+0.33

Drawdowns

AMOM vs. TDSC - Drawdown Comparison

The maximum AMOM drawdown since its inception was -39.68%, which is greater than TDSC's maximum drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for AMOM and TDSC.

Drawdown Indicators

	AMOM	TDSC	Difference
Max Drawdown Largest peak-to-trough decline	-39.68%	-21.51%	-18.17%
Max Drawdown (1Y) Largest decline over 1 year	-13.10%	-5.35%	-7.75%
Max Drawdown (3Y) Largest decline over 3 years	-30.26%	-14.24%	-16.02%
Max Drawdown (5Y) Largest decline over 5 years	-39.68%	-21.51%	-18.17%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.82%	-9.39%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	1.37%	+2.27%

Volatility

AMOM vs. TDSC - Volatility Comparison

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a higher volatility of 7.14% compared to Cabana Target Drawdown 10 ETF (TDSC) at 2.12%. This indicates that AMOM's price experiences larger fluctuations and is considered to be riskier than TDSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMOM	TDSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.14%	2.12%	+5.02%
Volatility (6M) Calculated over the trailing 6-month period	16.72%	6.64%	+10.08%
Volatility (1Y) Calculated over the trailing 1-year period	21.57%	8.89%	+12.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.74%	10.28%	+13.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.96%	10.23%	+14.73%

AMOM vs. TDSC - Expense Ratio Comparison

AMOM has a 0.75% expense ratio, which is higher than TDSC's 0.69% expense ratio.

Dividends

AMOM vs. TDSC - Dividend Comparison

AMOM's dividend yield for the trailing twelve months is around 0.07%, less than TDSC's 2.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	0.07%	0.09%	0.00%	0.47%	0.72%	0.74%	24.31%	5.51%
TDSC Cabana Target Drawdown 10 ETF	2.00%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%	0.00%

Frequently Asked Questions

Can I hold both AMOM and TDSC in my portfolio?

AMOM and TDSC have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMOM or TDSC?

AMOM has higher volatility (7.14%) compared to TDSC (2.12%). In terms of maximum drawdown, AMOM dropped -39.68% vs TDSC's -21.51%.

Which ETF is better, AMOM or TDSC?

On 5-year performance, AMOM leads with 12.57% vs 3.44% for TDSC. On fees, TDSC is cheaper at 0.69% per year. On volatility, TDSC has been the lower-risk option at 2.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AMOM or TDSC?

Over the 5-year period, AMOM has performed better with a 12.57% return vs 3.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AMOM or TDSC?

TDSC is cheaper with a 0.69% expense ratio, compared with 0.75% for AMOM.

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

TDSC has the higher dividend yield at 2.00%, compared with 0.07% for AMOM.

What is the main difference between AMOM and TDSC?

AMOM is categorized as Momentum, while TDSC is Tactical Allocation. Their fees differ too: 0.75% for AMOM and 0.69% for TDSC.

Which has better risk-adjusted returns?

TDSC currently has the higher Sharpe Ratio (2.30 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.