ASGM vs. TRTY
ASGM (Virtus AlphaSimplex Global Macro ETF) and TRTY (Cambria Trinity ETF) are both Tactical Allocation funds. ASGM is actively managed, while TRTY is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. ASGM charges 0.86%/yr vs 0.44%/yr for TRTY.
Performance
ASGM vs. TRTY - Performance Comparison
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Returns By Period
In the year-to-date period, ASGM achieves a 17.56% return, which is significantly higher than TRTY's 6.97% return.
ASGM
- 1D
- -2.93%
- 1M
- -1.26%
- YTD
- 17.56%
- 6M
- 17.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRTY
- 1D
- -1.75%
- 1M
- -2.37%
- YTD
- 6.97%
- 6M
- 6.31%
- 1Y
- 19.33%
- 3Y*
- 10.40%
- 5Y*
- 5.67%
- 10Y*
- —
ASGM vs. TRTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 17.56% | 11.08% |
TRTY Cambria Trinity ETF | 6.97% | 9.41% |
Correlation
The correlation between ASGM and TRTY is 0.79, 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 Aug 5, 2025 | 0.79 |
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Return for Risk
ASGM vs. TRTY — Risk / Return Rank
ASGM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TRTY
ASGM vs. TRTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus AlphaSimplex Global Macro ETF (ASGM) and Cambria Trinity ETF (TRTY). 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.
| ASGM | TRTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.54 | — |
| Martin ratioReturn relative to average drawdown | — | 13.89 | — |
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Drawdowns
ASGM vs. TRTY - Drawdown Comparison
The maximum ASGM drawdown since its inception was -6.62%, smaller than the maximum TRTY drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for ASGM and TRTY.
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Drawdown Indicators
| ASGM | TRTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.62% | -22.35% | +15.73% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.49% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.72% | — |
Current DrawdownCurrent decline from peak | -4.56% | -3.45% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -4.15% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.39% | — |
Volatility
ASGM vs. TRTY - Volatility Comparison
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Volatility by Period
| ASGM | TRTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.79% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 10.05% | +6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 10.61% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 10.43% | +6.58% |
ASGM vs. TRTY - Expense Ratio Comparison
ASGM has a 0.86% expense ratio, which is higher than TRTY's 0.44% expense ratio.
Dividends
ASGM vs. TRTY - Dividend Comparison
ASGM's dividend yield for the trailing twelve months is around 3.84%, more than TRTY's 3.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 3.84% | 4.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRTY Cambria Trinity ETF | 3.10% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% |
Frequently Asked Questions
ASGM and TRTY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRTY is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRTY is cheaper with a 0.44% expense ratio, compared with 0.86% for ASGM.
ASGM has the higher dividend yield at 3.84%, compared with 3.10% for TRTY.
They also come from different issuers: Virtus and Cambria. Their fees differ too: 0.86% for ASGM and 0.44% for TRTY.
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