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DFTT vs. SPXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFTT vs. SPXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DF Tactical 30 ETF (DFTT) and Azoria 500 Meritocracy ETF (SPXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DFTT

1D
-3.68%
1M
-6.57%
6M
13.63%
YTD
17.89%
1Y
3Y*
5Y*
10Y*

SPXM

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
8.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTT vs. SPXM - Yearly Performance Comparison


2026 (YTD)2025
DFTT
DF Tactical 30 ETF
17.89%-0.00%
SPXM
Azoria 500 Meritocracy ETF
0.00%0.06%

Correlation

The correlation between DFTT and SPXM is 0.19, 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 Nov 12, 2025

0.19

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Return for Risk

DFTT vs. SPXM — Risk / Return Rank

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

DFTT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SPXM
SPXM Risk / Return Rank: 6060
Overall Rank
SPXM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPXM Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPXM Omega Ratio Rank: 8282
Omega Ratio Rank
SPXM Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPXM Martin Ratio Rank: 6969
Martin Ratio Rank
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.

DFTT vs. SPXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Tactical 30 ETF (DFTT) and Azoria 500 Meritocracy ETF (SPXM). 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.


DFTTSPXMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.11

Martin ratioReturn relative to average drawdown

9.87

DFTT vs. SPXM - Sharpe Ratio Comparison


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Drawdowns

DFTT vs. SPXM - Drawdown Comparison

The maximum DFTT drawdown since its inception was -10.46%, which is greater than SPXM's maximum drawdown of -5.08%. Use the drawdown chart below to compare losses from any high point for DFTT and SPXM.


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Drawdown Indicators


DFTTSPXMDifference

Max Drawdown

Largest peak-to-trough decline

-10.46%

-5.08%

-5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

Current Drawdown

Current decline from peak

-9.03%

-0.75%

-8.28%

Average Drawdown

Average peak-to-trough decline

-2.44%

-0.78%

-1.66%

Volatility

DFTT vs. SPXM - Volatility Comparison


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Volatility by Period


DFTTSPXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

25.69%

7.65%

+18.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.69%

7.59%

+18.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

7.59%

+18.10%

DFTT vs. SPXM - Expense Ratio Comparison

DFTT has a 0.70% expense ratio, which is higher than SPXM's 0.47% expense ratio.


Dividends

DFTT vs. SPXM - Dividend Comparison

DFTT's dividend yield for the trailing twelve months is around 0.14%, less than SPXM's 0.24% yield.


PositionTTM2025
DFTT
DF Tactical 30 ETF
0.14%0.00%
SPXM
Azoria 500 Meritocracy ETF
0.24%0.24%

Frequently Asked Questions


DFTT and SPXM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXM is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXM is cheaper with a 0.47% expense ratio, compared with 0.70% for DFTT.

SPXM has the higher dividend yield at 0.24%, compared with 0.14% for DFTT.

They also come from different issuers: Donoghue Forlines and Azoria. Their fees differ too: 0.70% for DFTT and 0.47% for SPXM.

Portfolio Optimizer

Find the right allocation for DFTT and SPXM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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