FDAT vs. HIDE

Last updated Aug 2, 2026

FDAT (Tactical Advantage ETF) and HIDE (Alpha Architect High Inflation And Deflation ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past 3 years, FDAT returned 7.74%/yr vs 4.49%/yr for HIDE. Their 0.31 correlation means their historical movements had little consistent relationship. FDAT charges 0.74%/yr vs 0.29%/yr for HIDE.

Performance

FDAT vs. HIDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tactical Advantage ETF (FDAT) and Alpha Architect High Inflation And Deflation ETF (HIDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDAT achieves a 4.27% return, which is significantly lower than HIDE's 7.48% return.

FDAT

• 1D: -0.06%
• 1M: -0.90%
• 6M: 1.39%
• YTD: 4.27%
• 1Y: 11.19%
• 3Y*: 7.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.44%

HIDE

• 1D: -0.04%
• 1M: 1.84%
• 6M: 4.51%
• YTD: 7.48%
• 1Y: 10.38%
• 3Y*: 4.49%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.80%

*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)
FDAT Tactical Advantage ETF	$9.92K	$11.27K	$15.48K
HIDE Alpha Architect High Inflation And Deflation ETF	$1.44M	$1.27M	$1.13M

FDAT vs. HIDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FDAT Tactical Advantage ETF	4.27%	7.50%	9.90%	5.90%
HIDE Alpha Architect High Inflation And Deflation ETF	7.48%	5.32%	-0.85%	2.37%

Correlation

The correlation between FDAT and HIDE is 0.21, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.21
Correlation (3Y) Balances recent behavior with more history.	0.34
Correlation (All Time) Calculated using the full available price history since Apr 20, 2023	0.31

The correlation between FDAT and HIDE shifts across timeframes, from 0.21 (1 year) to 0.34 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

FDAT vs. HIDE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDAT

FDAT Risk / Return Rank: 41
FDAT Sharpe Ratio Rank: 39
FDAT Sortino Ratio Rank: 37
FDAT Omega Ratio Rank: 37
FDAT Calmar Ratio Rank: 49
FDAT Martin Ratio Rank: 43

HIDE

HIDE Risk / Return Rank: 88
HIDE Sharpe Ratio Rank: 91
HIDE Sortino Ratio Rank: 90
HIDE Omega Ratio Rank: 92
HIDE Calmar Ratio Rank: 85
HIDE Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDAT vs. HIDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tactical Advantage ETF (FDAT) and Alpha Architect High Inflation And Deflation ETF (HIDE). 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.

	FDAT	HIDE	Difference
Sharpe ratio: Return per unit of total volatility	0.98	2.30	-1.31
Sortino ratio: Return per unit of downside risk	1.41	3.15	-1.74
Omega ratio: Gain probability vs. loss probability	1.18	1.46	-0.28
Calmar ratio: Return relative to maximum drawdown	1.76	3.28	-1.52
Martin ratio: Return relative to average drawdown	4.76	10.56	-5.80

FDAT vs. HIDE - Sharpe Ratio Comparison

The current FDAT Sharpe Ratio is 0.98, which is lower than the HIDE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of FDAT and HIDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FDAT vs. HIDE - Drawdown Comparison

The maximum FDAT drawdown since its inception was -8.20%, which is greater than HIDE's maximum drawdown of -5.15%. Use the drawdown chart below to compare losses from any high point for FDAT and HIDE.

Drawdown Indicators

	FDAT	HIDE	Difference
Max Drawdown Largest peak-to-trough decline	-8.20%	-5.15%	-3.05%
Max Drawdown (1Y) Largest decline over 1 year	-5.88%	-3.31%	-2.57%
Max Drawdown (3Y) Largest decline over 3 years	-8.20%	-5.15%	-3.05%
Current Drawdown Current decline from peak	-1.32%	-1.10%	-0.22%
Average Drawdown Average peak-to-trough decline	-2.22%	-0.98%	-1.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.03%	+1.14%

Volatility

FDAT vs. HIDE - Volatility Comparison

Tactical Advantage ETF (FDAT) has a higher volatility of 1.98% compared to Alpha Architect High Inflation And Deflation ETF (HIDE) at 1.31%. This indicates that FDAT's price experiences larger fluctuations and is considered to be riskier than HIDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDAT	HIDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.98%	1.31%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	6.99%	4.07%	+2.92%
Volatility (1Y) Calculated over the trailing 1-year period	10.52%	4.73%	+5.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.52%	4.30%	+5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.52%	4.30%	+5.22%

FDAT vs. HIDE - Expense Ratio Comparison

FDAT has a 0.74% expense ratio, which is higher than HIDE's 0.29% expense ratio.

Dividends

FDAT vs. HIDE - Dividend Comparison

FDAT's dividend yield for the trailing twelve months is around 5.89%, more than HIDE's 2.94% yield.

Position	TTM	2025	2024	2023	2022
FDAT Tactical Advantage ETF	5.89%	4.77%	8.99%	1.58%	0.00%
HIDE Alpha Architect High Inflation And Deflation ETF	2.94%	3.16%	2.86%	3.90%	6.25%

Frequently Asked Questions

Can I hold both FDAT and HIDE in my portfolio?

FDAT and HIDE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDAT or HIDE?

FDAT has higher volatility (1.98%) compared to HIDE (1.31%). In terms of maximum drawdown, FDAT dropped -8.20% vs HIDE's -5.15%.

Which ETF is better, FDAT or HIDE?

On 3-year performance, FDAT leads with 7.74% vs 4.49% for HIDE. On fees, HIDE is cheaper at 0.29% per year. On volatility, HIDE has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FDAT or HIDE?

Over the 3-year period, FDAT has performed better with a 7.74% return vs 4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FDAT or HIDE?

HIDE is cheaper with a 0.29% expense ratio, compared with 0.74% for FDAT.

Which ETF pays a higher dividend yield, FDAT or HIDE?

FDAT has the higher dividend yield at 5.89%, compared with 2.94% for HIDE.

What is the main difference between FDAT and HIDE?

They also come from different issuers: Tidal and Alpha Architect. Their fees differ too: 0.74% for FDAT and 0.29% for HIDE.

Which has better risk-adjusted returns?

HIDE currently has the higher Sharpe Ratio (2.29 vs 0.98), 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.