NTSI vs. TFPN

Last updated Jun 4, 2026

NTSI (WisdomTree International Efficient Core Fund) and TFPN (Blueprint Chesapeake Multi-Asset Trend ETF) are both Global Allocation funds. Both are actively managed. Over the past year, NTSI returned 20.90% vs 45.99% for TFPN. At a 0.32 correlation, their price movements are largely independent. NTSI charges 0.26%/yr vs 1.10%/yr for TFPN.

Performance

NTSI vs. TFPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSI achieves a 7.18% return, which is significantly lower than TFPN's 27.01% return.

NTSI

• 1D: -0.63%
• 1M: 3.92%
• YTD: 7.18%
• 6M: 8.77%
• 1Y: 20.90%
• 3Y*: 14.26%
• 5Y*: 5.55%
• 10Y*: —

TFPN

• 1D: 0.91%
• 1M: 5.79%
• YTD: 27.01%
• 6M: 28.49%
• 1Y: 45.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NTSI vs. TFPN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NTSI WisdomTree International Efficient Core Fund	7.18%	30.37%	1.11%	3.93%
TFPN Blueprint Chesapeake Multi-Asset Trend ETF	27.01%	3.61%	2.67%	-1.60%

Correlation

The correlation between NTSI and TFPN is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.32

The correlation between NTSI and TFPN shifts across timeframes, from 0.32 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

NTSI vs. TFPN - Sectors Allocation Comparison

Sectors	NTSI	TFPN
Financial Services	25.0%	4.8%
Industrials	17.5%	29.8%
Technology	10.6%	17.9%
Healthcare	10.5%	5.5%
Consumer Cyclical	8.1%	4.8%
Consumer Defensive	7.4%	4.3%
Basic Materials	6.7%	14.7%
Energy	4.8%	10.4%
Communication Services	4.7%	2.9%
Utilities	3.2%	3.3%
Real Estate	1.5%	1.6%

Return for Risk

NTSI vs. TFPN — Risk / Return Rank

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

NTSI

NTSI Risk / Return Rank: 37
NTSI Sharpe Ratio Rank: 39
NTSI Sortino Ratio Rank: 38
NTSI Omega Ratio Rank: 38
NTSI Calmar Ratio Rank: 34
NTSI Martin Ratio Rank: 39

TFPN

TFPN Risk / Return Rank: 91
TFPN Sharpe Ratio Rank: 92
TFPN Sortino Ratio Rank: 92
TFPN Omega Ratio Rank: 91
TFPN Calmar Ratio Rank: 92
TFPN Martin Ratio Rank: 91

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.

NTSI vs. TFPN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). 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.

	NTSI	TFPN	Difference
Sharpe ratio Return per unit of total volatility	1.41	3.37	-1.97
Sortino ratio Return per unit of downside risk	1.98	4.44	-2.46
Omega ratio Gain probability vs. loss probability	1.25	1.60	-0.35
Calmar ratio Return relative to maximum drawdown	1.70	6.19	-4.49
Martin ratio Return relative to average drawdown	6.22	21.51	-15.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSI vs. TFPN - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.41, which is lower than the TFPN Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of NTSI and TFPN, 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

	NTSI	TFPN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	3.37	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.83	-0.45

Drawdowns

NTSI vs. TFPN - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than TFPN's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for NTSI and TFPN.

Drawdown Indicators

	NTSI	TFPN	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-16.72%	-17.29%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-7.47%	-4.86%
Max Drawdown (3Y) Largest decline over 3 years	-13.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.01%	—	—
Current Drawdown Current decline from peak	-2.36%	0.00%	-2.36%
Average Drawdown Average peak-to-trough decline	-9.19%	-4.89%	-4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	2.14%	+1.23%

Volatility

NTSI vs. TFPN - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.84% compared to Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) at 4.55%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than TFPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	TFPN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	4.55%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	11.50%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	13.70%	+1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	12.53%	+3.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	12.53%	+3.10%

NTSI vs. TFPN - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than TFPN's 1.10% expense ratio.

Dividends

NTSI vs. TFPN - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.51%, while TFPN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	3.51%	3.65%	2.92%	2.35%	2.66%	0.97%
TFPN Blueprint Chesapeake Multi-Asset Trend ETF	0.00%	0.00%	0.94%	0.98%	0.00%	0.00%

Frequently Asked Questions

Can I hold both NTSI and TFPN in my portfolio?

NTSI and TFPN have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSI or TFPN?

NTSI has higher volatility (4.84%) compared to TFPN (4.55%). In terms of maximum drawdown, NTSI dropped -34.01% vs TFPN's -16.72%.

Which ETF is better, NTSI or TFPN?

On 1-year performance, TFPN leads with 45.99% vs 20.90% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, TFPN has been the lower-risk option at 4.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or TFPN?

Over the 1-year period, TFPN has performed better with a 45.99% return vs 20.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or TFPN?

NTSI is cheaper with a 0.26% expense ratio, compared with 1.10% for TFPN.

Which ETF pays a higher dividend yield, NTSI or TFPN?

NTSI has the higher dividend yield at 3.51%, compared with 0.00% for TFPN.

What is the main difference between NTSI and TFPN?

They also come from different issuers: WisdomTree and Tidal ETFs. Their fees differ too: 0.26% for NTSI and 1.10% for TFPN.

Which has better risk-adjusted returns?

TFPN currently has the higher Sharpe Ratio (3.37 vs 1.41), 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.