QTAC vs. TBFG

Last updated Jun 25, 2026

QTAC (Q3 All-Season Tactical Advantage ETF) and TBFG (The Brinsmere Fund - Growth ETF) are both Tactical Allocation funds. Both are actively managed. A 0.79 correlation means they provide meaningful diversification when combined. QTAC charges 1.78%/yr vs 0.42%/yr for TBFG.

Performance

QTAC vs. TBFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Q3 All-Season Tactical Advantage ETF (QTAC) and The Brinsmere Fund - Growth ETF (TBFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QTAC achieves a -4.70% return, which is significantly lower than TBFG's 8.49% return.

QTAC

• 1D: -1.07%
• 1M: -2.62%
• YTD: -4.70%
• 6M: -6.88%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TBFG

• 1D: -0.17%
• 1M: -0.13%
• YTD: 8.49%
• 6M: 7.81%
• 1Y: 19.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QTAC vs. TBFG - Yearly Performance Comparison

	2026 (YTD)	2025
QTAC Q3 All-Season Tactical Advantage ETF	-4.70%	1.87%
TBFG The Brinsmere Fund - Growth ETF	8.49%	0.68%

Correlation

The correlation between QTAC and TBFG 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 Dec 16, 2025	0.79

Return for Risk

QTAC vs. TBFG — Risk / Return Rank

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

QTAC

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

TBFG

TBFG Risk / Return Rank: 65
TBFG Sharpe Ratio Rank: 67
TBFG Sortino Ratio Rank: 65
TBFG Omega Ratio Rank: 68
TBFG Calmar Ratio Rank: 60
TBFG Martin Ratio Rank: 68

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.

QTAC vs. TBFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Q3 All-Season Tactical Advantage ETF (QTAC) and The Brinsmere Fund - Growth ETF (TBFG). 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.

	QTAC	TBFG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.90	—
Sortino ratio: Return per unit of downside risk	—	2.63	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	2.61	—
Martin ratio: Return relative to average drawdown	—	10.98	—

Drawdowns

QTAC vs. TBFG - Drawdown Comparison

The maximum QTAC drawdown since its inception was -16.56%, which is greater than TBFG's maximum drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for QTAC and TBFG.

Drawdown Indicators

	QTAC	TBFG	Difference
Max Drawdown Largest peak-to-trough decline	-16.56%	-13.43%	-3.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.63%	—
Current Drawdown Current decline from peak	-8.16%	-2.04%	-6.12%
Average Drawdown Average peak-to-trough decline	-6.52%	-1.62%	-4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.81%	—

Volatility

Volatility by Period

	QTAC	TBFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.41%	10.54%	+17.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.41%	11.17%	+17.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.41%	11.17%	+17.24%

QTAC vs. TBFG - Expense Ratio Comparison

QTAC has a 1.78% expense ratio, which is higher than TBFG's 0.42% expense ratio.

Dividends

QTAC vs. TBFG - Dividend Comparison

QTAC's dividend yield for the trailing twelve months is around 0.06%, less than TBFG's 2.00% yield.

Position	TTM	2025	2024
QTAC Q3 All-Season Tactical Advantage ETF	0.06%	0.05%	0.00%
TBFG The Brinsmere Fund - Growth ETF	2.00%	2.65%	2.43%

Frequently Asked Questions

Can I hold both QTAC and TBFG in my portfolio?

QTAC and TBFG 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.

Which ETF is better, QTAC or TBFG?

On fees, TBFG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QTAC or TBFG?

TBFG is cheaper with a 0.42% expense ratio, compared with 1.78% for QTAC.

Which ETF pays a higher dividend yield, QTAC or TBFG?

TBFG has the higher dividend yield at 2.00%, compared with 0.06% for QTAC.

What is the main difference between QTAC and TBFG?

They also come from different issuers: Q3 Asset Management and The Brinsmere Funds. Their fees differ too: 1.78% for QTAC and 0.42% for TBFG.