QTAC vs. TRTY
QTAC (Q3 All-Season Tactical Advantage ETF) and TRTY (Cambria Trinity ETF) are both Tactical Allocation funds. QTAC is actively managed, while TRTY is passively managed. A 0.58 correlation means they provide meaningful diversification when combined. QTAC charges 1.78%/yr vs 0.44%/yr for TRTY.
Performance
QTAC vs. TRTY - Performance Comparison
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Returns By Period
In the year-to-date period, QTAC achieves a -1.42% return, which is significantly lower than TRTY's 8.65% return.
QTAC
- 1D
- 0.69%
- 1M
- 0.40%
- 6M
- -4.08%
- YTD
- -1.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRTY
- 1D
- 0.41%
- 1M
- -0.54%
- 6M
- 5.91%
- YTD
- 8.65%
- 1Y
- 19.08%
- 3Y*
- 10.76%
- 5Y*
- 5.96%
- 10Y*
- —
QTAC vs. TRTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QTAC Q3 All-Season Tactical Advantage ETF | -1.42% | 1.87% |
TRTY Cambria Trinity ETF | 8.65% | 0.46% |
Correlation
The correlation between QTAC and TRTY is 0.58, 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 | 0.58 |
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Return for Risk
QTAC vs. TRTY — Risk / Return Rank
QTAC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TRTY
QTAC vs. TRTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Q3 All-Season Tactical Advantage ETF (QTAC) 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.
| QTAC | TRTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.50 | — |
| Martin ratioReturn relative to average drawdown | — | 12.50 | — |
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Drawdowns
QTAC vs. TRTY - Drawdown Comparison
The maximum QTAC drawdown since its inception was -16.56%, smaller than the maximum TRTY drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for QTAC and TRTY.
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Drawdown Indicators
| QTAC | TRTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.56% | -22.35% | +5.79% |
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 | -5.00% | -1.94% | -3.06% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -4.14% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.53% | — |
Volatility
QTAC vs. TRTY - Volatility Comparison
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Volatility by Period
| QTAC | TRTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.66% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.87% | 10.04% | +18.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.87% | 10.55% | +18.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.87% | 10.41% | +18.46% |
QTAC vs. TRTY - Expense Ratio Comparison
QTAC has a 1.78% expense ratio, which is higher than TRTY's 0.44% expense ratio.
Dividends
QTAC vs. TRTY - Dividend Comparison
QTAC's dividend yield for the trailing twelve months is around 0.06%, less than TRTY's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
QTAC Q3 All-Season Tactical Advantage ETF | 0.06% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRTY Cambria Trinity ETF | 2.91% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% |
Frequently Asked Questions
QTAC and TRTY have a correlation of 0.58, 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 1.78% for QTAC.
TRTY has the higher dividend yield at 2.91%, compared with 0.06% for QTAC.
They also come from different issuers: Q3 Asset Management and Cambria. Their fees differ too: 1.78% for QTAC and 0.44% for TRTY.
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