SFTY vs. TRTY
SFTY (Horizon Managed Risk ETF) and TRTY (Cambria Trinity ETF) are both Tactical Allocation funds. A 0.66 correlation means they provide meaningful diversification when combined. SFTY charges 0.77%/yr vs 0.44%/yr for TRTY.
Performance
SFTY vs. TRTY - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with SFTY having a 9.84% return and TRTY slightly higher at 10.10%.
SFTY
- 1D
- -0.32%
- 1M
- 4.71%
- YTD
- 9.84%
- 6M
- 9.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRTY
- 1D
- -0.42%
- 1M
- 0.96%
- YTD
- 10.10%
- 6M
- 11.29%
- 1Y
- 23.79%
- 3Y*
- 11.86%
- 5Y*
- 5.91%
- 10Y*
- —
SFTY vs. TRTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SFTY Horizon Managed Risk ETF | 9.84% | 11.73% |
TRTY Cambria Trinity ETF | 10.10% | 10.77% |
Correlation
The correlation between SFTY and TRTY is 0.66, 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 Jun 27, 2025 | 0.66 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SFTY vs. TRTY — Risk / Return Rank
SFTY
TRTY
SFTY vs. TRTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Managed Risk ETF (SFTY) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading charts...
Sharpe Ratios by Period
| SFTY | TRTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.50 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.11 | 0.61 | +1.50 |
Drawdowns
SFTY vs. TRTY - Drawdown Comparison
The maximum SFTY drawdown since its inception was -8.64%, smaller than the maximum TRTY drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for SFTY and TRTY.
Loading charts...
Drawdown Indicators
| SFTY | TRTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.64% | -22.35% | +13.71% |
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 | -0.32% | -0.62% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -4.17% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.33% | — |
Volatility
SFTY vs. TRTY - Volatility Comparison
Loading charts...
Volatility by Period
| SFTY | TRTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.35% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.25% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 9.54% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.64% | 10.62% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.64% | 10.41% | +1.23% |
SFTY vs. TRTY - Expense Ratio Comparison
SFTY has a 0.77% expense ratio, which is higher than TRTY's 0.44% expense ratio.
Dividends
SFTY vs. TRTY - Dividend Comparison
SFTY's dividend yield for the trailing twelve months is around 0.17%, less than TRTY's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SFTY Horizon Managed Risk ETF | 0.17% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRTY Cambria Trinity ETF | 3.01% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% |
Frequently Asked Questions
SFTY and TRTY have a correlation of 0.66, 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 0.77% for SFTY.
TRTY has the higher dividend yield at 3.01%, compared with 0.17% for SFTY.
They also come from different issuers: Horizon and Cambria. Their fees differ too: 0.77% for SFTY and 0.44% for TRTY.
Find the right allocation for SFTY and TRTY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer