TACK vs. GDT
TACK (Fairlead Tactical Sector Fund) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. Both are actively managed. At a 0.49 correlation, their price movements are largely independent. TACK charges 0.76%/yr vs 0.30%/yr for GDT.
Performance
TACK vs. GDT - Performance Comparison
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Returns By Period
TACK
- 1D
- 0.13%
- 1M
- 1.95%
- YTD
- 4.86%
- 6M
- 5.12%
- 1Y
- 13.26%
- 3Y*
- 11.07%
- 5Y*
- —
- 10Y*
- —
GDT
- 1D
- -0.85%
- 1M
- -1.71%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TACK vs. GDT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TACK Fairlead Tactical Sector Fund | 2.26% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | -8.05% |
Correlation
The correlation between TACK and GDT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 23, 2026 | 0.49 |
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Return for Risk
TACK vs. GDT — Risk / Return Rank
TACK
GDT
TACK vs. GDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairlead Tactical Sector Fund (TACK) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). 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.
| TACK | GDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | — | — |
| Martin ratioReturn relative to average drawdown | 7.16 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TACK | GDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -0.63 | +1.24 |
Drawdowns
TACK vs. GDT - Drawdown Comparison
The maximum TACK drawdown since its inception was -14.49%, smaller than the maximum GDT drawdown of -18.06%. Use the drawdown chart below to compare losses from any high point for TACK and GDT.
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Drawdown Indicators
| TACK | GDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.49% | -18.06% | +3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.49% | — | — |
Current DrawdownCurrent decline from peak | -1.21% | -16.07% | +14.86% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -9.90% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | — | — |
Volatility
TACK vs. GDT - Volatility Comparison
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Volatility by Period
| TACK | GDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.46% | 33.36% | -23.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.23% | 33.36% | -22.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.23% | 33.36% | -22.13% |
TACK vs. GDT - Expense Ratio Comparison
TACK has a 0.76% expense ratio, which is higher than GDT's 0.30% expense ratio.
Dividends
TACK vs. GDT - Dividend Comparison
TACK's dividend yield for the trailing twelve months is around 1.21%, less than GDT's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GDT WisdomTree Efficient TIPS Plus Gold Fund | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% |
TACK Fairlead Tactical Sector Fund | 1.21% | 1.18% | 1.26% | 1.29% | 0.89% |
Frequently Asked Questions
TACK and GDT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GDT is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GDT is cheaper with a 0.30% expense ratio, compared with 0.76% for TACK.
GDT has the higher dividend yield at 1.77%, compared with 1.21% for TACK.
They also come from different issuers: Fairlead and WisdomTree. Their fees differ too: 0.76% for TACK and 0.30% for GDT.
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