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TACK vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TACK and ^GSPC is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

TACK vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fairlead Tactical Sector Fund (TACK) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
11.54%
23.99%
TACK
^GSPC

Key characteristics

Sharpe Ratio

TACK:

0.52

^GSPC:

0.46

Sortino Ratio

TACK:

0.83

^GSPC:

0.77

Omega Ratio

TACK:

1.11

^GSPC:

1.11

Calmar Ratio

TACK:

0.51

^GSPC:

0.47

Martin Ratio

TACK:

2.00

^GSPC:

1.94

Ulcer Index

TACK:

3.71%

^GSPC:

4.61%

Daily Std Dev

TACK:

14.27%

^GSPC:

19.44%

Max Drawdown

TACK:

-14.49%

^GSPC:

-56.78%

Current Drawdown

TACK:

-7.34%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, TACK achieves a -1.80% return, which is significantly higher than ^GSPC's -6.06% return.


TACK

YTD

-1.80%

1M

-1.95%

6M

-3.75%

1Y

7.80%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

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Risk-Adjusted Performance

TACK vs. ^GSPC — Risk-Adjusted Performance Rank

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

TACK
The Risk-Adjusted Performance Rank of TACK is 5959
Overall Rank
The Sharpe Ratio Rank of TACK is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of TACK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TACK is 5757
Omega Ratio Rank
The Calmar Ratio Rank of TACK is 6363
Calmar Ratio Rank
The Martin Ratio Rank of TACK is 6060
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TACK vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fairlead Tactical Sector Fund (TACK) and S&P 500 (^GSPC). 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.


The chart of Sharpe ratio for TACK, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.00
TACK: 0.52
^GSPC: 0.46
The chart of Sortino ratio for TACK, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
TACK: 0.83
^GSPC: 0.77
The chart of Omega ratio for TACK, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
TACK: 1.11
^GSPC: 1.11
The chart of Calmar ratio for TACK, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
TACK: 0.51
^GSPC: 0.47
The chart of Martin ratio for TACK, currently valued at 2.00, compared to the broader market0.0020.0040.0060.00
TACK: 2.00
^GSPC: 1.94

The current TACK Sharpe Ratio is 0.52, which is comparable to the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TACK and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.52
0.46
TACK
^GSPC

Drawdowns

TACK vs. ^GSPC - Drawdown Comparison

The maximum TACK drawdown since its inception was -14.49%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TACK and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.34%
-10.07%
TACK
^GSPC

Volatility

TACK vs. ^GSPC - Volatility Comparison

The current volatility for Fairlead Tactical Sector Fund (TACK) is 9.84%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that TACK experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.84%
14.23%
TACK
^GSPC