TBFC vs. BSR

Last updated Jun 23, 2026

TBFC (The Brinsmere Fund - Conservative ETF) and BSR (Beacon Selective Risk ETF) are both Tactical Allocation funds. TBFC is actively managed, while BSR is passively managed. Over the past year, TBFC returned 14.88% vs 11.37% for BSR. Their correlation of 0.83 suggests significant overlap in exposure. TBFC charges 0.44%/yr vs 1.10%/yr for BSR.

Performance

TBFC vs. BSR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Brinsmere Fund - Conservative ETF (TBFC) and Beacon Selective Risk ETF (BSR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TBFC achieves a 5.52% return, which is significantly higher than BSR's 2.87% return.

TBFC

• 1D: -0.19%
• 1M: 0.91%
• YTD: 5.52%
• 6M: 5.52%
• 1Y: 14.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSR

• 1D: 0.04%
• 1M: -0.20%
• YTD: 2.87%
• 6M: 2.26%
• 1Y: 11.37%
• 3Y*: 7.12%
• 5Y*: —
• 10Y*: —

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

TBFC vs. BSR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TBFC The Brinsmere Fund - Conservative ETF	5.52%	11.38%	8.22%
BSR Beacon Selective Risk ETF	2.87%	4.21%	13.77%

Correlation

The correlation between TBFC and BSR is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jan 16, 2024	0.83

The correlation between TBFC and BSR has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

Return for Risk

TBFC vs. BSR — Risk / Return Rank

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

TBFC

TBFC Risk / Return Rank: 67
TBFC Sharpe Ratio Rank: 70
TBFC Sortino Ratio Rank: 71
TBFC Omega Ratio Rank: 74
TBFC Calmar Ratio Rank: 57
TBFC Martin Ratio Rank: 64

BSR

BSR Risk / Return Rank: 36
BSR Sharpe Ratio Rank: 37
BSR Sortino Ratio Rank: 36
BSR Omega Ratio Rank: 35
BSR Calmar Ratio Rank: 38
BSR Martin Ratio Rank: 34

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.

TBFC vs. BSR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Conservative ETF (TBFC) and Beacon Selective Risk ETF (BSR). 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.

	TBFC	BSR	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.30	+0.89
Sortino ratio: Return per unit of downside risk	3.08	1.81	+1.27
Omega ratio: Gain probability vs. loss probability	1.42	1.23	+0.19
Calmar ratio: Return relative to maximum drawdown	2.74	1.86	+0.88
Martin ratio: Return relative to average drawdown	11.35	5.01	+6.34

TBFC vs. BSR - Sharpe Ratio Comparison

The current TBFC Sharpe Ratio is 2.19, which is higher than the BSR Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TBFC and BSR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TBFC vs. BSR - Drawdown Comparison

The maximum TBFC drawdown since its inception was -8.89%, smaller than the maximum BSR drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for TBFC and BSR.

Drawdown Indicators

	TBFC	BSR	Difference
Max Drawdown Largest peak-to-trough decline	-8.89%	-15.68%	+6.79%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	-6.15%	+0.70%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.68%	—
Current Drawdown Current decline from peak	-0.47%	-4.90%	+4.43%
Average Drawdown Average peak-to-trough decline	-1.06%	-4.58%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.31%	2.28%	-0.97%

Volatility

TBFC vs. BSR - Volatility Comparison

The Brinsmere Fund - Conservative ETF (TBFC) has a higher volatility of 2.89% compared to Beacon Selective Risk ETF (BSR) at 2.41%. This indicates that TBFC's price experiences larger fluctuations and is considered to be riskier than BSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TBFC	BSR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	2.41%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	5.82%	6.53%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	6.84%	8.81%	-1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.27%	16.18%	-8.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.27%	16.18%	-8.91%

TBFC vs. BSR - Expense Ratio Comparison

TBFC has a 0.44% expense ratio, which is lower than BSR's 1.10% expense ratio.

Dividends

TBFC vs. BSR - Dividend Comparison

TBFC's dividend yield for the trailing twelve months is around 2.93%, more than BSR's 2.81% yield.

Position	TTM	2025	2024	2023
BSR Beacon Selective Risk ETF	2.81%	2.89%	0.89%	1.08%
TBFC The Brinsmere Fund - Conservative ETF	2.93%	3.28%	2.98%	0.00%

Frequently Asked Questions

Can I hold both TBFC and BSR in my portfolio?

TBFC and BSR have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TBFC or BSR?

TBFC has higher volatility (2.89%) compared to BSR (2.41%). In terms of maximum drawdown, TBFC dropped -8.89% vs BSR's -15.68%.

Which ETF is better, TBFC or BSR?

On 1-year performance, TBFC leads with 14.88% vs 11.37% for BSR. On fees, TBFC is cheaper at 0.44% per year. On volatility, BSR has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TBFC or BSR?

Over the 1-year period, TBFC has performed better with a 14.88% return vs 11.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TBFC or BSR?

TBFC is cheaper with a 0.44% expense ratio, compared with 1.10% for BSR.

Which ETF pays a higher dividend yield, TBFC or BSR?

TBFC has the higher dividend yield at 2.93%, compared with 2.81% for BSR.

What is the main difference between TBFC and BSR?

They also come from different issuers: Brinsmere and American Beacon. Their fees differ too: 0.44% for TBFC and 1.10% for BSR.

Which has better risk-adjusted returns?

TBFC currently has the higher Sharpe Ratio (2.19 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.