TBFC vs. TDSC

Last updated Jun 5, 2026

TBFC (The Brinsmere Fund - Conservative ETF) and TDSC (Cabana Target Drawdown 10 ETF) are both Tactical Allocation funds. Both are actively managed. Over the past year, TBFC returned 15.23% vs 20.28% for TDSC. Their correlation of 0.86 suggests significant overlap in exposure. TBFC charges 0.44%/yr vs 0.69%/yr for TDSC.

Performance

TBFC vs. TDSC - Performance Comparison

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

Returns By Period

In the year-to-date period, TBFC achieves a 5.77% return, which is significantly lower than TDSC's 11.75% return.

TBFC

• 1D: 0.08%
• 1M: 2.07%
• YTD: 5.77%
• 6M: 6.35%
• 1Y: 15.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TDSC

• 1D: 0.29%
• 1M: 3.33%
• YTD: 11.75%
• 6M: 11.43%
• 1Y: 20.28%
• 3Y*: 11.16%
• 5Y*: 3.34%
• 10Y*: —

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

TBFC vs. TDSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TBFC The Brinsmere Fund - Conservative ETF	5.77%	11.38%	8.18%
TDSC Cabana Target Drawdown 10 ETF	11.75%	6.56%	8.41%

Correlation

The correlation between TBFC and TDSC is 0.84, 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	0.84
Correlation (All Time) Calculated using the full available price history since Jan 17, 2024	0.86

The correlation between TBFC and TDSC has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

TBFC vs. TDSC - Sectors Allocation Comparison

Sectors	TBFC	TDSC
Technology	21.1%	28.5%
Financial Services	18.0%	3.9%
Industrials	12.7%	2.0%
Healthcare	8.9%	19.9%
Consumer Cyclical	8.1%	4.3%
Energy	7.3%	17.6%
Consumer Defensive	6.3%	3.4%
Communication Services	6.0%	4.7%
Basic Materials	5.7%	0.7%
Utilities	3.8%	15.0%
Real Estate	2.1%	0.1%

Return for Risk

TBFC vs. TDSC — Risk / Return Rank

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

TBFC

TBFC Risk / Return Rank: 71
TBFC Sharpe Ratio Rank: 76
TBFC Sortino Ratio Rank: 78
TBFC Omega Ratio Rank: 79
TBFC Calmar Ratio Rank: 57
TBFC Martin Ratio Rank: 66

TDSC

TDSC Risk / Return Rank: 73
TDSC Sharpe Ratio Rank: 71
TDSC Sortino Ratio Rank: 72
TDSC Omega Ratio Rank: 69
TDSC Calmar Ratio Rank: 76
TDSC Martin Ratio Rank: 78

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. TDSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Conservative ETF (TBFC) and Cabana Target Drawdown 10 ETF (TDSC). 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.

	TBFC	TDSC	Difference
Sharpe ratio: Return per unit of total volatility	2.41	2.29	+0.12
Sortino ratio: Return per unit of downside risk	3.44	3.22	+0.21
Omega ratio: Gain probability vs. loss probability	1.46	1.41	+0.05
Calmar ratio: Return relative to maximum drawdown	2.81	3.81	-1.01
Martin ratio: Return relative to average drawdown	11.86	14.80	-2.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TBFC vs. TDSC - Sharpe Ratio Comparison

The current TBFC Sharpe Ratio is 2.41, which is comparable to the TDSC Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TBFC and TDSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TBFC	TDSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	2.29	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.51	0.41	+1.10

Drawdowns

TBFC vs. TDSC - Drawdown Comparison

The maximum TBFC drawdown since its inception was -8.89%, smaller than the maximum TDSC drawdown of -21.51%. Use the drawdown chart below to compare losses from any high point for TBFC and TDSC.

Drawdown Indicators

	TBFC	TDSC	Difference
Max Drawdown Largest peak-to-trough decline	-8.89%	-21.51%	+12.62%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	-5.35%	-0.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.24%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.51%	—
Current Drawdown Current decline from peak	-0.23%	0.00%	-0.23%
Average Drawdown Average peak-to-trough decline	-1.06%	-9.37%	+8.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	1.37%	-0.08%

Volatility

TBFC vs. TDSC - Volatility Comparison

The Brinsmere Fund - Conservative ETF (TBFC) and Cabana Target Drawdown 10 ETF (TDSC) have volatilities of 2.06% and 1.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TBFC	TDSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	1.99%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	5.24%	6.61%	-1.37%
Volatility (1Y) Calculated over the trailing 1-year period	6.35%	8.90%	-2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.14%	10.28%	-3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.14%	10.22%	-3.08%

TBFC vs. TDSC - Expense Ratio Comparison

TBFC has a 0.44% expense ratio, which is lower than TDSC's 0.69% expense ratio.

Dividends

TBFC vs. TDSC - Dividend Comparison

TBFC's dividend yield for the trailing twelve months is around 2.93%, more than TDSC's 2.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
TBFC The Brinsmere Fund - Conservative ETF	2.93%	3.28%	2.98%	0.00%	0.00%	0.00%	0.00%
TDSC Cabana Target Drawdown 10 ETF	2.00%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%

Frequently Asked Questions

Can I hold both TBFC and TDSC in my portfolio?

TBFC and TDSC have a correlation of 0.84, 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 TDSC?

TBFC has higher volatility (2.06%) compared to TDSC (1.99%). In terms of maximum drawdown, TBFC dropped -8.89% vs TDSC's -21.51%.

Which ETF is better, TBFC or TDSC?

On 1-year performance, TDSC leads with 20.28% vs 15.23% for TBFC. On fees, TBFC is cheaper at 0.44% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TBFC or TDSC?

Over the 1-year period, TDSC has performed better with a 20.28% return vs 15.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TBFC or TDSC?

TBFC is cheaper with a 0.44% expense ratio, compared with 0.69% for TDSC.

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

TBFC has the higher dividend yield at 2.93%, compared with 2.00% for TDSC.

What is the main difference between TBFC and TDSC?

They also come from different issuers: Brinsmere and Exchange Traded Concepts. Their fees differ too: 0.44% for TBFC and 0.69% for TDSC.

Which has better risk-adjusted returns?

TBFC currently has the higher Sharpe Ratio (2.41 vs 2.29), 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.