TBFG vs. LOTI

Last updated Jun 4, 2026

TBFG (The Brinsmere Fund - Growth ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. TBFG charges 0.42%/yr vs 1.01%/yr for LOTI.

Performance

TBFG vs. LOTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Brinsmere Fund - Growth ETF (TBFG) and Liberty One Tactical Income ETF (LOTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TBFG achieves a 10.35% return, which is significantly higher than LOTI's 2.63% return.

TBFG

• 1D: -0.36%
• 1M: 4.39%
• YTD: 10.35%
• 6M: 11.14%
• 1Y: 24.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LOTI

• 1D: -0.12%
• 1M: -0.50%
• YTD: 2.63%
• 6M: 1.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TBFG vs. LOTI - Yearly Performance Comparison

	2026 (YTD)	2025
TBFG The Brinsmere Fund - Growth ETF	10.35%	2.89%
LOTI Liberty One Tactical Income ETF	2.63%	0.44%

Correlation

The correlation between TBFG and LOTI is 0.28, 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 Oct 1, 2025	0.28

Return for Risk

TBFG vs. LOTI — Risk / Return Rank

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

TBFG

TBFG Risk / Return Rank: 75
TBFG Sharpe Ratio Rank: 78
TBFG Sortino Ratio Rank: 79
TBFG Omega Ratio Rank: 79
TBFG Calmar Ratio Rank: 65
TBFG Martin Ratio Rank: 74

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.

TBFG vs. LOTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Growth ETF (TBFG) and Liberty One Tactical Income ETF (LOTI). 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.

	TBFG	LOTI	Difference
Sharpe ratio Return per unit of total volatility	2.53	—	—
Sortino ratio Return per unit of downside risk	3.54	—	—
Omega ratio Gain probability vs. loss probability	1.47	—	—
Calmar ratio Return relative to maximum drawdown	3.23	—	—
Martin ratio Return relative to average drawdown	13.95	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TBFG	LOTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.38	0.82	+0.56

Drawdowns

TBFG vs. LOTI - Drawdown Comparison

The maximum TBFG drawdown since its inception was -13.43%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for TBFG and LOTI.

Drawdown Indicators

	TBFG	LOTI	Difference
Max Drawdown Largest peak-to-trough decline	-13.43%	-4.42%	-9.01%
Max Drawdown (1Y) Largest decline over 1 year	-7.63%	—	—
Current Drawdown Current decline from peak	-0.36%	-2.53%	+2.17%
Average Drawdown Average peak-to-trough decline	-1.63%	-1.34%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	—	—

Volatility

Volatility by Period

	TBFG	LOTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.00%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.73%	5.67%	+4.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.95%	5.67%	+5.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.95%	5.67%	+5.28%

TBFG vs. LOTI - Expense Ratio Comparison

TBFG has a 0.42% expense ratio, which is lower than LOTI's 1.01% expense ratio.

Dividends

TBFG vs. LOTI - Dividend Comparison

TBFG's dividend yield for the trailing twelve months is around 2.35%, more than LOTI's 1.34% yield.

Position	TTM	2025	2024
LOTI Liberty One Tactical Income ETF	1.34%	0.45%	0.00%
TBFG The Brinsmere Fund - Growth ETF	2.35%	2.65%	2.43%

Frequently Asked Questions

Can I hold both TBFG and LOTI in my portfolio?

TBFG and LOTI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TBFG or LOTI?

On fees, TBFG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TBFG or LOTI?

TBFG is cheaper with a 0.42% expense ratio, compared with 1.01% for LOTI.

Which ETF pays a higher dividend yield, TBFG or LOTI?

TBFG has the higher dividend yield at 2.35%, compared with 1.34% for LOTI.

What is the main difference between TBFG and LOTI?

They also come from different issuers: The Brinsmere Funds and Liberty One. Their fees differ too: 0.42% for TBFG and 1.01% for LOTI.