TBFG vs. QTAC
TBFG (The Brinsmere Fund - Growth ETF) and QTAC (Q3 All-Season Tactical Advantage ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.81 means they have usually moved in the same direction. TBFG charges 0.42%/yr vs 1.78%/yr for QTAC.
Performance
TBFG vs. QTAC - Performance Comparison
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Returns By Period
In the year-to-date period, TBFG achieves a 9.50% return, which is significantly higher than QTAC's -7.05% return.
TBFG
- 1D
- 0.68%
- 1M
- 0.21%
- 6M
- 5.88%
- YTD
- 9.50%
- 1Y
- 19.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.56%
QTAC
- 1D
- 2.46%
- 1M
- -3.29%
- 6M
- -8.92%
- YTD
- -7.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $111.98K | $420.57K | $366.69K | |
| $89.67K | $50.96K | $145.54K |
TBFG vs. QTAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TBFG The Brinsmere Fund - Growth ETF | 9.50% | 0.68% |
QTAC Q3 All-Season Tactical Advantage ETF | -7.05% | 1.87% |
Correlation
The correlation between TBFG and QTAC is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025 | 0.81 |
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Return for Risk
TBFG vs. QTAC — Risk / Return Rank
TBFG
QTAC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TBFG vs. QTAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Growth ETF (TBFG) and Q3 All-Season Tactical Advantage ETF (QTAC). 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.
| TBFG | QTAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | — | — |
| Martin ratioReturn relative to average drawdown | 10.51 | — | — |
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Drawdowns
TBFG vs. QTAC - Drawdown Comparison
The maximum TBFG drawdown since its inception was -13.43%, smaller than the maximum QTAC drawdown of -17.80%. Use the drawdown chart below to compare losses from any high point for TBFG and QTAC.
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Drawdown Indicators
| TBFG | QTAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.43% | -17.80% | +4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | — | — |
Current DrawdownCurrent decline from peak | -1.13% | -10.42% | +9.29% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -6.97% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | — | — |
Volatility
TBFG vs. QTAC - Volatility Comparison
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Volatility by Period
| TBFG | QTAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 29.84% | -18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.14% | 29.84% | -18.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.14% | 29.84% | -18.70% |
TBFG vs. QTAC - Expense Ratio Comparison
TBFG has a 0.42% expense ratio, which is lower than QTAC's 1.78% expense ratio.
Dividends
TBFG vs. QTAC - Dividend Comparison
TBFG's dividend yield for the trailing twelve months is around 2.40%, more than QTAC's 0.06% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
QTAC Q3 All-Season Tactical Advantage ETF | 0.06% | 0.05% | 0.00% |
TBFG The Brinsmere Fund - Growth ETF | 2.40% | 2.65% | 2.43% |
Frequently Asked Questions
TBFG and QTAC 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.
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.
TBFG is cheaper with a 0.42% expense ratio, compared with 1.78% for QTAC.
TBFG has the higher dividend yield at 2.40%, compared with 0.06% for QTAC.
They also come from different issuers: Brinsmere and Q3. Their fees differ too: 0.42% for TBFG and 1.78% for QTAC.
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