TDSC vs. AMOM

Last updated Jun 24, 2026

TDSC (Cabana Target Drawdown 10 ETF) and AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) are both exchange-traded funds - TDSC is a Tactical Allocation fund actively managed by Exchange Traded Concepts, while AMOM is a Momentum fund actively managed by Exchange Traded Concepts. Both are actively managed. Over the past 5 years, TDSC returned 2.67%/yr vs 11.70%/yr for AMOM. A 0.63 correlation means they provide meaningful diversification when combined. TDSC charges 0.69%/yr vs 0.75%/yr for AMOM.

Performance

TDSC vs. AMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 10 ETF (TDSC) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TDSC achieves a 8.99% return, which is significantly lower than AMOM's 26.78% return.

TDSC

• 1D: -0.84%
• 1M: -1.31%
• YTD: 8.99%
• 6M: 8.11%
• 1Y: 16.68%
• 3Y*: 10.55%
• 5Y*: 2.67%
• 10Y*: —

AMOM

• 1D: -4.33%
• 1M: 5.97%
• YTD: 26.78%
• 6M: 24.27%
• 1Y: 40.35%
• 3Y*: 26.54%
• 5Y*: 11.70%
• 10Y*: —

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

TDSC vs. AMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TDSC Cabana Target Drawdown 10 ETF	8.99%	6.56%	7.10%	7.63%	-19.67%	14.81%	-0.50%
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	26.78%	7.69%	35.79%	27.06%	-26.29%	13.08%	16.01%

Correlation

The correlation between TDSC and AMOM is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020	0.63

The correlation between TDSC and AMOM has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.

Return for Risk

TDSC vs. AMOM — Risk / Return Rank

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

TDSC

TDSC Risk / Return Rank: 61
TDSC Sharpe Ratio Rank: 57
TDSC Sortino Ratio Rank: 56
TDSC Omega Ratio Rank: 54
TDSC Calmar Ratio Rank: 68
TDSC Martin Ratio Rank: 68

AMOM

AMOM Risk / Return Rank: 55
AMOM Sharpe Ratio Rank: 52
AMOM Sortino Ratio Rank: 47
AMOM Omega Ratio Rank: 49
AMOM Calmar Ratio Rank: 65
AMOM Martin Ratio Rank: 62

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.

TDSC vs. AMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) and QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.

	TDSC	AMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.67	+0.11
Sortino ratio: Return per unit of downside risk	2.47	2.21	+0.26
Omega ratio: Gain probability vs. loss probability	1.32	1.30	+0.02
Calmar ratio: Return relative to maximum drawdown	3.13	3.09	+0.04
Martin ratio: Return relative to average drawdown	11.61	10.70	+0.90

TDSC vs. AMOM - Sharpe Ratio Comparison

The current TDSC Sharpe Ratio is 1.78, which is comparable to the AMOM Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of TDSC and AMOM, 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

TDSC vs. AMOM - Drawdown Comparison

The maximum TDSC drawdown since its inception was -21.51%, smaller than the maximum AMOM drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for TDSC and AMOM.

Drawdown Indicators

	TDSC	AMOM	Difference
Max Drawdown Largest peak-to-trough decline	-21.51%	-39.68%	+18.17%
Max Drawdown (1Y) Largest decline over 1 year	-5.35%	-13.10%	+7.75%
Max Drawdown (3Y) Largest decline over 3 years	-14.24%	-30.26%	+16.02%
Max Drawdown (5Y) Largest decline over 5 years	-21.51%	-39.68%	+18.17%
Current Drawdown Current decline from peak	-2.47%	-4.33%	+1.86%
Average Drawdown Average peak-to-trough decline	-9.31%	-10.75%	+1.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	3.78%	-2.34%

Volatility

TDSC vs. AMOM - Volatility Comparison

The current volatility for Cabana Target Drawdown 10 ETF (TDSC) is 3.67%, while QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a volatility of 12.24%. This indicates that TDSC experiences smaller price fluctuations and is considered to be less risky than AMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TDSC	AMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	12.24%	-8.57%
Volatility (6M) Calculated over the trailing 6-month period	7.31%	19.66%	-12.35%
Volatility (1Y) Calculated over the trailing 1-year period	9.42%	24.29%	-14.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.38%	24.26%	-13.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.27%	25.22%	-14.95%

TDSC vs. AMOM - Expense Ratio Comparison

TDSC has a 0.69% expense ratio, which is lower than AMOM's 0.75% expense ratio.

Dividends

TDSC vs. AMOM - Dividend Comparison

TDSC's dividend yield for the trailing twelve months is around 2.05%, more than AMOM's 0.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	0.07%	0.09%	0.00%	0.47%	0.72%	0.74%	24.31%	5.51%
TDSC Cabana Target Drawdown 10 ETF	2.05%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%	0.00%

Frequently Asked Questions

Can I hold both TDSC and AMOM in my portfolio?

TDSC and AMOM have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TDSC or AMOM?

AMOM has higher volatility (12.24%) compared to TDSC (3.67%). In terms of maximum drawdown, TDSC dropped -21.51% vs AMOM's -39.68%.

Which ETF is better, TDSC or AMOM?

On 5-year performance, AMOM leads with 11.70% vs 2.67% for TDSC. On fees, TDSC is cheaper at 0.69% per year. On volatility, TDSC has been the lower-risk option at 3.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TDSC or AMOM?

Over the 5-year period, AMOM has performed better with a 11.70% return vs 2.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TDSC or AMOM?

TDSC is cheaper with a 0.69% expense ratio, compared with 0.75% for AMOM.

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

TDSC has the higher dividend yield at 2.05%, compared with 0.07% for AMOM.

What is the main difference between TDSC and AMOM?

TDSC is categorized as Tactical Allocation, while AMOM is Momentum. Their fees differ too: 0.69% for TDSC and 0.75% for AMOM.

Which has better risk-adjusted returns?

TDSC currently has the higher Sharpe Ratio (1.78 vs 1.67), 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.