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TFAFX vs. TFAQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFAFX vs. TFAQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tactical Growth Allocation Fund (TFAFX) and TFA Quantitative Fund (TFAQX). The values are adjusted to include any dividend payments, if applicable.

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TFAFX vs. TFAQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TFAFX
Tactical Growth Allocation Fund
-6.64%11.54%20.19%19.64%-24.11%16.14%15.81%
TFAQX
TFA Quantitative Fund
-9.57%11.41%22.12%23.25%-25.11%10.88%18.19%

Returns By Period

In the year-to-date period, TFAFX achieves a -6.64% return, which is significantly higher than TFAQX's -9.57% return.


TFAFX

1D
-0.41%
1M
-6.71%
YTD
-6.64%
6M
-5.47%
1Y
10.11%
3Y*
12.27%
5Y*
5.39%
10Y*

TFAQX

1D
-0.78%
1M
-8.35%
YTD
-9.57%
6M
-8.66%
1Y
9.82%
3Y*
12.42%
5Y*
4.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFAFX vs. TFAQX - Expense Ratio Comparison

TFAFX has a 1.96% expense ratio, which is lower than TFAQX's 1.98% expense ratio.


Return for Risk

TFAFX vs. TFAQX — Risk / Return Rank

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

TFAFX
TFAFX Risk / Return Rank: 2828
Overall Rank
TFAFX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TFAFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TFAFX Omega Ratio Rank: 2929
Omega Ratio Rank
TFAFX Calmar Ratio Rank: 3030
Calmar Ratio Rank
TFAFX Martin Ratio Rank: 2929
Martin Ratio Rank

TFAQX
TFAQX Risk / Return Rank: 1717
Overall Rank
TFAQX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TFAQX Sortino Ratio Rank: 1616
Sortino Ratio Rank
TFAQX Omega Ratio Rank: 1919
Omega Ratio Rank
TFAQX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TFAQX Martin Ratio Rank: 1717
Martin Ratio Rank
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.

TFAFX vs. TFAQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tactical Growth Allocation Fund (TFAFX) and TFA Quantitative Fund (TFAQX). 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.


TFAFXTFAQXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.49

+0.19

Sortino ratio

Return per unit of downside risk

0.98

0.77

+0.20

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

0.86

0.54

+0.33

Martin ratio

Return relative to average drawdown

3.19

1.80

+1.39

TFAFX vs. TFAQX - Sharpe Ratio Comparison

The current TFAFX Sharpe Ratio is 0.67, which is higher than the TFAQX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of TFAFX and TFAQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TFAFXTFAQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.49

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.28

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.41

0.00

Correlation

The correlation between TFAFX and TFAQX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TFAFX vs. TFAQX - Dividend Comparison

TFAFX has not paid dividends to shareholders, while TFAQX's dividend yield for the trailing twelve months is around 11.23%.


TTM2025202420232022202120202019
TFAFX
Tactical Growth Allocation Fund
0.00%0.00%0.00%0.20%3.71%12.30%4.64%0.13%
TFAQX
TFA Quantitative Fund
11.23%10.16%0.00%0.03%5.06%20.52%4.62%0.00%

Drawdowns

TFAFX vs. TFAQX - Drawdown Comparison

The maximum TFAFX drawdown since its inception was -25.67%, smaller than the maximum TFAQX drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for TFAFX and TFAQX.


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Drawdown Indicators


TFAFXTFAQXDifference

Max Drawdown

Largest peak-to-trough decline

-25.67%

-27.78%

+2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-12.85%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.67%

-27.78%

+2.11%

Current Drawdown

Current decline from peak

-9.30%

-12.85%

+3.55%

Average Drawdown

Average peak-to-trough decline

-7.47%

-8.66%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

4.29%

-1.18%

Volatility

TFAFX vs. TFAQX - Volatility Comparison

The current volatility for Tactical Growth Allocation Fund (TFAFX) is 4.64%, while TFA Quantitative Fund (TFAQX) has a volatility of 5.22%. This indicates that TFAFX experiences smaller price fluctuations and is considered to be less risky than TFAQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFAFXTFAQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

5.22%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

12.31%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

21.43%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

17.35%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

17.38%

-2.90%