TFPN vs. NTSI

Last updated Jun 4, 2026

TFPN (Blueprint Chesapeake Multi-Asset Trend ETF) and NTSI (WisdomTree International Efficient Core Fund) are both Global Allocation funds. Both are actively managed. Over the past year, TFPN returned 45.99% vs 20.90% for NTSI. At a 0.32 correlation, their price movements are largely independent. TFPN charges 1.10%/yr vs 0.26%/yr for NTSI.

Performance

TFPN vs. NTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and WisdomTree International Efficient Core Fund (NTSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TFPN achieves a 27.01% return, which is significantly higher than NTSI's 7.18% return.

TFPN

• 1D: 0.91%
• 1M: 5.79%
• YTD: 27.01%
• 6M: 28.49%
• 1Y: 45.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NTSI

• 1D: -0.63%
• 1M: 3.92%
• YTD: 7.18%
• 6M: 8.77%
• 1Y: 20.90%
• 3Y*: 14.26%
• 5Y*: 5.55%
• 10Y*: —

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

TFPN vs. NTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TFPN Blueprint Chesapeake Multi-Asset Trend ETF	27.01%	3.61%	2.67%	-1.60%
NTSI WisdomTree International Efficient Core Fund	7.18%	30.37%	1.11%	3.93%

Correlation

The correlation between TFPN and NTSI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.32

The correlation between TFPN and NTSI shifts across timeframes, from 0.32 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

TFPN vs. NTSI - Sectors Allocation Comparison

Sectors	TFPN	NTSI
Industrials	29.8%	17.5%
Technology	17.9%	10.6%
Basic Materials	14.7%	6.7%
Energy	10.4%	4.8%
Healthcare	5.5%	10.5%
Consumer Cyclical	4.8%	8.1%
Financial Services	4.8%	25.0%
Consumer Defensive	4.3%	7.4%
Utilities	3.3%	3.2%
Communication Services	2.9%	4.7%
Real Estate	1.6%	1.5%

Return for Risk

TFPN vs. NTSI — Risk / Return Rank

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

TFPN

TFPN Risk / Return Rank: 91
TFPN Sharpe Ratio Rank: 92
TFPN Sortino Ratio Rank: 92
TFPN Omega Ratio Rank: 91
TFPN Calmar Ratio Rank: 92
TFPN Martin Ratio Rank: 91

NTSI

NTSI Risk / Return Rank: 37
NTSI Sharpe Ratio Rank: 39
NTSI Sortino Ratio Rank: 38
NTSI Omega Ratio Rank: 38
NTSI Calmar Ratio Rank: 34
NTSI Martin Ratio Rank: 39

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.

TFPN vs. NTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and WisdomTree International Efficient Core Fund (NTSI). 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.

	TFPN	NTSI	Difference
Sharpe ratio: Return per unit of total volatility	3.37	1.41	+1.97
Sortino ratio: Return per unit of downside risk	4.44	1.98	+2.46
Omega ratio: Gain probability vs. loss probability	1.60	1.25	+0.35
Calmar ratio: Return relative to maximum drawdown	6.19	1.70	+4.49
Martin ratio: Return relative to average drawdown	21.51	6.22	+15.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFPN vs. NTSI - Sharpe Ratio Comparison

The current TFPN Sharpe Ratio is 3.37, which is higher than the NTSI Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of TFPN and NTSI, 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

	TFPN	NTSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.37	1.41	+1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.38	+0.45

Drawdowns

TFPN vs. NTSI - Drawdown Comparison

The maximum TFPN drawdown since its inception was -16.72%, smaller than the maximum NTSI drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for TFPN and NTSI.

Drawdown Indicators

	TFPN	NTSI	Difference
Max Drawdown Largest peak-to-trough decline	-16.72%	-34.01%	+17.29%
Max Drawdown (1Y) Largest decline over 1 year	-7.47%	-12.33%	+4.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.01%	—
Current Drawdown Current decline from peak	0.00%	-2.36%	+2.36%
Average Drawdown Average peak-to-trough decline	-4.89%	-9.19%	+4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	3.37%	-1.23%

Volatility

TFPN vs. NTSI - Volatility Comparison

The current volatility for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) is 4.55%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 4.84%. This indicates that TFPN experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TFPN	NTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	4.84%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	11.50%	12.60%	-1.10%
Volatility (1Y) Calculated over the trailing 1-year period	13.70%	14.95%	-1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.53%	15.68%	-3.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.53%	15.63%	-3.10%

TFPN vs. NTSI - Expense Ratio Comparison

TFPN has a 1.10% expense ratio, which is higher than NTSI's 0.26% expense ratio.

Dividends

TFPN vs. NTSI - Dividend Comparison

TFPN has not paid dividends to shareholders, while NTSI's dividend yield for the trailing twelve months is around 3.51%.

Position	TTM	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	3.51%	3.65%	2.92%	2.35%	2.66%	0.97%
TFPN Blueprint Chesapeake Multi-Asset Trend ETF	0.00%	0.00%	0.94%	0.98%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TFPN and NTSI in my portfolio?

TFPN and NTSI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TFPN or NTSI?

NTSI has higher volatility (4.84%) compared to TFPN (4.55%). In terms of maximum drawdown, TFPN dropped -16.72% vs NTSI's -34.01%.

Which ETF is better, TFPN or NTSI?

On 1-year performance, TFPN leads with 45.99% vs 20.90% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, TFPN has been the lower-risk option at 4.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TFPN or NTSI?

Over the 1-year period, TFPN has performed better with a 45.99% return vs 20.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TFPN or NTSI?

NTSI is cheaper with a 0.26% expense ratio, compared with 1.10% for TFPN.

Which ETF pays a higher dividend yield, TFPN or NTSI?

NTSI has the higher dividend yield at 3.51%, compared with 0.00% for TFPN.

What is the main difference between TFPN and NTSI?

They also come from different issuers: Tidal ETFs and WisdomTree. Their fees differ too: 1.10% for TFPN and 0.26% for NTSI.

Which has better risk-adjusted returns?

TFPN currently has the higher Sharpe Ratio (3.37 vs 1.41), 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.