PortfoliosLab logoPortfoliosLab logo
TFPN vs. YALL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFPN vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TFPN vs. YALL - Yearly Performance Comparison


2026 (YTD)202520242023
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
8.26%3.61%2.67%-1.60%
YALL
God Bless America ETF
-3.19%14.36%29.99%10.05%

Returns By Period

In the year-to-date period, TFPN achieves a 8.26% return, which is significantly higher than YALL's -3.19% return.


TFPN

1D
0.73%
1M
-5.66%
YTD
8.26%
6M
12.04%
1Y
23.72%
3Y*
5Y*
10Y*

YALL

1D
2.10%
1M
-5.47%
YTD
-3.19%
6M
-6.50%
1Y
15.15%
3Y*
21.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TFPN vs. YALL - Expense Ratio Comparison

TFPN has a 1.10% expense ratio, which is higher than YALL's 0.65% expense ratio.


Return for Risk

TFPN vs. YALL — Risk / Return Rank

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

TFPN
TFPN Risk / Return Rank: 8686
Overall Rank
TFPN Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TFPN Sortino Ratio Rank: 8989
Sortino Ratio Rank
TFPN Omega Ratio Rank: 8383
Omega Ratio Rank
TFPN Calmar Ratio Rank: 9090
Calmar Ratio Rank
TFPN Martin Ratio Rank: 8282
Martin Ratio Rank

YALL
YALL Risk / Return Rank: 4848
Overall Rank
YALL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 4848
Sortino Ratio Rank
YALL Omega Ratio Rank: 4545
Omega Ratio Rank
YALL Calmar Ratio Rank: 5252
Calmar Ratio Rank
YALL Martin Ratio Rank: 5252
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.

TFPN vs. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and God Bless America ETF (YALL). 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.


TFPNYALLDifference

Sharpe ratio

Return per unit of total volatility

1.78

0.77

+1.01

Sortino ratio

Return per unit of downside risk

2.46

1.25

+1.21

Omega ratio

Gain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratio

Return relative to maximum drawdown

3.06

1.27

+1.79

Martin ratio

Return relative to average drawdown

9.20

4.85

+4.35

TFPN vs. YALL - Sharpe Ratio Comparison

The current TFPN Sharpe Ratio is 1.78, which is higher than the YALL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TFPN and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TFPNYALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.77

+1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.45

-1.07

Correlation

The correlation between TFPN and YALL is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TFPN vs. YALL - Dividend Comparison

TFPN has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.51%.


TTM2025202420232022
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
0.00%0.00%0.94%0.98%0.00%
YALL
God Bless America ETF
0.51%0.49%0.50%3.51%0.19%

Drawdowns

TFPN vs. YALL - Drawdown Comparison

The maximum TFPN drawdown since its inception was -16.72%, smaller than the maximum YALL drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for TFPN and YALL.


Loading graphics...

Drawdown Indicators


TFPNYALLDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-19.72%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-12.24%

+4.77%

Current Drawdown

Current decline from peak

-6.21%

-7.52%

+1.31%

Average Drawdown

Average peak-to-trough decline

-5.13%

-2.90%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.21%

-0.72%

Volatility

TFPN vs. YALL - Volatility Comparison

Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) has a higher volatility of 5.30% compared to God Bless America ETF (YALL) at 4.98%. This indicates that TFPN's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TFPNYALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

4.98%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

10.78%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

19.66%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

17.71%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.38%

17.71%

-5.33%