THIR vs. TBFG

Last updated Jun 4, 2026

THIR (THOR Index Rotation ETF) and TBFG (The Brinsmere Fund - Growth ETF) are both Tactical Allocation funds. THIR is passively managed, while TBFG is actively managed. Over the past year, THIR returned 24.32% vs 24.53% for TBFG. A 0.79 correlation means they provide meaningful diversification when combined. THIR charges 0.70%/yr vs 0.42%/yr for TBFG.

Performance

THIR vs. TBFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in THOR Index Rotation ETF (THIR) and The Brinsmere Fund - Growth ETF (TBFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, THIR achieves a 7.85% return, which is significantly lower than TBFG's 10.35% return.

THIR

• 1D: -0.71%
• 1M: 7.55%
• YTD: 7.85%
• 6M: 7.66%
• 1Y: 24.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TBFG

• 1D: -0.36%
• 1M: 4.39%
• YTD: 10.35%
• 6M: 11.14%
• 1Y: 24.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

THIR vs. TBFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
THIR THOR Index Rotation ETF	7.85%	25.22%	3.26%
TBFG The Brinsmere Fund - Growth ETF	10.35%	14.56%	-1.77%

Correlation

The correlation between THIR and TBFG is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024	0.79

The correlation between THIR and TBFG has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

THIR vs. TBFG - Sectors Allocation Comparison

Sectors	THIR	TBFG
Technology	45.3%	21.5%
Communication Services	13.2%	6.0%
Consumer Cyclical	11.2%	8.4%
Healthcare	6.3%	8.3%
Consumer Defensive	6.2%	5.8%
Financial Services	6.0%	17.7%
Industrials	5.5%	13.3%
Energy	2.1%	7.0%
Utilities	1.8%	3.4%
Basic Materials	1.5%	6.0%
Real Estate	1.0%	2.4%

Return for Risk

THIR vs. TBFG — Risk / Return Rank

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

THIR

THIR Risk / Return Rank: 60
THIR Sharpe Ratio Rank: 62
THIR Sortino Ratio Rank: 63
THIR Omega Ratio Rank: 61
THIR Calmar Ratio Rank: 56
THIR Martin Ratio Rank: 57

TBFG

TBFG Risk / Return Rank: 75
TBFG Sharpe Ratio Rank: 78
TBFG Sortino Ratio Rank: 79
TBFG Omega Ratio Rank: 79
TBFG Calmar Ratio Rank: 65
TBFG Martin Ratio Rank: 74

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.

THIR vs. TBFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for THOR Index Rotation ETF (THIR) and The Brinsmere Fund - Growth ETF (TBFG). 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.

	THIR	TBFG	Difference
Sharpe ratio Return per unit of total volatility	2.11	2.53	-0.42
Sortino ratio Return per unit of downside risk	2.97	3.54	-0.57
Omega ratio Gain probability vs. loss probability	1.37	1.47	-0.10
Calmar ratio Return relative to maximum drawdown	2.75	3.23	-0.48
Martin ratio Return relative to average drawdown	9.85	13.95	-4.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

THIR vs. TBFG - Sharpe Ratio Comparison

The current THIR Sharpe Ratio is 2.11, which is comparable to the TBFG Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of THIR and TBFG, 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

	THIR	TBFG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	2.53	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	1.74	1.38	+0.35

Drawdowns

THIR vs. TBFG - Drawdown Comparison

The maximum THIR drawdown since its inception was -10.05%, smaller than the maximum TBFG drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for THIR and TBFG.

Drawdown Indicators

	THIR	TBFG	Difference
Max Drawdown Largest peak-to-trough decline	-10.05%	-13.43%	+3.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-7.63%	-1.25%
Current Drawdown Current decline from peak	-0.71%	-0.36%	-0.35%
Average Drawdown Average peak-to-trough decline	-1.99%	-1.63%	-0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	1.76%	+0.72%

Volatility

THIR vs. TBFG - Volatility Comparison

THOR Index Rotation ETF (THIR) has a higher volatility of 3.60% compared to The Brinsmere Fund - Growth ETF (TBFG) at 3.00%. This indicates that THIR's price experiences larger fluctuations and is considered to be riskier than TBFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	THIR	TBFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	3.00%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	8.45%	8.00%	+0.45%
Volatility (1Y) Calculated over the trailing 1-year period	11.56%	9.73%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.64%	10.95%	+1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.64%	10.95%	+1.69%

THIR vs. TBFG - Expense Ratio Comparison

THIR has a 0.70% expense ratio, which is higher than TBFG's 0.42% expense ratio.

Dividends

THIR vs. TBFG - Dividend Comparison

THIR's dividend yield for the trailing twelve months is around 0.33%, less than TBFG's 2.35% yield.

Position	TTM	2025	2024
TBFG The Brinsmere Fund - Growth ETF	2.35%	2.65%	2.43%
THIR THOR Index Rotation ETF	0.33%	0.35%	0.29%

Frequently Asked Questions

Can I hold both THIR and TBFG in my portfolio?

THIR and TBFG have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, THIR or TBFG?

THIR has higher volatility (3.60%) compared to TBFG (3.00%). In terms of maximum drawdown, THIR dropped -10.05% vs TBFG's -13.43%.

Which ETF is better, THIR or TBFG?

On 1-year performance, TBFG leads with 24.53% vs 24.32% for THIR. On fees, TBFG is cheaper at 0.42% per year. On volatility, TBFG has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, THIR or TBFG?

Over the 1-year period, TBFG has performed better with a 24.53% return vs 24.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, THIR or TBFG?

TBFG is cheaper with a 0.42% expense ratio, compared with 0.70% for THIR.

Which ETF pays a higher dividend yield, THIR or TBFG?

TBFG has the higher dividend yield at 2.35%, compared with 0.33% for THIR.

What is the main difference between THIR and TBFG?

They also come from different issuers: THOR and The Brinsmere Funds. Their fees differ too: 0.70% for THIR and 0.42% for TBFG.

Which has better risk-adjusted returns?

TBFG currently has the higher Sharpe Ratio (2.53 vs 2.11), 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.