TIIV vs. USFI

Last updated Jul 10, 2026

TIIV (AAM Todd International Intrinsic Value ETF) and USFI (BrandywineGLOBAL - U.S. Fixed Income ETF) are both Actively Managed funds. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. TIIV charges 0.54%/yr vs 0.39%/yr for USFI.

Performance

TIIV vs. USFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Todd International Intrinsic Value ETF (TIIV) and BrandywineGLOBAL - U.S. Fixed Income ETF (USFI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIIV achieves a 11.37% return, which is significantly higher than USFI's 1.17% return.

TIIV

• 1D: 0.61%
• 1M: 3.12%
• 6M: 8.82%
• YTD: 11.37%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFI

• 1D: 0.20%
• 1M: 0.14%
• 6M: 1.09%
• YTD: 1.17%
• 1Y: 4.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TIIV vs. USFI - Yearly Performance Comparison

	2026 (YTD)	2025
TIIV AAM Todd International Intrinsic Value ETF	11.37%	10.83%
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	1.17%	3.88%

Correlation

The correlation between TIIV and USFI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.24

Return for Risk

TIIV vs. USFI — Risk / Return Rank

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

TIIV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USFI

USFI Risk / Return Rank: 68
USFI Sharpe Ratio Rank: 55
USFI Sortino Ratio Rank: 65
USFI Omega Ratio Rank: 57
USFI Calmar Ratio Rank: 91
USFI Martin Ratio Rank: 75

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.

TIIV vs. USFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Todd International Intrinsic Value ETF (TIIV) and BrandywineGLOBAL - U.S. Fixed Income ETF (USFI). 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.

	TIIV	USFI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.50	—
Sortino ratio: Return per unit of downside risk	—	2.40	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	4.62	—
Martin ratio: Return relative to average drawdown	—	11.07	—

Drawdowns

TIIV vs. USFI - Drawdown Comparison

The maximum TIIV drawdown since its inception was -9.68%, which is greater than USFI's maximum drawdown of -8.47%. Use the drawdown chart below to compare losses from any high point for TIIV and USFI.

Drawdown Indicators

	TIIV	USFI	Difference
Max Drawdown Largest peak-to-trough decline	-9.68%	-8.47%	-1.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.07%	—
Current Drawdown Current decline from peak	-0.49%	-0.39%	-0.10%
Average Drawdown Average peak-to-trough decline	-1.87%	-2.09%	+0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.45%	—

Volatility

Volatility by Period

	TIIV	USFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.61%	3.36%	+11.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.61%	6.91%	+7.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.61%	6.91%	+7.70%

TIIV vs. USFI - Expense Ratio Comparison

TIIV has a 0.54% expense ratio, which is higher than USFI's 0.39% expense ratio.

Dividends

TIIV vs. USFI - Dividend Comparison

TIIV's dividend yield for the trailing twelve months is around 3.20%, less than USFI's 4.43% yield.

Position	TTM	2025	2024	2023
TIIV AAM Todd International Intrinsic Value ETF	3.20%	2.33%	0.00%	0.00%
USFI BrandywineGLOBAL - U.S. Fixed Income ETF	4.43%	4.42%	4.60%	1.83%

Frequently Asked Questions

Can I hold both TIIV and USFI in my portfolio?

TIIV and USFI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TIIV or USFI?

On fees, USFI is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TIIV or USFI?

USFI is cheaper with a 0.39% expense ratio, compared with 0.54% for TIIV.

Which ETF pays a higher dividend yield, TIIV or USFI?

USFI has the higher dividend yield at 4.43%, compared with 3.20% for TIIV.

What is the main difference between TIIV and USFI?

They also come from different issuers: AAM and BrandywineGLOBAL. Their fees differ too: 0.54% for TIIV and 0.39% for USFI.