TRTY vs. LOTI
TRTY (Cambria Trinity ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. TRTY is passively managed, while LOTI is actively managed. At a 0.27 correlation, their price movements are largely independent. TRTY charges 0.44%/yr vs 1.01%/yr for LOTI.
Performance
TRTY vs. LOTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRTY achieves a 6.97% return, which is significantly higher than LOTI's 3.35% return.
TRTY
- 1D
- -1.75%
- 1M
- -2.37%
- YTD
- 6.97%
- 6M
- 6.31%
- 1Y
- 19.33%
- 3Y*
- 10.40%
- 5Y*
- 5.67%
- 10Y*
- —
LOTI
- 1D
- 0.62%
- 1M
- -0.25%
- YTD
- 3.35%
- 6M
- 3.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRTY vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRTY Cambria Trinity ETF | 6.97% | 3.64% |
LOTI Liberty One Tactical Income ETF | 3.35% | 1.06% |
Correlation
The correlation between TRTY and LOTI is 0.27, 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 Sep 30, 2025 | 0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TRTY vs. LOTI — Risk / Return Rank
TRTY
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TRTY vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) and Liberty One Tactical Income ETF (LOTI). 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.
| TRTY | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | — | — |
| Martin ratioReturn relative to average drawdown | 13.89 | — | — |
Loading charts...
Drawdowns
TRTY vs. LOTI - Drawdown Comparison
The maximum TRTY drawdown since its inception was -22.35%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for TRTY and LOTI.
Loading charts...
Drawdown Indicators
| TRTY | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -4.42% | -17.93% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -9.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | — | — |
Current DrawdownCurrent decline from peak | -3.45% | -1.85% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -1.36% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | — | — |
Volatility
TRTY vs. LOTI - Volatility Comparison
Loading charts...
Volatility by Period
| TRTY | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 5.75% | +4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.61% | 5.75% | +4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.43% | 5.75% | +4.68% |
TRTY vs. LOTI - Expense Ratio Comparison
TRTY has a 0.44% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
TRTY vs. LOTI - Dividend Comparison
TRTY's dividend yield for the trailing twelve months is around 3.10%, more than LOTI's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LOTI Liberty One Tactical Income ETF | 1.61% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRTY Cambria Trinity ETF | 3.10% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% |
Frequently Asked Questions
TRTY and LOTI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRTY is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRTY is cheaper with a 0.44% expense ratio, compared with 1.01% for LOTI.
TRTY has the higher dividend yield at 3.10%, compared with 1.61% for LOTI.
They also come from different issuers: Cambria and Liberty One. Their fees differ too: 0.44% for TRTY and 1.01% for LOTI.
Find the right allocation for TRTY and LOTI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer