TRTY vs. TBFG

Last updated Jul 14, 2026

TRTY (Cambria Trinity ETF) and TBFG (The Brinsmere Fund - Growth ETF) are both Tactical Allocation funds. TRTY is passively managed, while TBFG is actively managed. Over the past year, TRTY returned 19.02% vs 18.61% for TBFG. Their correlation of 0.81 suggests significant overlap in exposure. TRTY charges 0.44%/yr vs 0.42%/yr for TBFG.

Performance

TRTY vs. TBFG - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with TRTY having a 8.59% return and TBFG slightly higher at 8.76%.

TRTY

• 1D: -0.05%
• 1M: -0.96%
• 6M: 4.23%
• YTD: 8.59%
• 1Y: 19.02%
• 3Y*: 10.10%
• 5Y*: 6.15%
• 10Y*: —

TBFG

• 1D: -0.86%
• 1M: -0.57%
• 6M: 5.98%
• YTD: 8.76%
• 1Y: 18.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TRTY vs. TBFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TRTY Cambria Trinity ETF	8.59%	16.35%	4.73%
TBFG The Brinsmere Fund - Growth ETF	8.76%	14.56%	10.20%

Correlation

The correlation between TRTY and TBFG is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Jan 16, 2024	0.81

The correlation between TRTY and TBFG has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

Return for Risk

TRTY vs. TBFG — Risk / Return Rank

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

TRTY

TRTY Risk / Return Rank: 77
TRTY Sharpe Ratio Rank: 75
TRTY Sortino Ratio Rank: 67
TRTY Omega Ratio Rank: 80
TRTY Calmar Ratio Rank: 82
TRTY Martin Ratio Rank: 81

TBFG

TBFG Risk / Return Rank: 67
TBFG Sharpe Ratio Rank: 69
TBFG Sortino Ratio Rank: 67
TBFG Omega Ratio Rank: 69
TBFG Calmar Ratio Rank: 62
TBFG Martin Ratio Rank: 71

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.

TRTY vs. TBFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) 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.

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	TBFG	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.76	+0.14
Sortino ratio: Return per unit of downside risk	2.44	2.45	-0.02
Omega ratio: Gain probability vs. loss probability	1.37	1.32	+0.05
Calmar ratio: Return relative to maximum drawdown	3.48	2.45	+1.03
Martin ratio: Return relative to average drawdown	12.40	10.19	+2.21

TRTY vs. TBFG - Sharpe Ratio Comparison

The current TRTY Sharpe Ratio is 1.90, which is comparable to the TBFG Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TRTY 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.

Drawdowns

TRTY vs. TBFG - Drawdown Comparison

The maximum TRTY drawdown since its inception was -22.35%, which is greater than TBFG's maximum drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for TRTY and TBFG.

Drawdown Indicators

	TRTY	TBFG	Difference
Max Drawdown Largest peak-to-trough decline	-22.35%	-13.43%	-8.92%
Max Drawdown (1Y) Largest decline over 1 year	-5.49%	-7.63%	+2.14%
Max Drawdown (3Y) Largest decline over 3 years	-9.25%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.72%	—	—
Current Drawdown Current decline from peak	-1.99%	-1.80%	-0.19%
Average Drawdown Average peak-to-trough decline	-4.14%	-1.61%	-2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	1.83%	-0.29%

Volatility

TRTY vs. TBFG - Volatility Comparison

The current volatility for Cambria Trinity ETF (TRTY) is 2.67%, while The Brinsmere Fund - Growth ETF (TBFG) has a volatility of 3.90%. This indicates that TRTY experiences smaller price fluctuations and is considered to be less risky than TBFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRTY	TBFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	3.90%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	8.65%	9.13%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	10.06%	10.65%	-0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.55%	11.15%	-0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.41%	11.15%	-0.74%

TRTY vs. TBFG - Expense Ratio Comparison

TRTY has a 0.44% expense ratio, which is higher than TBFG's 0.42% expense ratio.

Dividends

TRTY vs. TBFG - Dividend Comparison

TRTY's dividend yield for the trailing twelve months is around 2.92%, more than TBFG's 2.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TBFG The Brinsmere Fund - Growth ETF	2.41%	2.65%	2.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRTY Cambria Trinity ETF	2.92%	2.86%	3.55%	3.24%	5.17%	4.52%	1.99%	2.64%	1.07%

Frequently Asked Questions

Can I hold both TRTY and TBFG in my portfolio?

TRTY and TBFG have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRTY or TBFG?

TBFG has higher volatility (3.90%) compared to TRTY (2.67%). In terms of maximum drawdown, TRTY dropped -22.35% vs TBFG's -13.43%.

Which ETF is better, TRTY or TBFG?

On 1-year performance, TRTY leads with 19.02% vs 18.61% for TBFG. On fees, TBFG is cheaper at 0.42% per year. On volatility, TRTY has been the lower-risk option at 2.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TRTY or TBFG?

Over the 1-year period, TRTY has performed better with a 19.02% return vs 18.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TRTY or TBFG?

TBFG is cheaper with a 0.42% expense ratio, compared with 0.44% for TRTY.

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

TRTY has the higher dividend yield at 2.92%, compared with 2.41% for TBFG.

What is the main difference between TRTY and TBFG?

They also come from different issuers: Cambria and The Brinsmere Funds. Their fees differ too: 0.44% for TRTY and 0.42% for TBFG.

Which has better risk-adjusted returns?

TRTY currently has the higher Sharpe Ratio (1.90 vs 1.76), 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.