TTAC vs. DFNV

Last updated Apr 1, 2026

Compare and contrast key facts about TrimTabs US Free Cash Flow Quality ETF (TTAC) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV).

TTAC and DFNV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTAC is an actively managed fund by TrimTabs. It was launched on Sep 28, 2016. DFNV is a passively managed fund by TrimTabs that tracks the performance of the TrimTabs Donoghue Forlines Risk Managed Free Cash Flow Innovation Index. It was launched on Dec 8, 2020.

Performance

TTAC vs. DFNV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV). The values are adjusted to include any dividend payments, if applicable.

TTAC vs. DFNV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TTAC TrimTabs US Free Cash Flow Quality ETF	-0.10%	8.07%	18.26%	22.97%	-14.60%	30.66%	2.75%
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF	-15.04%	8.42%	31.93%	26.92%	-24.05%	18.51%	2.92%

Returns By Period

In the year-to-date period, TTAC achieves a -0.10% return, which is significantly higher than DFNV's -15.04% return.

TTAC

• 1D: 3.03%
• 1M: -3.07%
• YTD: -0.10%
• 6M: -0.80%
• 1Y: 12.02%
• 3Y*: 14.18%
• 5Y*: 10.27%
• 10Y*: —

DFNV

• 1D: 2.55%
• 1M: -3.84%
• YTD: -15.04%
• 6M: -17.93%
• 1Y: -2.08%
• 3Y*: 13.16%
• 5Y*: 6.22%
• 10Y*: —

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

TTAC vs. DFNV - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is lower than DFNV's 0.69% expense ratio.

DFNV

TrimTabs Donoghue Forlines Risk Managed Innovation ETF

TTAC

TrimTabs US Free Cash Flow Quality ETF

Return for Risk

TTAC vs. DFNV — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 37
TTAC Sharpe Ratio Rank: 33
TTAC Sortino Ratio Rank: 34
TTAC Omega Ratio Rank: 32
TTAC Calmar Ratio Rank: 39
TTAC Martin Ratio Rank: 46

DFNV

DFNV Risk / Return Rank: 10
DFNV Sharpe Ratio Rank: 10
DFNV Sortino Ratio Rank: 10
DFNV Omega Ratio Rank: 10
DFNV Calmar Ratio Rank: 10
DFNV Martin Ratio Rank: 10

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.

TTAC vs. DFNV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV). 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.

	TTAC	DFNV	Difference
Sharpe ratio Return per unit of total volatility	0.61	-0.10	+0.71
Sortino ratio Return per unit of downside risk	0.98	0.01	+0.96
Omega ratio Gain probability vs. loss probability	1.13	1.00	+0.13
Calmar ratio Return relative to maximum drawdown	1.01	-0.10	+1.11
Martin ratio Return relative to average drawdown	4.45	-0.29	+4.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTAC vs. DFNV - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 0.61, which is higher than the DFNV Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of TTAC and DFNV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TTAC	DFNV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	-0.10	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.32	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.36	+0.33

Correlation

The correlation between TTAC and DFNV is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TTAC vs. DFNV - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.63%, more than DFNV's 0.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAC TrimTabs US Free Cash Flow Quality ETF	0.63%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF	0.44%	0.38%	1.28%	0.77%	1.20%	4.77%	0.02%	0.00%	0.00%	0.00%

Drawdowns

TTAC vs. DFNV - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than DFNV's maximum drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for TTAC and DFNV.

Drawdown Indicators

	TTAC	DFNV	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-29.71%	-5.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	-21.54%	+9.42%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-29.71%	+7.83%
Current Drawdown Current decline from peak	-4.31%	-18.92%	+14.61%
Average Drawdown Average peak-to-trough decline	-5.07%	-9.41%	+4.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	7.45%	-4.70%

Volatility

TTAC vs. DFNV - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) have volatilities of 6.40% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	DFNV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	6.11%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	13.00%	-0.93%
Volatility (1Y) Calculated over the trailing 1-year period	19.81%	21.67%	-1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.00%	19.44%	-2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.77%	19.64%	-0.87%