TTAC vs. FTCS
Compare and contrast key facts about TrimTabs US Free Cash Flow Quality ETF (TTAC) and First Trust Capital Strength ETF (FTCS).
TTAC and FTCS 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. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006.
Performance
TTAC vs. FTCS - Performance Comparison
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TTAC vs. FTCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTAC TrimTabs US Free Cash Flow Quality ETF | -0.10% | 8.07% | 18.26% | 22.97% | -14.60% | 30.66% | 18.30% | 26.03% | -6.26% | 15.23% |
FTCS First Trust Capital Strength ETF | 0.58% | 6.46% | 11.19% | 8.48% | -10.22% | 26.75% | 13.05% | 26.71% | -4.22% | 11.62% |
Returns By Period
In the year-to-date period, TTAC achieves a -0.10% return, which is significantly lower than FTCS's 0.58% return.
TTAC
- 1D
- 3.03%
- 1M
- -3.07%
- YTD
- -0.10%
- 6M
- -0.80%
- 1Y
- 12.02%
- 3Y*
- 14.18%
- 5Y*
- 10.27%
- 10Y*
- —
FTCS
- 1D
- 0.97%
- 1M
- -6.34%
- YTD
- 0.58%
- 6M
- -0.35%
- 1Y
- 4.65%
- 3Y*
- 9.74%
- 5Y*
- 6.80%
- 10Y*
- 10.24%
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TTAC vs. FTCS - Expense Ratio Comparison
TTAC has a 0.59% expense ratio, which is higher than FTCS's 0.56% expense ratio.
Return for Risk
TTAC vs. FTCS — Risk / Return Rank
TTAC
FTCS
TTAC vs. FTCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and First Trust Capital Strength ETF (FTCS). 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 | FTCS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.34 | +0.26 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.60 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.08 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.63 | +0.39 |
Martin ratioReturn relative to average drawdown | 4.45 | 2.42 | +2.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TTAC | FTCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.34 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.52 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.51 | +0.18 |
Correlation
The correlation between TTAC and FTCS is 0.82, 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. FTCS - Dividend Comparison
TTAC's dividend yield for the trailing twelve months is around 0.63%, less than FTCS's 1.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
FTCS First Trust Capital Strength ETF | 1.11% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
Drawdowns
TTAC vs. FTCS - Drawdown Comparison
The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for TTAC and FTCS.
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Drawdown Indicators
| TTAC | FTCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -53.64% | +18.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -9.38% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -20.93% | -0.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.93% | — |
Current DrawdownCurrent decline from peak | -4.31% | -6.42% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -6.93% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.42% | +0.33% |
Volatility
TTAC vs. FTCS - Volatility Comparison
TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 6.40% compared to First Trust Capital Strength ETF (FTCS) at 3.20%. This indicates that TTAC's price experiences larger fluctuations and is considered to be riskier than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTAC | FTCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 3.20% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 7.06% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 13.60% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 13.14% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.77% | 15.54% | +3.23% |