TTAC vs. IQM

Last updated Jun 23, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and IQM (Franklin Intelligent Machines ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 5 years, TTAC returned 12.94%/yr vs 21.97%/yr for IQM. Their correlation of 0.83 suggests significant overlap in exposure. TTAC charges 0.59%/yr vs 0.50%/yr for IQM.

Performance

TTAC vs. IQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and Franklin Intelligent Machines ETF (IQM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAC achieves a 18.93% return, which is significantly lower than IQM's 44.08% return.

TTAC

• 1D: 1.39%
• 1M: 3.86%
• YTD: 18.93%
• 6M: 16.87%
• 1Y: 24.51%
• 3Y*: 19.15%
• 5Y*: 12.94%
• 10Y*: —

IQM

• 1D: 1.35%
• 1M: 10.43%
• YTD: 44.08%
• 6M: 40.98%
• 1Y: 79.61%
• 3Y*: 38.44%
• 5Y*: 21.97%
• 10Y*: —

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

TTAC vs. IQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TTAC TrimTabs US Free Cash Flow Quality ETF	18.93%	8.07%	18.26%	22.97%	-14.60%	30.66%	21.57%
IQM Franklin Intelligent Machines ETF	44.08%	30.76%	31.03%	41.06%	-33.36%	25.18%	76.92%

Correlation

The correlation between TTAC and IQM is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 27, 2020	0.83

The correlation between TTAC and IQM has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

TTAC vs. IQM - Sectors Allocation Comparison

Sectors	TTAC	IQM
Technology	29.5%	68.4%
Financial Services	14.5%	-
Consumer Cyclical	12.7%	2.9%
Healthcare	11.9%	1.0%
Industrials	9.0%	17.1%
Consumer Defensive	8.0%	-
Communication Services	6.1%	2.3%
Energy	2.6%	2.3%
Basic Materials	2.3%	-
Real Estate	2.0%	-
Utilities	-	3.2%

Return for Risk

TTAC vs. IQM — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 52
TTAC Sharpe Ratio Rank: 45
TTAC Sortino Ratio Rank: 43
TTAC Omega Ratio Rank: 42
TTAC Calmar Ratio Rank: 70
TTAC Martin Ratio Rank: 62

IQM

IQM Risk / Return Rank: 80
IQM Sharpe Ratio Rank: 84
IQM Sortino Ratio Rank: 68
IQM Omega Ratio Rank: 73
IQM Calmar Ratio Rank: 91
IQM Martin Ratio Rank: 85

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. IQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and Franklin Intelligent Machines ETF (IQM). 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.

	TTAC	IQM	Difference
Sharpe ratio: Return per unit of total volatility	1.53	2.60	-1.07
Sortino ratio: Return per unit of downside risk	2.12	2.98	-0.86
Omega ratio: Gain probability vs. loss probability	1.27	1.42	-0.15
Calmar ratio: Return relative to maximum drawdown	3.43	5.44	-2.01
Martin ratio: Return relative to average drawdown	10.98	17.08	-6.10

TTAC vs. IQM - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.53, which is lower than the IQM Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of TTAC and IQM, 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

TTAC vs. IQM - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for TTAC and IQM.

Drawdown Indicators

	TTAC	IQM	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-44.91%	+9.96%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-14.71%	+7.54%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-30.42%	+10.50%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-44.91%	+23.03%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.97%	-12.18%	+7.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	4.68%	-2.44%

Volatility

TTAC vs. IQM - Volatility Comparison

The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 5.90%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 13.76%. This indicates that TTAC experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	IQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	13.76%	-7.86%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	25.34%	-12.68%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	30.87%	-14.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	29.43%	-12.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	31.01%	-12.26%

TTAC vs. IQM - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than IQM's 0.50% expense ratio.

Dividends

TTAC vs. IQM - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, while IQM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
IQM Franklin Intelligent Machines ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.17%	0.01%	0.00%	0.00%	0.00%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%

Frequently Asked Questions

Can I hold both TTAC and IQM in my portfolio?

TTAC and IQM have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or IQM?

IQM has higher volatility (13.76%) compared to TTAC (5.90%). In terms of maximum drawdown, TTAC dropped -34.95% vs IQM's -44.91%.

Which ETF is better, TTAC or IQM?

On 5-year performance, IQM leads with 21.97% vs 12.94% for TTAC. On fees, IQM is cheaper at 0.50% per year. On volatility, TTAC has been the lower-risk option at 5.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or IQM?

Over the 5-year period, IQM has performed better with a 21.97% return vs 12.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or IQM?

IQM is cheaper with a 0.50% expense ratio, compared with 0.59% for TTAC.

Which ETF pays a higher dividend yield, TTAC or IQM?

TTAC has the higher dividend yield at 0.53%, compared with 0.00% for IQM.

What is the main difference between TTAC and IQM?

They also come from different issuers: TrimTabs and Franklin Templeton. Their fees differ too: 0.59% for TTAC and 0.50% for IQM.

Which has better risk-adjusted returns?

IQM currently has the higher Sharpe Ratio (2.60 vs 1.53), 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.