TTAC vs. VFLO

Last updated Jun 25, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and VFLO (VictoryShares Free Cash Flow ETF) are both exchange-traded funds - TTAC is a Large Cap Growth Equities fund actively managed by TrimTabs, while VFLO is a Large Cap Value Equities fund tracking the Victory U.S. Large Cap Free Cash Flow Index. TTAC is actively managed, while VFLO is passively managed. Over the past 3 years, TTAC returned 18.07%/yr vs 24.15%/yr for VFLO. A 0.69 correlation means they provide meaningful diversification when combined. TTAC charges 0.59%/yr vs 0.39%/yr for VFLO.

Performance

TTAC vs. VFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and VictoryShares Free Cash Flow ETF (VFLO). 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 TTAC having a 15.71% return and VFLO slightly higher at 15.93%.

TTAC

• 1D: -0.35%
• 1M: 1.05%
• YTD: 15.71%
• 6M: 13.36%
• 1Y: 18.32%
• 3Y*: 18.07%
• 5Y*: 12.05%
• 10Y*: —

VFLO

• 1D: 0.38%
• 1M: 3.09%
• YTD: 15.93%
• 6M: 14.88%
• 1Y: 31.19%
• 3Y*: 24.15%
• 5Y*: —
• 10Y*: —

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

TTAC vs. VFLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TTAC TrimTabs US Free Cash Flow Quality ETF	15.71%	8.07%	18.26%	10.60%
VFLO VictoryShares Free Cash Flow ETF	15.93%	17.51%	21.83%	15.05%

Correlation

The correlation between TTAC and VFLO is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jun 22, 2023	0.69

The correlation between TTAC and VFLO shifts across timeframes, from 0.57 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

TTAC vs. VFLO - Sectors Allocation Comparison

Sectors	TTAC	VFLO
Technology	29.5%	44.4%
Financial Services	14.5%	0.0%
Consumer Cyclical	12.7%	15.9%
Healthcare	11.9%	17.9%
Industrials	9.0%	3.6%
Consumer Defensive	8.0%	0.0%
Communication Services	6.1%	4.2%
Energy	2.6%	8.6%
Basic Materials	2.3%	4.1%
Real Estate	2.0%	0.0%
Utilities	-	1.3%

Return for Risk

TTAC vs. VFLO — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 43
TTAC Sharpe Ratio Rank: 35
TTAC Sortino Ratio Rank: 33
TTAC Omega Ratio Rank: 33
TTAC Calmar Ratio Rank: 59
TTAC Martin Ratio Rank: 54

VFLO

VFLO Risk / Return Rank: 76
VFLO Sharpe Ratio Rank: 69
VFLO Sortino Ratio Rank: 71
VFLO Omega Ratio Rank: 66
VFLO Calmar Ratio Rank: 89
VFLO 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. VFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and VictoryShares Free Cash Flow ETF (VFLO). 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	VFLO	Difference
Sharpe ratio: Return per unit of total volatility	1.14	2.00	-0.87
Sortino ratio: Return per unit of downside risk	1.62	2.87	-1.25
Omega ratio: Gain probability vs. loss probability	1.20	1.35	-0.15
Calmar ratio: Return relative to maximum drawdown	2.57	4.86	-2.30
Martin ratio: Return relative to average drawdown	8.17	15.72	-7.55

TTAC vs. VFLO - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.14, which is lower than the VFLO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of TTAC and VFLO, 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. VFLO - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, which is greater than VFLO's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for TTAC and VFLO.

Drawdown Indicators

	TTAC	VFLO	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-17.79%	-17.16%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-6.44%	-0.73%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-17.79%	-2.13%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	—	—
Current Drawdown Current decline from peak	-2.71%	-5.47%	+2.76%
Average Drawdown Average peak-to-trough decline	-4.97%	-2.46%	-2.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	1.99%	+0.26%

Volatility

TTAC vs. VFLO - Volatility Comparison

The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 6.40%, while VictoryShares Free Cash Flow ETF (VFLO) has a volatility of 7.40%. This indicates that TTAC experiences smaller price fluctuations and is considered to be less risky than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	VFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	7.40%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	12.83%	11.86%	+0.97%
Volatility (1Y) Calculated over the trailing 1-year period	16.25%	15.66%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	16.04%	+1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.76%	16.04%	+2.72%

TTAC vs. VFLO - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than VFLO's 0.39% expense ratio.

Dividends

TTAC vs. VFLO - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.54%, less than VFLO's 1.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAC TrimTabs US Free Cash Flow Quality ETF	0.54%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%
VFLO VictoryShares Free Cash Flow ETF	1.16%	1.60%	1.20%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TTAC and VFLO in my portfolio?

TTAC and VFLO have a correlation of 0.57, 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 VFLO?

VFLO has higher volatility (7.40%) compared to TTAC (6.40%). In terms of maximum drawdown, TTAC dropped -34.95% vs VFLO's -17.79%.

Which ETF is better, TTAC or VFLO?

On 3-year performance, VFLO leads with 24.15% vs 18.07% for TTAC. On fees, VFLO is cheaper at 0.39% per year. On volatility, TTAC has been the lower-risk option at 6.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or VFLO?

Over the 3-year period, VFLO has performed better with a 24.15% return vs 18.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or VFLO?

VFLO is cheaper with a 0.39% expense ratio, compared with 0.59% for TTAC.

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

VFLO has the higher dividend yield at 1.16%, compared with 0.54% for TTAC.

What is the main difference between TTAC and VFLO?

TTAC is categorized as Large Cap Growth Equities, while VFLO is Large Cap Value Equities. They also come from different issuers: TrimTabs and Victory. Their fees differ too: 0.59% for TTAC and 0.39% for VFLO.

Which has better risk-adjusted returns?

VFLO currently has the higher Sharpe Ratio (2.00 vs 1.14), 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.