TTAC vs. VFQY

Last updated Aug 4, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and VFQY (Vanguard U.S. Quality Factor ETF) are both Quality Factor funds. Both are actively managed. Over the past 5 years, TTAC returned 11.12%/yr vs 9.15%/yr for VFQY. Their correlation of 0.87 means they have usually moved in the same direction. TTAC charges 0.59%/yr vs 0.13%/yr for VFQY.

Performance

TTAC vs. VFQY - Performance Comparison

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

Returns By Period

In the year-to-date period, TTAC achieves a 15.31% return, which is significantly higher than VFQY's 14.20% return.

TTAC

• 1D: 0.84%
• 1M: -1.36%
• 6M: 12.42%
• YTD: 15.31%
• 1Y: 20.70%
• 3Y*: 16.79%
• 5Y*: 11.12%
• 10Y*: —
• ALL TIME*: 14.10%

VFQY

• 1D: 1.05%
• 1M: 2.21%
• 6M: 10.27%
• YTD: 14.20%
• 1Y: 23.29%
• 3Y*: 15.72%
• 5Y*: 9.15%
• 10Y*: —
• ALL TIME*: 11.62%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TTAC TrimTabs US Free Cash Flow Quality ETF	$1.01M	$1.13M	$1.15M
VFQY Vanguard U.S. Quality Factor ETF	$948.51K	$988.82K	$1.06M

TTAC vs. VFQY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TTAC TrimTabs US Free Cash Flow Quality ETF	15.31%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-8.06%
VFQY Vanguard U.S. Quality Factor ETF	14.20%	10.24%	12.93%	22.48%	-15.74%	27.96%	16.97%	25.75%	-8.19%

Correlation

The correlation between TTAC and VFQY is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.67
Correlation (3Y) Balances recent behavior with more history.	0.82
Correlation (5Y) Shows whether the relationship held over a longer period.	0.88
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.87

The correlation between TTAC and VFQY shifts across timeframes, from 0.67 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.

TTAC vs. VFQY - Sectors Allocation Comparison

Sectors	TTAC	VFQY
Technology	31.4%	25.8%
Financial Services	14.5%	18.9%
Consumer Cyclical	11.8%	13.3%
Healthcare	11.6%	8.9%
Industrials	9.3%	16.8%
Consumer Defensive	8.0%	9.2%
Communication Services	5.0%	2.8%
Energy	2.6%	2.2%
Basic Materials	2.3%	2.2%
Real Estate	2.0%	-
Utilities	-	-

Return for Risk

TTAC vs. VFQY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TTAC

TTAC Risk / Return Rank: 56
TTAC Sharpe Ratio Rank: 47
TTAC Sortino Ratio Rank: 46
TTAC Omega Ratio Rank: 44
TTAC Calmar Ratio Rank: 77
TTAC Martin Ratio Rank: 69

VFQY

VFQY Risk / Return Rank: 74
VFQY Sharpe Ratio Rank: 75
VFQY Sortino Ratio Rank: 76
VFQY Omega Ratio Rank: 70
VFQY Calmar Ratio Rank: 71
VFQY Martin Ratio Rank: 75

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TTAC vs. VFQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and Vanguard U.S. Quality Factor ETF (VFQY). 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	VFQY	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.75	-0.51
Sortino ratio: Return per unit of downside risk	1.76	2.53	-0.77
Omega ratio: Gain probability vs. loss probability	1.22	1.30	-0.09
Calmar ratio: Return relative to maximum drawdown	2.90	2.57	+0.34
Martin ratio: Return relative to average drawdown	8.91	9.69	-0.78

TTAC vs. VFQY - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.24, which is comparable to the VFQY Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of TTAC and VFQY, 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. VFQY - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum VFQY drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for TTAC and VFQY.

Drawdown Indicators

	TTAC	VFQY	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-37.41%	+2.46%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-9.12%	+1.95%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-20.67%	+0.75%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-25.93%	+4.05%
Current Drawdown Current decline from peak	-4.50%	0.00%	-4.50%
Average Drawdown Average peak-to-trough decline	-4.95%	-6.57%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	2.41%	-0.08%

Volatility

TTAC vs. VFQY - Volatility Comparison

TrimTabs US Free Cash Flow Quality ETF (TTAC) has a higher volatility of 4.80% compared to Vanguard U.S. Quality Factor ETF (VFQY) at 3.12%. This indicates that TTAC's price experiences larger fluctuations and is considered to be riskier than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAC	VFQY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	3.12%	+1.68%
Volatility (6M) Calculated over the trailing 6-month period	13.60%	9.58%	+4.02%
Volatility (1Y) Calculated over the trailing 1-year period	16.82%	13.37%	+3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.42%	18.29%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	20.73%	-1.98%

TTAC vs. VFQY - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than VFQY's 0.13% expense ratio.

Dividends

TTAC vs. VFQY - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.54%, less than VFQY's 1.03% 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%
VFQY Vanguard U.S. Quality Factor ETF	1.03%	1.17%	1.34%	1.38%	1.43%	0.98%	1.22%	1.34%	1.31%	0.00%

Frequently Asked Questions

Can I hold both TTAC and VFQY in my portfolio?

TTAC and VFQY have a correlation of 0.67, 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 VFQY?

TTAC has higher volatility (4.80%) compared to VFQY (3.12%). In terms of maximum drawdown, TTAC dropped -34.95% vs VFQY's -37.41%.

Which ETF is better, TTAC or VFQY?

On 5-year performance, TTAC leads with 11.12% vs 9.15% for VFQY. On fees, VFQY is cheaper at 0.13% per year. On volatility, VFQY has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or VFQY?

Over the 5-year period, TTAC has performed better with a 11.12% return vs 9.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or VFQY?

VFQY is cheaper with a 0.13% expense ratio, compared with 0.59% for TTAC.

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

VFQY has the higher dividend yield at 1.03%, compared with 0.54% for TTAC.

What is the main difference between TTAC and VFQY?

They also come from different issuers: TrimTabs and Vanguard. Their fees differ too: 0.59% for TTAC and 0.13% for VFQY.

Which has better risk-adjusted returns?

VFQY currently has the higher Sharpe Ratio (1.75 vs 1.24), 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.