TTAC vs. VOO
Compare and contrast key facts about TrimTabs US Free Cash Flow Quality ETF (TTAC) and Vanguard S&P 500 ETF (VOO).
TTAC and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAC or VOO.
Key characteristics
| TTAC | VOO | |
|---|---|---|
| YTD Return | 21.96% | 26.88% |
| 1Y Return | 32.20% | 37.59% |
| 3Y Return (Ann) | 9.50% | 10.23% |
| 5Y Return (Ann) | 15.47% | 15.93% |
| Sharpe Ratio | 2.58 | 3.06 |
| Sortino Ratio | 3.54 | 4.08 |
| Omega Ratio | 1.45 | 1.58 |
| Calmar Ratio | 4.34 | 4.43 |
| Martin Ratio | 16.05 | 20.25 |
| Ulcer Index | 2.00% | 1.85% |
| Daily Std Dev | 12.45% | 12.23% |
| Max Drawdown | -34.95% | -33.99% |
| Current Drawdown | -0.64% | -0.30% |
Correlation
The correlation between TTAC and VOO is 0.92, 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.
Performance
TTAC vs. VOO - Performance Comparison
In the year-to-date period, TTAC achieves a 21.96% return, which is significantly lower than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TTAC vs. VOO - Expense Ratio Comparison
TTAC has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TTAC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
TTAC vs. VOO - Dividend Comparison
TTAC's dividend yield for the trailing twelve months is around 0.72%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTAC TrimTabs US Free Cash Flow Quality ETF | 0.72% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% | 0.19% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TTAC vs. VOO - Drawdown Comparison
The maximum TTAC drawdown since its inception was -34.95%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TTAC and VOO. For additional features, visit the drawdowns tool.
Volatility
TTAC vs. VOO - Volatility Comparison
The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 3.50%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that TTAC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.