TTAI vs. DFNV
Compare and contrast key facts about TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV).
TTAI and DFNV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTAI is an actively managed fund by TrimTabs. It was launched on Jun 28, 2017. DFNV is a passively managed fund by TrimTabs that tracks the performance of the TrimTabs Donoghue Forlines Risk Managed Free Cash Flow Innovation Index. It was launched on Dec 8, 2020.
Performance
TTAI vs. DFNV - Performance Comparison
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TTAI vs. DFNV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | -3.95% | 13.27% | 0.39% | 18.22% | -24.37% | 16.87% | 3.66% |
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF | -14.84% | 8.42% | 31.93% | 26.92% | -24.05% | 18.51% | 2.92% |
Returns By Period
In the year-to-date period, TTAI achieves a -3.95% return, which is significantly higher than DFNV's -14.84% return.
TTAI
- 1D
- 2.32%
- 1M
- -5.85%
- YTD
- -3.95%
- 6M
- -1.65%
- 1Y
- 9.07%
- 3Y*
- 6.36%
- 5Y*
- 1.71%
- 10Y*
- —
DFNV
- 1D
- 0.24%
- 1M
- -4.00%
- YTD
- -14.84%
- 6M
- -17.85%
- 1Y
- -2.07%
- 3Y*
- 13.25%
- 5Y*
- 6.27%
- 10Y*
- —
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TTAI vs. DFNV - Expense Ratio Comparison
TTAI has a 0.61% expense ratio, which is lower than DFNV's 0.69% expense ratio.
Return for Risk
TTAI vs. DFNV — Risk / Return Rank
TTAI
DFNV
TTAI vs. DFNV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV). 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.
| TTAI | DFNV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | -0.10 | +0.56 |
Sortino ratioReturn per unit of downside risk | 0.75 | 0.02 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.00 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | -0.09 | +0.74 |
Martin ratioReturn relative to average drawdown | 2.56 | -0.25 | +2.81 |
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
| TTAI | DFNV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | -0.10 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.32 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.36 | -0.11 |
Correlation
The correlation between TTAI and DFNV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TTAI vs. DFNV - Dividend Comparison
TTAI's dividend yield for the trailing twelve months is around 2.65%, more than DFNV's 0.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | 2.65% | 2.30% | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% |
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF | 0.44% | 0.38% | 1.28% | 0.77% | 1.20% | 4.77% | 0.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
TTAI vs. DFNV - Drawdown Comparison
The maximum TTAI drawdown since its inception was -34.17%, which is greater than DFNV's maximum drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for TTAI and DFNV.
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Drawdown Indicators
| TTAI | DFNV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.17% | -29.71% | -4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -21.54% | +7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -29.71% | -4.42% |
Current DrawdownCurrent decline from peak | -8.21% | -18.73% | +10.52% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -9.42% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 7.54% | -3.91% |
Volatility
TTAI vs. DFNV - Volatility Comparison
TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 7.95% compared to TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) at 6.09%. This indicates that TTAI's price experiences larger fluctuations and is considered to be riskier than DFNV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTAI | DFNV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 6.09% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 13.00% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 21.67% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 19.43% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 19.63% | -0.81% |