TTAI vs. DFNV

Last updated Jun 26, 2026

TTAI (TrimTabs International Free Cash Flow Quality ETF of Benef Interest) and DFNV (TrimTabs Donoghue Forlines Risk Managed Innovation ETF) are both exchange-traded funds - TTAI is a Foreign Large Cap Equities fund actively managed by TrimTabs, while DFNV is a Technology Equities fund tracking the TrimTabs Donoghue Forlines Risk Managed Free Cash Flow Innovation Index. TTAI is actively managed, while DFNV is passively managed. Over the past 5 years, TTAI returned 1.92%/yr vs 6.95%/yr for DFNV. A 0.66 correlation means they provide meaningful diversification when combined. TTAI charges 0.61%/yr vs 0.69%/yr for DFNV.

Performance

TTAI vs. DFNV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAI achieves a 4.43% return, which is significantly higher than DFNV's -5.42% return.

TTAI

• 1D: 1.72%
• 1M: 0.38%
• YTD: 4.43%
• 6M: 3.52%
• 1Y: 9.01%
• 3Y*: 9.54%
• 5Y*: 1.92%
• 10Y*: —

DFNV

• 1D: -1.40%
• 1M: -5.37%
• YTD: -5.42%
• 6M: -7.32%
• 1Y: -2.22%
• 3Y*: 15.62%
• 5Y*: 6.95%
• 10Y*: —

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

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	4.43%	13.27%	0.39%	18.22%	-24.37%	16.87%	3.97%
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF	-5.42%	8.42%	31.93%	26.92%	-24.05%	18.51%	3.29%

Correlation

The correlation between TTAI and DFNV is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Dec 8, 2020	0.66

The correlation between TTAI and DFNV shifts across timeframes, from 0.52 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

TTAI vs. DFNV - Sectors Allocation Comparison

Sectors	TTAI	DFNV
Technology	34.4%	60.9%
Consumer Cyclical	15.2%	9.0%
Healthcare	14.8%	16.2%
Industrials	11.1%	1.9%
Consumer Defensive	7.2%	-
Financial Services	6.2%	-
Communication Services	5.8%	12.0%
Basic Materials	2.4%	-
Energy	1.9%	-
Utilities	1.2%	-
Real Estate	-	-

Return for Risk

TTAI vs. DFNV — Risk / Return Rank

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

TTAI

TTAI Risk / Return Rank: 17
TTAI Sharpe Ratio Rank: 17
TTAI Sortino Ratio Rank: 16
TTAI Omega Ratio Rank: 16
TTAI Calmar Ratio Rank: 18
TTAI Martin Ratio Rank: 21

DFNV

DFNV Risk / Return Rank: 8
DFNV Sharpe Ratio Rank: 8
DFNV Sortino Ratio Rank: 8
DFNV Omega Ratio Rank: 7
DFNV Calmar Ratio Rank: 8
DFNV Martin Ratio Rank: 8

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.

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.

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.

	TTAI	DFNV	Difference
Sharpe ratio: Return per unit of total volatility	0.49	-0.12	+0.61
Sortino ratio: Return per unit of downside risk	0.82	-0.05	+0.86
Omega ratio: Gain probability vs. loss probability	1.10	0.99	+0.11
Calmar ratio: Return relative to maximum drawdown	0.70	-0.10	+0.80
Martin ratio: Return relative to average drawdown	2.40	-0.24	+2.64

TTAI vs. DFNV - Sharpe Ratio Comparison

The current TTAI Sharpe Ratio is 0.49, which is higher than the DFNV Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of TTAI and DFNV, 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

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.

Drawdown Indicators

	TTAI	DFNV	Difference
Max Drawdown Largest peak-to-trough decline	-34.17%	-29.71%	-4.46%
Max Drawdown (1Y) Largest decline over 1 year	-13.00%	-21.54%	+8.54%
Max Drawdown (3Y) Largest decline over 3 years	-21.34%	-22.72%	+1.38%
Max Drawdown (5Y) Largest decline over 5 years	-34.13%	-29.71%	-4.42%
Current Drawdown Current decline from peak	-2.25%	-11.76%	+9.51%
Average Drawdown Average peak-to-trough decline	-9.16%	-9.46%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	9.18%	-5.41%

Volatility

TTAI vs. DFNV - Volatility Comparison

TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 8.63% compared to TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) at 7.53%. 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.

Volatility by Period

	TTAI	DFNV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.63%	7.53%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	16.22%	15.34%	+0.88%
Volatility (1Y) Calculated over the trailing 1-year period	18.62%	18.09%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	19.74%	-2.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.03%	19.73%	-0.70%

TTAI vs. DFNV - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is lower than DFNV's 0.69% expense ratio.

Dividends

TTAI vs. DFNV - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 2.44%, more than DFNV's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF	0.40%	0.38%	1.28%	0.77%	1.20%	4.77%	0.02%	0.00%	0.00%	0.00%
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest	2.44%	2.30%	2.13%	2.39%	9.36%	2.01%	0.64%	1.90%	0.92%	0.26%

Frequently Asked Questions

Can I hold both TTAI and DFNV in my portfolio?

TTAI and DFNV have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAI or DFNV?

TTAI has higher volatility (8.63%) compared to DFNV (7.53%). In terms of maximum drawdown, TTAI dropped -34.17% vs DFNV's -29.71%.

Which ETF is better, TTAI or DFNV?

On 5-year performance, DFNV leads with 6.95% vs 1.92% for TTAI. On fees, TTAI is cheaper at 0.61% per year. On volatility, DFNV has been the lower-risk option at 7.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAI or DFNV?

Over the 5-year period, DFNV has performed better with a 6.95% return vs 1.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAI or DFNV?

TTAI is cheaper with a 0.61% expense ratio, compared with 0.69% for DFNV.

Which ETF pays a higher dividend yield, TTAI or DFNV?

TTAI has the higher dividend yield at 2.44%, compared with 0.40% for DFNV.

What is the main difference between TTAI and DFNV?

TTAI is categorized as Foreign Large Cap Equities, while DFNV is Technology Equities. Their fees differ too: 0.61% for TTAI and 0.69% for DFNV.

Which has better risk-adjusted returns?

TTAI currently has the higher Sharpe Ratio (0.49 vs -0.12), 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.