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TTAI vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TTAI vs. EFAV

Last updated Jun 26, 2026

TTAI (TrimTabs International Free Cash Flow Quality ETF of Benef Interest) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. TTAI is actively managed, while EFAV is passively managed. Over the past 5 years, TTAI returned 1.92%/yr vs 5.82%/yr for EFAV. A 0.73 correlation means they provide meaningful diversification when combined. TTAI charges 0.61%/yr vs 0.20%/yr for EFAV.

Performance

TTAI vs. EFAV - 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 iShares MSCI EAFE Min Vol Factor ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTAI achieves a 4.43% return, which is significantly higher than EFAV's 2.87% return.

TTAI

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

EFAV

1D
0.09%
1M
-2.63%
YTD
2.87%
6M
2.52%
1Y
8.94%
3Y*
12.70%
5Y*
5.82%
10Y*
6.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTAI vs. EFAV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest		4.43%13.27%0.39%18.22%-24.37%16.87%18.30%24.52%-17.73%7.78%
EFAV
iShares MSCI EAFE Min Vol Factor ETF		2.87%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-5.74%5.45%

Correlation

The correlation between TTAI and EFAV is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2017

0.73

The correlation between TTAI and EFAV shifts across timeframes, from 0.56 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

TTAI vs. EFAV - Sectors Allocation Comparison

Sectors
TTAI
EFAV

Technology

34.4%
4.6%

Consumer Cyclical

15.2%
5.0%

Healthcare

14.8%
12.0%

Industrials

11.1%
15.9%

Consumer Defensive

7.2%
11.9%

Financial Services

6.2%
19.4%

Communication Services

5.8%
9.6%

Basic Materials

2.4%
1.5%

Energy

1.9%
8.3%

Utilities

1.2%
8.8%

Real Estate

-

3.0%

Technology

TTAI
34.4%
EFAV
4.6%

Consumer Cyclical

TTAI
15.2%
EFAV
5.0%

Healthcare

TTAI
14.8%
EFAV
12.0%

Industrials

TTAI
11.1%
EFAV
15.9%

Consumer Defensive

TTAI
7.2%
EFAV
11.9%

Financial Services

TTAI
6.2%
EFAV
19.4%

Communication Services

TTAI
5.8%
EFAV
9.6%

Basic Materials

TTAI
2.4%
EFAV
1.5%

Energy

TTAI
1.9%
EFAV
8.3%

Utilities

TTAI
1.2%
EFAV
8.8%

Real Estate

TTAI

-

EFAV
3.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

TrimTabs International Free Cash Flow Quality ETF of Benef Interest

iShares MSCI EAFE Min Vol Factor ETF

Often compared with TTAI:
TTAI vs. BBEUTTAI vs. FFHCXTTAI vs. VOOTTAI vs. SCHDTTAI vs. VYMITTAI vs. FCNTXTTAI vs. VYM
Often compared with EFAV:
EFAV vs. EFVEFAV vs. EFAEFAV vs. ACWVEFAV vs. EEMVEFAV vs. USMVEFAV vs. EFASEFAV vs. SPLV

Return for Risk

TTAI vs. EFAV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TTAI
TTAI Risk / Return Rank: 1717
Overall Rank
TTAI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TTAI Sortino Ratio Rank: 1616
Sortino Ratio Rank
TTAI Omega Ratio Rank: 1616
Omega Ratio Rank
TTAI Calmar Ratio Rank: 1818
Calmar Ratio Rank
TTAI Martin Ratio Rank: 2121
Martin Ratio Rank
EFAV
EFAV Risk / Return Rank: 2626
Overall Rank
EFAV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 2424
Sortino Ratio Rank
EFAV Omega Ratio Rank: 2424
Omega Ratio Rank
EFAV Calmar Ratio Rank: 3030
Calmar Ratio Rank
EFAV Martin Ratio Rank: 2727
Martin Ratio Rank
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. EFAV - 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 iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.

TTAIEFAVDifference
Sharpe ratioReturn per unit of total volatility
0.49
0.85

-0.37

Sortino ratioReturn per unit of downside risk
0.82
1.25

-0.44

Omega ratioGain probability vs. loss probability

1.10

1.16

-0.06

Calmar ratioReturn relative to maximum drawdown

0.70

1.35

-0.65

Martin ratioReturn relative to average drawdown

2.40

3.35

-0.95

TTAI vs. EFAV - Sharpe Ratio Comparison

The current TTAI Sharpe Ratio is 0.49, which is lower than the EFAV Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of TTAI and EFAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

TTAI vs. EFAV - Drawdown Comparison

The maximum TTAI drawdown since its inception was -34.17%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for TTAI and EFAV.

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Drawdown Indicators

TTAIEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-27.56%

-6.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-6.66%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-21.34%

-8.75%

-12.59%

Max Drawdown (5Y)

Largest decline over 5 years

-34.13%

-27.46%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.56%

—

Current Drawdown

Current decline from peak

-2.25%

-6.48%

+4.23%

Average Drawdown

Average peak-to-trough decline

-9.16%

-4.77%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.67%

+1.10%

Volatility

TTAI vs. EFAV - Volatility Comparison

TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 8.63% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.06%. This indicates that TTAI's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TTAIEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

3.06%

+5.57%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

8.53%

+7.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

10.54%

+8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

11.82%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

13.05%

+5.98%

TTAI vs. EFAV - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

TTAI vs. EFAV - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 2.44%, less than EFAV's 3.28% yield.

PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares MSCI EAFE Min Vol Factor ETF		3.28%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
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%0.00%0.00%

Frequently Asked Questions

TTAI and EFAV have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTAI has higher volatility (8.63%) compared to EFAV (3.06%). In terms of maximum drawdown, TTAI dropped -34.17% vs EFAV's -27.56%.

On 5-year performance, EFAV leads with 5.82% vs 1.92% for TTAI. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EFAV has performed better with a 5.82% return vs 1.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAV is cheaper with a 0.20% expense ratio, compared with 0.61% for TTAI.

EFAV has the higher dividend yield at 3.28%, compared with 2.44% for TTAI.

They also come from different issuers: TrimTabs and iShares. Their fees differ too: 0.61% for TTAI and 0.20% for EFAV.

EFAV currently has the higher Sharpe Ratio (0.85 vs 0.49), 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.

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