TTAI vs. FFHCX
Compare and contrast key facts about TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and Fidelity Series Floating Rate High Income Fund (FFHCX).
TTAI is an actively managed fund by TrimTabs. It was launched on Jun 28, 2017. FFHCX is managed by Fidelity. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAI or FFHCX.
Key characteristics
| TTAI | FFHCX | |
|---|---|---|
| YTD Return | 3.43% | 8.78% |
| 1Y Return | 12.67% | 10.76% |
| 3Y Return (Ann) | -2.79% | 7.13% |
| 5Y Return (Ann) | 6.22% | 6.42% |
| Sharpe Ratio | 1.10 | 3.70 |
| Sortino Ratio | 1.57 | 11.41 |
| Omega Ratio | 1.20 | 3.41 |
| Calmar Ratio | 0.71 | 11.94 |
| Martin Ratio | 5.99 | 56.38 |
| Ulcer Index | 2.20% | 0.19% |
| Daily Std Dev | 11.97% | 2.86% |
| Max Drawdown | -34.17% | -21.45% |
| Current Drawdown | -8.20% | 0.00% |
Correlation
The correlation between TTAI and FFHCX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TTAI vs. FFHCX - Performance Comparison
In the year-to-date period, TTAI achieves a 3.43% return, which is significantly lower than FFHCX's 8.78% 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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TTAI vs. FFHCX - Expense Ratio Comparison
TTAI has a 0.61% expense ratio, which is higher than FFHCX's 0.00% expense ratio.
Risk-Adjusted Performance
TTAI vs. FFHCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and Fidelity Series Floating Rate High Income Fund (FFHCX). 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
TTAI vs. FFHCX - Dividend Comparison
TTAI's dividend yield for the trailing twelve months is around 2.13%, less than FFHCX's 9.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% |
FFHCX Fidelity Series Floating Rate High Income Fund | 9.83% | 9.47% | 5.91% | 4.31% | 4.61% | 5.94% | 6.69% | 4.79% | 4.42% | 5.15% | 8.23% | 4.40% |
Drawdowns
TTAI vs. FFHCX - Drawdown Comparison
The maximum TTAI drawdown since its inception was -34.17%, which is greater than FFHCX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for TTAI and FFHCX. For additional features, visit the drawdowns tool.
Volatility
TTAI vs. FFHCX - Volatility Comparison
TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 3.87% compared to Fidelity Series Floating Rate High Income Fund (FFHCX) at 0.69%. This indicates that TTAI's price experiences larger fluctuations and is considered to be riskier than FFHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.