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TTAI vs. FFHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

TTAI vs. FFHCX - 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 Fidelity Series Floating Rate High Income Fund (FFHCX). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
42.08%
53.03%
TTAI
FFHCX

Key characteristics

Sharpe Ratio

TTAI:

0.72

FFHCX:

3.11

Sortino Ratio

TTAI:

1.05

FFHCX:

8.85

Omega Ratio

TTAI:

1.13

FFHCX:

2.69

Calmar Ratio

TTAI:

0.63

FFHCX:

9.58

Martin Ratio

TTAI:

3.20

FFHCX:

43.77

Ulcer Index

TTAI:

2.67%

FFHCX:

0.20%

Daily Std Dev

TTAI:

11.84%

FFHCX:

2.73%

Max Drawdown

TTAI:

-34.17%

FFHCX:

-21.45%

Current Drawdown

TTAI:

-7.18%

FFHCX:

-0.44%

Returns By Period

In the year-to-date period, TTAI achieves a 4.59% return, which is significantly lower than FFHCX's 8.66% return.


TTAI

YTD

4.59%

1M

2.04%

6M

1.82%

1Y

5.47%

5Y*

5.64%

10Y*

N/A

FFHCX

YTD

8.66%

1M

-0.11%

6M

4.16%

1Y

8.66%

5Y*

6.05%

10Y*

5.30%

Compare stocks, funds, or ETFs

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


TTAI vs. FFHCX - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is higher than FFHCX's 0.00% expense ratio.


TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
Expense ratio chart for TTAI: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for FFHCX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

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.


Sharpe ratio
The chart of Sharpe ratio for TTAI, currently valued at 0.40, compared to the broader market0.002.004.000.403.11
The chart of Sortino ratio for TTAI, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.0010.000.628.85
The chart of Omega ratio for TTAI, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.082.69
The chart of Calmar ratio for TTAI, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.349.58
The chart of Martin ratio for TTAI, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.00100.001.6743.77
TTAI
FFHCX

The current TTAI Sharpe Ratio is 0.72, which is lower than the FFHCX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of TTAI and FFHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.40
3.11
TTAI
FFHCX

Dividends

TTAI vs. FFHCX - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 1.71%, less than FFHCX's 8.49% yield.


TTM20232022202120202019201820172016201520142013
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
1.71%2.39%0.00%0.85%0.64%1.90%0.92%0.02%0.00%0.00%0.00%0.00%
FFHCX
Fidelity Series Floating Rate High Income Fund
8.49%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.18%
-0.44%
TTAI
FFHCX

Volatility

TTAI vs. FFHCX - Volatility Comparison

TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 2.31% compared to Fidelity Series Floating Rate High Income Fund (FFHCX) at 0.38%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.31%
0.38%
TTAI
FFHCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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