TTAI vs. FIDI
TTAI (TrimTabs International Free Cash Flow Quality ETF of Benef Interest) and FIDI (Fidelity International High Dividend ETF) are both Foreign Large Cap Equities funds. TTAI is actively managed, while FIDI is passively managed. Over the past 5 years, TTAI returned 1.76%/yr vs 10.55%/yr for FIDI. A 0.73 correlation means they provide meaningful diversification when combined. TTAI charges 0.61%/yr vs 0.39%/yr for FIDI.
Performance
TTAI vs. FIDI - Performance Comparison
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Returns By Period
In the year-to-date period, TTAI achieves a 3.82% return, which is significantly lower than FIDI's 9.51% return.
TTAI
- 1D
- -0.18%
- 1M
- 1.51%
- YTD
- 3.82%
- 6M
- 3.76%
- 1Y
- 8.28%
- 3Y*
- 9.76%
- 5Y*
- 1.76%
- 10Y*
- —
FIDI
- 1D
- 0.54%
- 1M
- -0.04%
- YTD
- 9.51%
- 6M
- 12.59%
- 1Y
- 25.59%
- 3Y*
- 19.48%
- 5Y*
- 10.55%
- 10Y*
- —
TTAI vs. FIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | 3.82% | 13.27% | 0.39% | 18.22% | -24.37% | 16.87% | 18.30% | 24.52% | -20.90% |
FIDI Fidelity International High Dividend ETF | 9.51% | 39.34% | -0.06% | 16.28% | -4.73% | 16.87% | -11.68% | 15.47% | -20.16% |
Correlation
The correlation between TTAI and FIDI is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018 | 0.73 |
The correlation between TTAI and FIDI has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
TTAI vs. FIDI — Risk / Return Rank
TTAI
FIDI
TTAI vs. FIDI - 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 Fidelity International High Dividend ETF (FIDI). 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 | FIDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.39 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 3.70 | -3.06 |
| Martin ratioReturn relative to average drawdown | 2.27 | 13.21 | -10.94 |
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 | FIDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 2.22 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.71 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.31 | -0.02 |
Drawdowns
TTAI vs. FIDI - Drawdown Comparison
The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for TTAI and FIDI.
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Drawdown Indicators
| TTAI | FIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.17% | -46.34% | +12.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -6.96% | -6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.34% | -12.09% | -9.25% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -26.05% | -8.08% |
Current DrawdownCurrent decline from peak | -1.51% | -1.71% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -9.79% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 1.94% | +1.72% |
Volatility
TTAI vs. FIDI - Volatility Comparison
TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 5.92% compared to Fidelity International High Dividend ETF (FIDI) at 2.99%. This indicates that TTAI's price experiences larger fluctuations and is considered to be riskier than FIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTAI | FIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 2.99% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | 9.00% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 11.58% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.84% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 18.73% | +0.16% |
TTAI vs. FIDI - Expense Ratio Comparison
TTAI has a 0.61% expense ratio, which is higher than FIDI's 0.39% expense ratio.
Dividends
TTAI vs. FIDI - Dividend Comparison
TTAI's dividend yield for the trailing twelve months is around 2.45%, less than FIDI's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 4.10% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% |
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest | 2.45% | 2.30% | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% |
Frequently Asked Questions
TTAI and FIDI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTAI has higher volatility (5.92%) compared to FIDI (2.99%). In terms of maximum drawdown, TTAI dropped -34.17% vs FIDI's -46.34%.
On 5-year performance, FIDI leads with 10.55% vs 1.76% for TTAI. On fees, FIDI is cheaper at 0.39% per year. On volatility, FIDI has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIDI has performed better with a 10.55% return vs 1.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIDI is cheaper with a 0.39% expense ratio, compared with 0.61% for TTAI.
FIDI has the higher dividend yield at 4.10%, compared with 2.45% for TTAI.
They also come from different issuers: TrimTabs and Fidelity. Their fees differ too: 0.61% for TTAI and 0.39% for FIDI.
FIDI currently has the higher Sharpe Ratio (2.22 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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