TTAI vs. IFLO

Last updated Jul 18, 2026

TTAI (TrimTabs International Free Cash Flow Quality ETF of Benef Interest) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, TTAI returned 2.03% vs 33.15% for IFLO. A 0.71 correlation means they provide meaningful diversification when combined. TTAI charges 0.61%/yr vs 0.56%/yr for IFLO.

Performance

TTAI vs. IFLO - 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 VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAI achieves a -2.02% return, which is significantly lower than IFLO's 18.73% return.

TTAI

• 1D: -1.35%
• 1M: -6.00%
• 6M: -4.16%
• YTD: -2.02%
• 1Y: 2.03%
• 3Y*: 5.51%
• 5Y*: 0.76%
• 10Y*: —

IFLO

• 1D: 0.10%
• 1M: -0.54%
• 6M: 15.77%
• YTD: 18.73%
• 1Y: 33.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TTAI vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest	-2.02%	4.39%
IFLO VictoryShares International Free Cash Flow ETF	18.73%	13.12%

Correlation

The correlation between TTAI and IFLO is 0.72, 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	0.72
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.71

The correlation between TTAI and IFLO has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

TTAI vs. IFLO - Sectors Allocation Comparison

Sectors	TTAI	IFLO
Technology	34.4%	21.5%
Consumer Cyclical	15.2%	13.8%
Healthcare	14.8%	11.7%
Industrials	11.1%	18.1%
Consumer Defensive	7.2%	2.8%
Financial Services	6.2%	1.1%
Communication Services	5.8%	6.7%
Basic Materials	2.4%	11.3%
Energy	1.9%	12.1%
Utilities	1.2%	1.0%
Real Estate	-	0.0%

Return for Risk

TTAI vs. IFLO — Risk / Return Rank

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

TTAI

TTAI Risk / Return Rank: 12
TTAI Sharpe Ratio Rank: 12
TTAI Sortino Ratio Rank: 11
TTAI Omega Ratio Rank: 11
TTAI Calmar Ratio Rank: 12
TTAI Martin Ratio Rank: 13

IFLO

IFLO Risk / Return Rank: 90
IFLO Sharpe Ratio Rank: 89
IFLO Sortino Ratio Rank: 90
IFLO Omega Ratio Rank: 87
IFLO Calmar Ratio Rank: 94
IFLO Martin Ratio Rank: 92

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. IFLO - 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 VictoryShares International Free Cash Flow ETF (IFLO). 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	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	0.10	2.29	-2.18
Sortino ratio: Return per unit of downside risk	0.29	3.33	-3.04
Omega ratio: Gain probability vs. loss probability	1.03	1.41	-0.38
Calmar ratio: Return relative to maximum drawdown	0.16	5.17	-5.01
Martin ratio: Return relative to average drawdown	0.51	17.35	-16.83

TTAI vs. IFLO - Sharpe Ratio Comparison

The current TTAI Sharpe Ratio is 0.10, which is lower than the IFLO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TTAI and IFLO, 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. IFLO - Drawdown Comparison

The maximum TTAI drawdown since its inception was -34.17%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for TTAI and IFLO.

Drawdown Indicators

	TTAI	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-34.17%	-6.44%	-27.73%
Max Drawdown (1Y) Largest decline over 1 year	-13.00%	-6.44%	-6.56%
Max Drawdown (3Y) Largest decline over 3 years	-21.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.13%	—	—
Current Drawdown Current decline from peak	-8.29%	-1.89%	-6.40%
Average Drawdown Average peak-to-trough decline	-9.13%	-1.30%	-7.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	1.92%	+2.03%

Volatility

TTAI vs. IFLO - Volatility Comparison

TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a higher volatility of 7.26% compared to VictoryShares International Free Cash Flow ETF (IFLO) at 3.18%. This indicates that TTAI's price experiences larger fluctuations and is considered to be riskier than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTAI	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.26%	3.18%	+4.08%
Volatility (6M) Calculated over the trailing 6-month period	17.04%	12.01%	+5.03%
Volatility (1Y) Calculated over the trailing 1-year period	19.42%	14.55%	+4.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.43%	14.51%	+2.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.06%	14.51%	+4.55%

TTAI vs. IFLO - Expense Ratio Comparison

TTAI has a 0.61% expense ratio, which is higher than IFLO's 0.56% expense ratio.

Dividends

TTAI vs. IFLO - Dividend Comparison

TTAI's dividend yield for the trailing twelve months is around 2.47%, more than IFLO's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
IFLO VictoryShares International Free Cash Flow ETF	1.57%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TTAI TrimTabs International Free Cash Flow Quality ETF of Benef Interest	2.47%	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 IFLO in my portfolio?

TTAI and IFLO have a correlation of 0.72, 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 IFLO?

TTAI has higher volatility (7.26%) compared to IFLO (3.18%). In terms of maximum drawdown, TTAI dropped -34.17% vs IFLO's -6.44%.

Which ETF is better, TTAI or IFLO?

On 1-year performance, IFLO leads with 33.15% vs 2.03% for TTAI. On fees, IFLO is cheaper at 0.56% per year. On volatility, IFLO has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAI or IFLO?

Over the 1-year period, IFLO has performed better with a 33.15% return vs 2.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAI or IFLO?

IFLO is cheaper with a 0.56% expense ratio, compared with 0.61% for TTAI.

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

TTAI has the higher dividend yield at 2.47%, compared with 1.57% for IFLO.

What is the main difference between TTAI and IFLO?

They also come from different issuers: TrimTabs and VictoryShares. Their fees differ too: 0.61% for TTAI and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.29 vs 0.10), 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.