TTAI vs. SPYG
Compare and contrast key facts about TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
TTAI and SPYG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTAI is an actively managed fund by TrimTabs. It was launched on Jun 28, 2017. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAI or SPYG.
Key characteristics
| TTAI | SPYG | |
|---|---|---|
| YTD Return | 3.06% | 35.08% |
| 1Y Return | 10.19% | 41.65% |
| 3Y Return (Ann) | -2.90% | 8.13% |
| 5Y Return (Ann) | 5.93% | 17.93% |
| Sharpe Ratio | 1.03 | 2.59 |
| Sortino Ratio | 1.47 | 3.32 |
| Omega Ratio | 1.18 | 1.47 |
| Calmar Ratio | 0.71 | 3.21 |
| Martin Ratio | 5.51 | 13.70 |
| Ulcer Index | 2.23% | 3.20% |
| Daily Std Dev | 11.97% | 16.94% |
| Max Drawdown | -34.17% | -67.79% |
| Current Drawdown | -8.53% | -0.13% |
Correlation
The correlation between TTAI and SPYG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TTAI vs. SPYG - Performance Comparison
In the year-to-date period, TTAI achieves a 3.06% return, which is significantly lower than SPYG's 35.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. SPYG - Expense Ratio Comparison
TTAI has a 0.61% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Risk-Adjusted Performance
TTAI vs. SPYG - 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 SPDR Portfolio S&P 500 Growth ETF (SPYG). 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. SPYG - Dividend Comparison
TTAI's dividend yield for the trailing twelve months is around 2.13%, more than SPYG's 0.65% 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% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
TTAI vs. SPYG - Drawdown Comparison
The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for TTAI and SPYG. For additional features, visit the drawdowns tool.
Volatility
TTAI vs. SPYG - Volatility Comparison
The current volatility for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) is 3.74%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 4.98%. This indicates that TTAI experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.