TTAI vs. VYMI
Compare and contrast key facts about TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) and Vanguard International High Dividend Yield ETF (VYMI).
TTAI and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTAI or VYMI.
Key characteristics
| TTAI | VYMI | |
|---|---|---|
| YTD Return | 3.06% | 7.84% |
| 1Y Return | 10.19% | 14.68% |
| 3Y Return (Ann) | -2.90% | 5.40% |
| 5Y Return (Ann) | 5.93% | 6.74% |
| Sharpe Ratio | 1.03 | 1.42 |
| Sortino Ratio | 1.47 | 1.97 |
| Omega Ratio | 1.18 | 1.24 |
| Calmar Ratio | 0.71 | 2.57 |
| Martin Ratio | 5.51 | 8.48 |
| Ulcer Index | 2.23% | 2.06% |
| Daily Std Dev | 11.97% | 12.33% |
| Max Drawdown | -34.17% | -40.00% |
| Current Drawdown | -8.53% | -6.37% |
Correlation
The correlation between TTAI and VYMI is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TTAI vs. VYMI - Performance Comparison
In the year-to-date period, TTAI achieves a 3.06% return, which is significantly lower than VYMI's 7.84% 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. VYMI - Expense Ratio Comparison
TTAI has a 0.61% expense ratio, which is higher than VYMI's 0.22% expense ratio.
Risk-Adjusted Performance
TTAI vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). 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. VYMI - Dividend Comparison
TTAI's dividend yield for the trailing twelve months is around 2.13%, less than VYMI's 4.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 4.59% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
TTAI vs. VYMI - Drawdown Comparison
The maximum TTAI drawdown since its inception was -34.17%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for TTAI and VYMI. For additional features, visit the drawdowns tool.
Volatility
TTAI vs. VYMI - Volatility Comparison
The current volatility for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) is 3.74%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 4.10%. This indicates that TTAI experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.