TYLD vs. SFTX
TYLD (Cambria Tactical Yield ETF) and SFTX (Horizon International Managed Risk ETF) are both Tactical Allocation funds. Both are actively managed. Their 0.03 correlation means their historical movements had little consistent relationship. TYLD charges 0.59%/yr vs 0.82%/yr for SFTX.
Performance
TYLD vs. SFTX - Performance Comparison
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Returns By Period
In the year-to-date period, TYLD achieves a 1.96% return, which is significantly lower than SFTX's 18.25% return.
TYLD
- 1D
- 0.06%
- 1M
- 0.26%
- 6M
- 1.62%
- YTD
- 1.96%
- 1Y
- 3.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.32%
SFTX
- 1D
- 0.26%
- 1M
- -0.75%
- 6M
- 9.90%
- YTD
- 18.25%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $25.91M | $12.85M | $7.82M | |
| $126.17K | $129.20K | $73.80K |
TYLD vs. SFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TYLD Cambria Tactical Yield ETF | 1.96% | 0.35% |
SFTX Horizon International Managed Risk ETF | 18.25% | 1.61% |
Correlation
The correlation between TYLD and SFTX is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.03 |
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Return for Risk
TYLD vs. SFTX — Risk / Return Rank
TYLD
SFTX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TYLD vs. SFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Tactical Yield ETF (TYLD) and Horizon International Managed Risk ETF (SFTX). 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.
| TYLD | SFTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 2.58 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 21.67 | — | — |
| Martin ratioReturn relative to average drawdown | 114.54 | — | — |
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Drawdowns
TYLD vs. SFTX - Drawdown Comparison
The maximum TYLD drawdown since its inception was -1.06%, smaller than the maximum SFTX drawdown of -12.75%. Use the drawdown chart below to compare losses from any high point for TYLD and SFTX.
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Drawdown Indicators
| TYLD | SFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.06% | -12.75% | +11.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.18% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.30% | +4.30% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -2.96% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | — | — |
Volatility
TYLD vs. SFTX - Volatility Comparison
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Volatility by Period
| TYLD | SFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.73% | 22.48% | -21.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 22.48% | -20.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.72% | 22.48% | -20.76% |
TYLD vs. SFTX - Expense Ratio Comparison
TYLD has a 0.59% expense ratio, which is lower than SFTX's 0.82% expense ratio.
Dividends
TYLD vs. SFTX - Dividend Comparison
TYLD's dividend yield for the trailing twelve months is around 3.72%, more than SFTX's 0.21% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SFTX Horizon International Managed Risk ETF | 0.21% | 0.25% | 0.00% |
TYLD Cambria Tactical Yield ETF | 3.72% | 4.38% | 4.24% |
Frequently Asked Questions
TYLD and SFTX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TYLD is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TYLD is cheaper with a 0.59% expense ratio, compared with 0.82% for SFTX.
TYLD has the higher dividend yield at 3.72%, compared with 0.21% for SFTX.
They also come from different issuers: Cambria and Horizon. Their fees differ too: 0.59% for TYLD and 0.82% for SFTX.
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