PortfoliosLab logoPortfoliosLab logo
YALL vs. TFPN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YALL vs. TFPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

YALL vs. TFPN - Yearly Performance Comparison


2026 (YTD)202520242023
YALL
God Bless America ETF
-3.19%14.36%29.99%10.05%
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
8.26%3.61%2.67%-1.60%

Returns By Period

In the year-to-date period, YALL achieves a -3.19% return, which is significantly lower than TFPN's 8.26% return.


YALL

1D
2.10%
1M
-5.47%
YTD
-3.19%
6M
-6.50%
1Y
15.15%
3Y*
21.74%
5Y*
10Y*

TFPN

1D
0.73%
1M
-5.66%
YTD
8.26%
6M
12.04%
1Y
23.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YALL vs. TFPN - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is lower than TFPN's 1.10% expense ratio.


Return for Risk

YALL vs. TFPN — Risk / Return Rank

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

YALL
YALL Risk / Return Rank: 4848
Overall Rank
YALL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 4848
Sortino Ratio Rank
YALL Omega Ratio Rank: 4545
Omega Ratio Rank
YALL Calmar Ratio Rank: 5252
Calmar Ratio Rank
YALL Martin Ratio Rank: 5252
Martin Ratio Rank

TFPN
TFPN Risk / Return Rank: 8686
Overall Rank
TFPN Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TFPN Sortino Ratio Rank: 8989
Sortino Ratio Rank
TFPN Omega Ratio Rank: 8383
Omega Ratio Rank
TFPN Calmar Ratio Rank: 9090
Calmar Ratio Rank
TFPN Martin Ratio Rank: 8282
Martin Ratio Rank
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.

YALL vs. TFPN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Blueprint Chesapeake Multi-Asset Trend ETF (TFPN). 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.


YALLTFPNDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.78

-1.01

Sortino ratio

Return per unit of downside risk

1.25

2.46

-1.21

Omega ratio

Gain probability vs. loss probability

1.17

1.33

-0.16

Calmar ratio

Return relative to maximum drawdown

1.27

3.06

-1.79

Martin ratio

Return relative to average drawdown

4.85

9.20

-4.35

YALL vs. TFPN - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.77, which is lower than the TFPN Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of YALL and TFPN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


YALLTFPNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.78

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.38

+1.07

Correlation

The correlation between YALL and TFPN is 0.40, 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.


Dividends

YALL vs. TFPN - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.51%, while TFPN has not paid dividends to shareholders.


TTM2025202420232022
YALL
God Bless America ETF
0.51%0.49%0.50%3.51%0.19%
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
0.00%0.00%0.94%0.98%0.00%

Drawdowns

YALL vs. TFPN - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, which is greater than TFPN's maximum drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for YALL and TFPN.


Loading graphics...

Drawdown Indicators


YALLTFPNDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-16.72%

-3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-7.47%

-4.77%

Current Drawdown

Current decline from peak

-7.52%

-6.21%

-1.31%

Average Drawdown

Average peak-to-trough decline

-2.90%

-5.13%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.49%

+0.72%

Volatility

YALL vs. TFPN - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 4.98%, while Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) has a volatility of 5.30%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than TFPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


YALLTFPNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

5.30%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

11.21%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.66%

13.40%

+6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

12.38%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

12.38%

+5.33%