Cambria Trinity ETF (TRTY) Performance
TRTY total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.3% since Dec 31, 2025
- 1 year
- +16.1% total return
- 5 years
- +6.5% a year
- Since first price
- +6.4% a year since 2018
TRTY trailing returns vs AGG, TLT, SPY
| Period | TRTY total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.2% | +0.2% | +0.9% | +1.5% | −1.0% |
| 3 months | +2.9% | +2.3% | −0.4% | −1.0% | +3.2% |
| 6 months | +3.9% | +2.9% | −1.5% | −3.8% | +7.8% |
| YTD | +13.3% | +11.3% | −1.0% | −3.4% | +12.3% |
| 1 year | +16.1% | +12.8% | −1.1% | −6.9% | +14.4% |
| 3 years | +45.6%+13.3%/yr | +32.3% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +36.8%+6.5%/yr | +12.9% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| Since inceptionSep 12, 2018 | +65.5%+6.4%/yr | +26.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: TRTY vs AGG
From Sep 12, 2018: TRTY grew to $16,550, AGG to $11,496.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
TRTY returns by calendar year
6 of 7 full years positive. Best 2025 (+16.3%), worst 2022 (−3.3%). 2026 is year to date.
TRTY annual returns table
| Year | TRTY | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +13.3% | −5.5% | −1.0% | −3.4% | +12.3% |
| 2025 | +16.3% | −8.3% | +7.2% | +4.3% | +17.7% |
| 2024 | +3.9% | −5.8% | +1.3% | −8.1% | +24.9% |
| 2023 | +4.0% | −7.6% | +5.7% | +2.8% | +26.2% |
| 2022 | −3.3% | −13.7% | −13.0% | −31.2% | −18.2% |
| 2021 | +15.7% | −6.5% | −1.8% | −4.6% | +28.7% |
| 2020 | +1.7% | −22.3% | +7.5% | +18.2% | +18.3% |
| 2019 | +8.4% | −2.5% | +8.5% | +14.1% | +31.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
TRTY largest drawdowns
Now 2.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 17, 2020 | −22.3% | Mar 19, 2020 | Dec 30, 2020 | 2 months | 11 months |
| Mar 18, 2022 | −13.7% | Sep 26, 2022 | May 15, 2024 | 6 months | 2.2 years |
| Nov 29, 2024 | −9.2% | Apr 8, 2025 | Jun 11, 2025 | 4 months | 6 months |
| Sep 28, 2018 | −7.8% | Dec 24, 2018 | Dec 12, 2019 | 3 months | 1.2 years |
| Nov 5, 2021 | −6.5% | Dec 1, 2021 | Jan 12, 2022 | 26 days | 2 months |
| Jun 8, 2021 | −6.0% | Aug 20, 2021 | Oct 20, 2021 | 2 months | 4 months |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
TRTY risk statistics
| Statistic | 3 years | 5 years | Since 2018 |
|---|---|---|---|
| Annualized return | +12.1% | +6.8% | +6.2% |
| Volatility (annualized) | 8.1% | 8.9% | 9.4% |
| Sharpe ratio | 0.91 | 0.39 | 0.41 |
| Sortino ratio | 1.54 | 0.57 | 0.59 |
| Best month | +5.4% | +5.4% | +7.8% |
| Worst month | −4.0% | −6.1% | −10.0% |
| Best 12 months | +26.7% | +26.7% | +31.2% |
| Worst 12 months | +1.3% | −8.4% | −11.4% |
| Positive months | 64% | 57% | 59% |
| Beta vs S&P 500 | 0.40 | 0.40 | — |
| Correlation with S&P 500 | 0.62 | 0.70 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
TRTY rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 86 | −11.4% | +4.9% | +31.2% | 73% |
| 3-year (a year) | 62 | +1.0% | +6.1% | +13.4% | 100% |
| 5-year (a year) | 38 | +2.8% | +5.9% | +8.9% | 100% |
Every holding period starting at a month-end since 2018. Returns for 3 years and longer are annualized.
TRTY performance overview
Cambria Trinity ETF (TRTY) returned +16.1% over the past year and +6.5% a year over five years, with distributions reinvested. Since its first recorded price in 2018 it has returned +6.4% a year, turning $10,000 into about $16,550. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −22.3%, from Jan 17, 2020 to Mar 19, 2020, and it took 9 months to get back to the old high. TRTY finished 6 of its 7 full calendar years with a gain; the best year was 2025 (+16.3%) and the worst 2022 (−3.3%). Volatility has been 9.4% a year.
Related: TRTY chart, TRTY holdings, TRTY dividends, TRTY bond profile. See the TRTY overview for the latest quote and fund facts.
TRTY performance FAQ
What is the TRTY return over the past year?
TRTY returned +16.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 12.8%.
What is the average annual return of TRTY?
TRTY has returned +6.5% a year over 5 years, +6.4% a year since September 12, 2018 (total return, distributions reinvested).
How much would $10,000 invested in TRTY be worth?
$10,000 invested in TRTY at its first recorded close on September 12, 2018 would be worth about $16,550 on October 23, 2026 with distributions reinvested.
What was the worst year for TRTY?
The worst calendar year was 2022, with a total return of −3.3%. The best was 2025 at +16.3%.
What is the biggest drawdown of TRTY?
The largest peak-to-trough decline was −22.3% between January 17, 2020 and March 19, 2020. It recovered to the old high on December 30, 2020, 9 months after the bottom.
How volatile is TRTY?
Over the past 3 years TRTY had an annualized volatility of 8.1% and a Sharpe ratio of 0.91 (excess return over 1–3 month T-bills per unit of risk).