AOA vs. TUG
AOA (iShares Core 80/20 Aggressive Allocation ETF) and TUG (STF Tactical Growth ETF) are both Diversified Portfolio funds. AOA is passively managed, while TUG is actively managed. Over the past 3 years, AOA returned 15.93%/yr vs 21.09%/yr for TUG. Their correlation of 0.81 suggests significant overlap in exposure. AOA charges 0.15%/yr vs 0.65%/yr for TUG.
Performance
AOA vs. TUG - Performance Comparison
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Returns By Period
In the year-to-date period, AOA achieves a 9.52% return, which is significantly lower than TUG's 17.39% return.
AOA
- 1D
- 0.57%
- 1M
- 0.58%
- 6M
- 7.24%
- YTD
- 9.52%
- 1Y
- 19.39%
- 3Y*
- 15.93%
- 5Y*
- 8.95%
- 10Y*
- 10.31%
TUG
- 1D
- 1.03%
- 1M
- 0.76%
- 6M
- 15.27%
- YTD
- 17.39%
- 1Y
- 29.88%
- 3Y*
- 21.09%
- 5Y*
- —
- 10Y*
- —
AOA vs. TUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AOA iShares Core 80/20 Aggressive Allocation ETF | 9.52% | 19.59% | 13.55% | 18.27% | -1.37% |
TUG STF Tactical Growth ETF | 17.39% | 20.43% | 19.37% | 38.24% | -12.62% |
Correlation
The correlation between AOA and TUG is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.81 |
The correlation between AOA and TUG has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
AOA vs. TUG — Risk / Return Rank
AOA
TUG
AOA vs. TUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 80/20 Aggressive Allocation ETF (AOA) and STF Tactical Growth ETF (TUG). 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.
| AOA | TUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.44 | -0.06 |
| Martin ratioReturn relative to average drawdown | 10.18 | 8.68 | +1.50 |
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Drawdowns
AOA vs. TUG - Drawdown Comparison
The maximum AOA drawdown since its inception was -28.38%, which is greater than TUG's maximum drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for AOA and TUG.
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Drawdown Indicators
| AOA | TUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.38% | -22.27% | -6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -12.31% | +4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -12.94% | -22.27% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.38% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -2.94% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -4.29% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.45% | -1.54% |
Volatility
AOA vs. TUG - Volatility Comparison
The current volatility for iShares Core 80/20 Aggressive Allocation ETF (AOA) is 3.24%, while STF Tactical Growth ETF (TUG) has a volatility of 7.30%. This indicates that AOA experiences smaller price fluctuations and is considered to be less risky than TUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOA | TUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 7.30% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 14.92% | -5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 18.25% | -6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 18.37% | -5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.49% | 18.37% | -4.88% |
AOA vs. TUG - Expense Ratio Comparison
AOA has a 0.15% expense ratio, which is lower than TUG's 0.65% expense ratio.
Dividends
AOA vs. TUG - Dividend Comparison
AOA's dividend yield for the trailing twelve months is around 2.12%, more than TUG's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOA iShares Core 80/20 Aggressive Allocation ETF | 2.12% | 2.18% | 2.30% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.26% | 2.15% |
TUG STF Tactical Growth ETF | 1.44% | 1.75% | 4.97% | 1.34% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AOA and TUG have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUG has higher volatility (7.30%) compared to AOA (3.24%). In terms of maximum drawdown, AOA dropped -28.38% vs TUG's -22.27%.
On 3-year performance, TUG leads with 21.09% vs 15.93% for AOA. On fees, AOA is cheaper at 0.15% per year. On volatility, AOA has been the lower-risk option at 3.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUG has performed better with a 21.09% return vs 15.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOA is cheaper with a 0.15% expense ratio, compared with 0.65% for TUG.
AOA has the higher dividend yield at 2.12%, compared with 1.44% for TUG.
They also come from different issuers: iShares and STF. Their fees differ too: 0.15% for AOA and 0.65% for TUG.
AOA currently has the higher Sharpe Ratio (1.73 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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