ASGM vs. TBFG
ASGM (Virtus AlphaSimplex Global Macro ETF) and TBFG (The Brinsmere Fund - Growth ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. ASGM charges 0.86%/yr vs 0.42%/yr for TBFG.
Performance
ASGM vs. TBFG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASGM achieves a 22.52% return, which is significantly higher than TBFG's 10.35% return.
ASGM
- 1D
- -0.53%
- 1M
- 7.21%
- YTD
- 22.52%
- 6M
- 24.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TBFG
- 1D
- -0.36%
- 1M
- 4.39%
- YTD
- 10.35%
- 6M
- 11.14%
- 1Y
- 24.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ASGM vs. TBFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 22.52% | 11.57% |
TBFG The Brinsmere Fund - Growth ETF | 10.35% | 8.33% |
Correlation
The correlation between ASGM and TBFG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 6, 2025 | 0.90 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASGM vs. TBFG — Risk / Return Rank
ASGM
TBFG
ASGM vs. TBFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus AlphaSimplex Global Macro ETF (ASGM) and The Brinsmere Fund - Growth ETF (TBFG). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading charts...
Sharpe Ratios by Period
| ASGM | TBFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.95 | 1.38 | +1.56 |
Drawdowns
ASGM vs. TBFG - Drawdown Comparison
The maximum ASGM drawdown since its inception was -6.62%, smaller than the maximum TBFG drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for ASGM and TBFG.
Loading charts...
Drawdown Indicators
| ASGM | TBFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.62% | -13.43% | +6.81% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.63% | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.36% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -1.63% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.76% | — |
Volatility
ASGM vs. TBFG - Volatility Comparison
Loading charts...
Volatility by Period
| ASGM | TBFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 9.73% | +5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 10.95% | +4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 10.95% | +4.72% |
ASGM vs. TBFG - Expense Ratio Comparison
ASGM has a 0.86% expense ratio, which is higher than TBFG's 0.42% expense ratio.
Dividends
ASGM vs. TBFG - Dividend Comparison
ASGM's dividend yield for the trailing twelve months is around 3.69%, more than TBFG's 2.35% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 3.69% | 4.52% | 0.00% |
TBFG The Brinsmere Fund - Growth ETF | 2.35% | 2.65% | 2.43% |
Frequently Asked Questions
With a correlation of 0.90, ASGM and TBFG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, TBFG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TBFG is cheaper with a 0.42% expense ratio, compared with 0.86% for ASGM.
ASGM has the higher dividend yield at 3.69%, compared with 2.35% for TBFG.
They also come from different issuers: Virtus and The Brinsmere Funds. Their fees differ too: 0.86% for ASGM and 0.42% for TBFG.
Find the right allocation for ASGM and TBFG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer