FTBI vs. TUG

Last updated Jun 25, 2026

FTBI (First Trust Balanced Income ETF) and TUG (STF Tactical Growth ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, FTBI returned 15.08% vs 31.40% for TUG. A 0.76 correlation means they provide meaningful diversification when combined. FTBI charges 0.97%/yr vs 0.65%/yr for TUG.

Performance

FTBI vs. TUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Balanced Income ETF (FTBI) and STF Tactical Growth ETF (TUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTBI achieves a 5.53% return, which is significantly lower than TUG's 15.37% return.

FTBI

• 1D: -0.10%
• 1M: 0.43%
• YTD: 5.53%
• 6M: 4.65%
• 1Y: 15.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TUG

• 1D: -0.33%
• 1M: -0.27%
• YTD: 15.37%
• 6M: 13.66%
• 1Y: 31.40%
• 3Y*: 21.48%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTBI vs. TUG - Yearly Performance Comparison

	2026 (YTD)	2025
FTBI First Trust Balanced Income ETF	5.53%	11.60%
TUG STF Tactical Growth ETF	15.37%	18.24%

Correlation

The correlation between FTBI and TUG is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since May 29, 2025	0.76

The correlation between FTBI and TUG has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.

Return for Risk

FTBI vs. TUG — Risk / Return Rank

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

FTBI

FTBI Risk / Return Rank: 73
FTBI Sharpe Ratio Rank: 73
FTBI Sortino Ratio Rank: 75
FTBI Omega Ratio Rank: 73
FTBI Calmar Ratio Rank: 66
FTBI Martin Ratio Rank: 76

TUG

TUG Risk / Return Rank: 58
TUG Sharpe Ratio Rank: 61
TUG Sortino Ratio Rank: 55
TUG Omega Ratio Rank: 57
TUG Calmar Ratio Rank: 59
TUG Martin Ratio Rank: 60

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.

FTBI vs. TUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Balanced Income ETF (FTBI) 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.

	FTBI	TUG	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.77	+0.26
Sortino ratio: Return per unit of downside risk	2.92	2.36	+0.56
Omega ratio: Gain probability vs. loss probability	1.37	1.31	+0.06
Calmar ratio: Return relative to maximum drawdown	2.84	2.56	+0.28
Martin ratio: Return relative to average drawdown	12.54	9.38	+3.17

FTBI vs. TUG - Sharpe Ratio Comparison

The current FTBI Sharpe Ratio is 2.03, which is comparable to the TUG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of FTBI and TUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTBI vs. TUG - Drawdown Comparison

The maximum FTBI drawdown since its inception was -5.34%, smaller than the maximum TUG drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for FTBI and TUG.

Drawdown Indicators

	FTBI	TUG	Difference
Max Drawdown Largest peak-to-trough decline	-5.34%	-22.27%	+16.93%
Max Drawdown (1Y) Largest decline over 1 year	-5.34%	-12.31%	+6.97%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.27%	—
Current Drawdown Current decline from peak	-1.12%	-4.60%	+3.48%
Average Drawdown Average peak-to-trough decline	-0.64%	-4.30%	+3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.20%	3.36%	-2.16%

Volatility

FTBI vs. TUG - Volatility Comparison

The current volatility for First Trust Balanced Income ETF (FTBI) is 2.73%, while STF Tactical Growth ETF (TUG) has a volatility of 8.62%. This indicates that FTBI 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.

Volatility by Period

	FTBI	TUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.73%	8.62%	-5.89%
Volatility (6M) Calculated over the trailing 6-month period	6.05%	14.26%	-8.21%
Volatility (1Y) Calculated over the trailing 1-year period	7.46%	17.83%	-10.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.35%	18.32%	-10.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.35%	18.32%	-10.97%

FTBI vs. TUG - Expense Ratio Comparison

FTBI has a 0.97% expense ratio, which is higher than TUG's 0.65% expense ratio.

Dividends

FTBI vs. TUG - Dividend Comparison

FTBI's dividend yield for the trailing twelve months is around 7.95%, more than TUG's 1.49% yield.

Position	TTM	2025	2024	2023	2022
FTBI First Trust Balanced Income ETF	7.95%	4.76%	0.00%	0.00%	0.00%
TUG STF Tactical Growth ETF	1.49%	1.75%	4.97%	1.34%	1.14%

Frequently Asked Questions

Can I hold both FTBI and TUG in my portfolio?

FTBI and TUG have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTBI or TUG?

TUG has higher volatility (8.62%) compared to FTBI (2.73%). In terms of maximum drawdown, FTBI dropped -5.34% vs TUG's -22.27%.

Which ETF is better, FTBI or TUG?

On 1-year performance, TUG leads with 31.40% vs 15.08% for FTBI. On fees, TUG is cheaper at 0.65% per year. On volatility, FTBI has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTBI or TUG?

Over the 1-year period, TUG has performed better with a 31.40% return vs 15.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTBI or TUG?

TUG is cheaper with a 0.65% expense ratio, compared with 0.97% for FTBI.

Which ETF pays a higher dividend yield, FTBI or TUG?

FTBI has the higher dividend yield at 7.95%, compared with 1.49% for TUG.

What is the main difference between FTBI and TUG?

They also come from different issuers: First Trust and STF. Their fees differ too: 0.97% for FTBI and 0.65% for TUG.

Which has better risk-adjusted returns?

FTBI currently has the higher Sharpe Ratio (2.03 vs 1.77), 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.