FTQI vs. TUGN
FTQI (First Trust Nasdaq BuyWrite Income ETF) and TUGN (STF Tactical Growth & Income ETF) are both exchange-traded funds - FTQI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while TUGN is a Diversified Portfolio fund actively managed by Shelton. FTQI is passively managed, while TUGN is actively managed. Over the past 3 years, FTQI returned 15.86%/yr vs 18.97%/yr for TUGN. Their 0.80 correlation means they have sometimes moved together and sometimes differently. FTQI charges 0.75%/yr vs 0.65%/yr for TUGN.
Performance
FTQI vs. TUGN - Performance Comparison
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Returns By Period
In the year-to-date period, FTQI achieves a 11.44% return, which is significantly lower than TUGN's 13.24% return.
FTQI
- 1D
- 0.46%
- 1M
- -0.27%
- 6M
- 10.16%
- YTD
- 11.44%
- 1Y
- 23.81%
- 3Y*
- 15.86%
- 5Y*
- 11.76%
- 10Y*
- 7.96%
- ALL TIME*
- 6.96%
TUGN
- 1D
- 0.66%
- 1M
- -2.22%
- 6M
- 12.66%
- YTD
- 13.24%
- 1Y
- 23.97%
- 3Y*
- 18.97%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.90M | $8.88M | $6.02M | |
| $660.87K | $739.29K | $807.07K |
FTQI vs. TUGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTQI First Trust Nasdaq BuyWrite Income ETF | 11.44% | 12.68% | 18.30% | 23.63% | -5.51% |
TUGN STF Tactical Growth & Income ETF | 13.24% | 19.11% | 18.44% | 34.84% | -18.78% |
Correlation
The correlation between FTQI and TUGN is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.80 |
The correlation between FTQI and TUGN has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
FTQI vs. TUGN — Risk / Return Rank
FTQI
TUGN
FTQI vs. TUGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq BuyWrite Income ETF (FTQI) and STF Tactical Growth & Income ETF (TUGN). 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.
| FTQI | TUGN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 1.63 | +2.00 |
| Martin ratioReturn relative to average drawdown | 16.41 | 5.22 | +11.19 |
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Drawdowns
FTQI vs. TUGN - Drawdown Comparison
The maximum FTQI drawdown since its inception was -19.42%, smaller than the maximum TUGN drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for FTQI and TUGN.
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Drawdown Indicators
| FTQI | TUGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -23.45% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -12.96% | +6.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.42% | -21.60% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | — | — |
Current DrawdownCurrent decline from peak | -2.01% | -5.40% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -6.32% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 4.05% | -2.67% |
Volatility
FTQI vs. TUGN - Volatility Comparison
The current volatility for First Trust Nasdaq BuyWrite Income ETF (FTQI) is 3.63%, while STF Tactical Growth & Income ETF (TUGN) has a volatility of 5.97%. This indicates that FTQI experiences smaller price fluctuations and is considered to be less risky than TUGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTQI | TUGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.97% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 14.78% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 17.86% | -6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 17.41% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.93% | 17.41% | -4.48% |
FTQI vs. TUGN - Expense Ratio Comparison
FTQI has a 0.75% expense ratio, which is higher than TUGN's 0.65% expense ratio.
Dividends
FTQI vs. TUGN - Dividend Comparison
FTQI's dividend yield for the trailing twelve months is around 11.28%, less than TUGN's 11.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTQI First Trust Nasdaq BuyWrite Income ETF | 11.28% | 11.46% | 11.66% | 11.49% | 9.85% | 3.05% | 3.27% | 2.95% | 3.27% | 2.74% | 3.02% | 3.54% |
TUGN STF Tactical Growth & Income ETF | 11.52% | 11.50% | 11.84% | 10.83% | 7.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTQI and TUGN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUGN has higher volatility (5.97%) compared to FTQI (3.63%). In terms of maximum drawdown, FTQI dropped -19.42% vs TUGN's -23.45%.
On 3-year performance, TUGN leads with 18.97% vs 15.86% for FTQI. On fees, TUGN is cheaper at 0.65% per year. On volatility, FTQI has been the lower-risk option at 3.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUGN has performed better with a 18.97% return vs 15.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TUGN is cheaper with a 0.65% expense ratio, compared with 0.75% for FTQI.
TUGN has the higher dividend yield at 11.52%, compared with 11.28% for FTQI.
FTQI is categorized as Nasdaq-100, while TUGN is Diversified Portfolio. They also come from different issuers: First Trust and Shelton. Their fees differ too: 0.75% for FTQI and 0.65% for TUGN.
FTQI currently has the higher Sharpe Ratio (2.02 vs 1.18), 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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