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HIDV vs. TUGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIDV and TUGN is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

HIDV vs. TUGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US High Dividend ETF (HIDV) and STF Tactical Growth & Income ETF (TUGN). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
9.10%
16.27%
HIDV
TUGN

Key characteristics

Sharpe Ratio

HIDV:

2.14

TUGN:

1.21

Sortino Ratio

HIDV:

2.86

TUGN:

1.66

Omega Ratio

HIDV:

1.40

TUGN:

1.23

Calmar Ratio

HIDV:

3.47

TUGN:

1.44

Martin Ratio

HIDV:

13.28

TUGN:

3.97

Ulcer Index

HIDV:

1.92%

TUGN:

4.88%

Daily Std Dev

HIDV:

11.90%

TUGN:

16.05%

Max Drawdown

HIDV:

-10.01%

TUGN:

-23.45%

Current Drawdown

HIDV:

0.00%

TUGN:

0.00%

Returns By Period

In the year-to-date period, HIDV achieves a 3.70% return, which is significantly lower than TUGN's 5.73% return.


HIDV

YTD

3.70%

1M

1.88%

6M

8.10%

1Y

26.84%

5Y*

N/A

10Y*

N/A

TUGN

YTD

5.73%

1M

3.61%

6M

15.03%

1Y

20.81%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HIDV vs. TUGN - Expense Ratio Comparison

HIDV has a 0.45% expense ratio, which is lower than TUGN's 0.65% expense ratio.


TUGN
STF Tactical Growth & Income ETF
Expense ratio chart for TUGN: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for HIDV: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

HIDV vs. TUGN — Risk-Adjusted Performance Rank

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

HIDV
The Risk-Adjusted Performance Rank of HIDV is 8585
Overall Rank
The Sharpe Ratio Rank of HIDV is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of HIDV is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HIDV is 8484
Omega Ratio Rank
The Calmar Ratio Rank of HIDV is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HIDV is 8686
Martin Ratio Rank

TUGN
The Risk-Adjusted Performance Rank of TUGN is 4747
Overall Rank
The Sharpe Ratio Rank of TUGN is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of TUGN is 4545
Sortino Ratio Rank
The Omega Ratio Rank of TUGN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TUGN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of TUGN is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HIDV vs. TUGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US High Dividend ETF (HIDV) 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.


Sharpe ratio
The chart of Sharpe ratio for HIDV, currently valued at 2.14, compared to the broader market0.002.004.002.141.21
The chart of Sortino ratio for HIDV, currently valued at 2.86, compared to the broader market-2.000.002.004.006.008.0010.0012.002.861.66
The chart of Omega ratio for HIDV, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.23
The chart of Calmar ratio for HIDV, currently valued at 3.47, compared to the broader market0.005.0010.0015.003.471.44
The chart of Martin ratio for HIDV, currently valued at 13.28, compared to the broader market0.0020.0040.0060.0080.00100.0013.283.97
HIDV
TUGN

The current HIDV Sharpe Ratio is 2.14, which is higher than the TUGN Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of HIDV and TUGN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.14
1.21
HIDV
TUGN

Dividends

HIDV vs. TUGN - Dividend Comparison

HIDV's dividend yield for the trailing twelve months is around 2.21%, less than TUGN's 11.36% yield.


TTM202420232022
HIDV
AB US High Dividend ETF
2.21%2.30%2.23%0.00%
TUGN
STF Tactical Growth & Income ETF
10.42%11.84%11.29%7.58%

Drawdowns

HIDV vs. TUGN - Drawdown Comparison

The maximum HIDV drawdown since its inception was -10.01%, smaller than the maximum TUGN drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for HIDV and TUGN. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February00
HIDV
TUGN

Volatility

HIDV vs. TUGN - Volatility Comparison

The current volatility for AB US High Dividend ETF (HIDV) is 2.88%, while STF Tactical Growth & Income ETF (TUGN) has a volatility of 4.45%. This indicates that HIDV 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.88%
4.45%
HIDV
TUGN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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