LOTI vs. PRTO

Last updated Jun 4, 2026

LOTI (Liberty One Tactical Income ETF) and PRTO (RCN Pareto Strategic Allocation ETF) are both Tactical Allocation funds. Both are actively managed. At a 0.46 correlation, their price movements are largely independent. LOTI charges 1.01%/yr vs 0.82%/yr for PRTO.

Performance

LOTI vs. PRTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty One Tactical Income ETF (LOTI) and RCN Pareto Strategic Allocation ETF (PRTO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LOTI

• 1D: -0.12%
• 1M: -0.50%
• YTD: 2.63%
• 6M: 1.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRTO

• 1D: -0.71%
• 1M: 2.88%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOTI vs. PRTO - Yearly Performance Comparison

	2026 (YTD)
LOTI Liberty One Tactical Income ETF	1.07%
PRTO RCN Pareto Strategic Allocation ETF	10.17%

Correlation

The correlation between LOTI and PRTO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 26, 2026	0.46

Return for Risk

LOTI vs. PRTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Tactical Income ETF (LOTI) and RCN Pareto Strategic Allocation ETF (PRTO). 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.

Sharpe Ratios by Period

	LOTI	PRTO	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	4.77	-3.95

Drawdowns

LOTI vs. PRTO - Drawdown Comparison

The maximum LOTI drawdown since its inception was -4.42%, which is greater than PRTO's maximum drawdown of -2.98%. Use the drawdown chart below to compare losses from any high point for LOTI and PRTO.

Drawdown Indicators

	LOTI	PRTO	Difference
Max Drawdown Largest peak-to-trough decline	-4.42%	-2.98%	-1.44%
Current Drawdown Current decline from peak	-2.53%	-0.71%	-1.82%
Average Drawdown Average peak-to-trough decline	-1.34%	-0.55%	-0.79%

Volatility

Volatility by Period

	LOTI	PRTO	Difference
Volatility (1Y) Calculated over the trailing 1-year period	5.67%	14.03%	-8.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.67%	14.03%	-8.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.67%	14.03%	-8.36%

LOTI vs. PRTO - Expense Ratio Comparison

LOTI has a 1.01% expense ratio, which is higher than PRTO's 0.82% expense ratio.

Dividends

LOTI vs. PRTO - Dividend Comparison

LOTI's dividend yield for the trailing twelve months is around 1.34%, while PRTO has not paid dividends to shareholders.

Position	TTM	2025
LOTI Liberty One Tactical Income ETF	1.34%	0.45%
PRTO RCN Pareto Strategic Allocation ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both LOTI and PRTO in my portfolio?

LOTI and PRTO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LOTI or PRTO?

On fees, PRTO is cheaper at 0.82% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOTI or PRTO?

PRTO is cheaper with a 0.82% expense ratio, compared with 1.01% for LOTI.

Which ETF pays a higher dividend yield, LOTI or PRTO?

LOTI has the higher dividend yield at 1.34%, compared with 0.00% for PRTO.

What is the main difference between LOTI and PRTO?

They also come from different issuers: Liberty One and Tidal. Their fees differ too: 1.01% for LOTI and 0.82% for PRTO.