PRTO vs. TACK

Last updated Jul 12, 2026

PRTO (RCN Pareto Strategic Allocation ETF) and TACK (Fairlead Tactical Sector Fund) are both Tactical Allocation funds. Both are actively managed. A 0.59 correlation means they provide meaningful diversification when combined. PRTO charges 0.82%/yr vs 0.76%/yr for TACK.

Performance

PRTO vs. TACK - Performance Comparison

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

Returns By Period

PRTO

• 1D: -0.16%
• 1M: 0.30%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TACK

• 1D: 0.44%
• 1M: 1.40%
• 6M: 4.78%
• YTD: 6.67%
• 1Y: 13.60%
• 3Y*: 11.68%
• 5Y*: —
• 10Y*: —

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

PRTO vs. TACK - Yearly Performance Comparison

	2026 (YTD)
PRTO RCN Pareto Strategic Allocation ETF	8.62%
TACK Fairlead Tactical Sector Fund	4.99%

Correlation

The correlation between PRTO and TACK is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 25, 2026	0.59

Return for Risk

PRTO vs. TACK — Risk / Return Rank

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

PRTO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TACK

TACK Risk / Return Rank: 50
TACK Sharpe Ratio Rank: 49
TACK Sortino Ratio Rank: 49
TACK Omega Ratio Rank: 43
TACK Calmar Ratio Rank: 57
TACK Martin Ratio Rank: 52

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.

PRTO vs. TACK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RCN Pareto Strategic Allocation ETF (PRTO) and Fairlead Tactical Sector Fund (TACK). 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.

	PRTO	TACK	Difference
Sharpe ratio: Return per unit of total volatility	—	1.37	—
Sortino ratio: Return per unit of downside risk	—	1.96	—
Omega ratio: Gain probability vs. loss probability	—	1.23	—
Calmar ratio: Return relative to maximum drawdown	—	2.25	—
Martin ratio: Return relative to average drawdown	—	7.03	—

Drawdowns

PRTO vs. TACK - Drawdown Comparison

The maximum PRTO drawdown since its inception was -4.46%, smaller than the maximum TACK drawdown of -14.49%. Use the drawdown chart below to compare losses from any high point for PRTO and TACK.

Drawdown Indicators

	PRTO	TACK	Difference
Max Drawdown Largest peak-to-trough decline	-4.46%	-14.49%	+10.03%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.49%	—
Current Drawdown Current decline from peak	-1.77%	-0.31%	-1.46%
Average Drawdown Average peak-to-trough decline	-1.01%	-4.15%	+3.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.87%	—

Volatility

Volatility by Period

	PRTO	TACK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.56%	9.64%	+5.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	11.20%	+4.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.56%	11.20%	+4.36%

PRTO vs. TACK - Expense Ratio Comparison

PRTO has a 0.82% expense ratio, which is higher than TACK's 0.76% expense ratio.

Dividends

PRTO vs. TACK - Dividend Comparison

PRTO has not paid dividends to shareholders, while TACK's dividend yield for the trailing twelve months is around 1.30%.

Position	TTM	2025	2024	2023	2022
PRTO RCN Pareto Strategic Allocation ETF	0.00%	0.00%	0.00%	0.00%	0.00%
TACK Fairlead Tactical Sector Fund	1.30%	1.18%	1.26%	1.29%	0.89%

Frequently Asked Questions

Can I hold both PRTO and TACK in my portfolio?

PRTO and TACK have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRTO or TACK?

On fees, TACK is cheaper at 0.76% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRTO or TACK?

TACK is cheaper with a 0.76% expense ratio, compared with 0.82% for PRTO.

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

TACK has the higher dividend yield at 1.30%, compared with 0.00% for PRTO.

What is the main difference between PRTO and TACK?

They also come from different issuers: Tidal and Fairlead. Their fees differ too: 0.82% for PRTO and 0.76% for TACK.